[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Strange trade exit?



PureBytes Links

Trading Reference Links


Best-o-luck 2 ya ...

--- In amibroker@xxxxxxxxxxxxxxx, "The Webmaster" 
<maintainer_wiz@xxxx> wrote:
> 
> Not sure what all the hostility is here, Fred.
> 
> In any case, I'm now dealing with AB directly so no need to get 
your 
> pretty little head all upset about it. ;-)
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> > 
> > Let me make sure I understand this ... you got a problem ... you 
> want 
> > help ... you want potential resondants to dig through past emails 
> > you've written. GFL.
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "The Webmaster" 
> > <maintainer_wiz@xxxx> wrote:
> > > 
> > > Did you read the bottom part of the email which had outlined 
the 
> > > orginal problem?  I provided a response to my email only 
because 
> I 
> > > thought I had found the problem and wanted to verify it with 
> > someone.
> > > 
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
> > > > 
> > > > What about what ?  With some specifics someone might be able 
> to 
> > > > provide an EWAG ... Without specifics you are inviting shot 
> gun 
> > > > blasts in a dark room.
> > > > 
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "The Webmaster" 
> > > > <maintainer_wiz@xxxx> wrote:
> > > > > 
> > > > > Here's what I think is happening, based on some 
explorations 
> > > I've 
> > > > > done.
> > > > > 
> > > > > My system goes long the market on the open of next bar 
after 
> my 
> > > buy 
> > > > > condition evaluates to "true".  However, the buy condition 
> > being 
> > > > > true a bar earlier than the actual trade entry means that 
my 
> > > point 
> > > > > of reference for accessing system-level details is shifted 
> one 
> > > day 
> > > > > back for certain things.  This seems to be the reason for 
> the 
> > > > > strange exits I'm seeing for two of the trades as when I 
> change 
> > > my 
> > > > > entry to same bar on close I don't observe these problems.
> > > > > 
> > > > > What about this group?  I can't be the only one who trades 
> next 
> > > bar 
> > > > > on the open?  What have been your experiences with the 
above?
> > > > > Are you resorting to some strange programming techniques as 
> a 
> > > > > workaround?
> > > > > 
> > > > > Thanks.
> > > > > 
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "The Webmaster" 
> > > > > <maintainer_wiz@xxxx> wrote:
> > > > > > 
> > > > > > I have a long-only system that is supposed to exit at 
> either 
> > a 
> > > > > > profit target price level, or a stop-loss price level.
> > > > > > 
> > > > > > I noticed the following strange trade-level detail output.
> > > > > > 
> > > > > > Firstly, one of my trades was exited at some price (how 
it 
> > was 
> > > > > > calculated I have no idea) that was neither the profit 
> target 
> > > > > price, 
> > > > > > nor the stop-loss price level.  After checking the price 
> > > action 
> > > > > for 
> > > > > > the trade period I confirmed that the trade should have 
> been 
> > > > > stopped 
> > > > > > out, as the lowest low during the holding period was 
> clearly 
> > > > lower 
> > > > > > than my stop-loss price.  My profit targe price level was 
> > > never 
> > > > > > touched.
> > > > > > 
> > > > > > Lastly, one of my trades did exit at my profit target 
(was 
> > > > > slightly 
> > > > > > above it actually), but upon inspecting the Trade column 
> > > > > information 
> > > > > > I found that the description/reason for the exit as given 
> by 
> > > AB 
> > > > > > was "Long" instead of "Long (profit)" as it should have 
> been 
> > > > since 
> > > > > > my profit target was hit.
> > > > > > 
> > > > > > Does anyone know what may have cause the above to occur?
> > > > > > I'm at a loss to explain them.
> > > > > > Thanks.





------------------------ Yahoo! Groups Sponsor --------------------~--> 
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/