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/
|