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Hi all,
I wanted to know about the behavior of the Applystop
function as regards to trailing stop. Does trailing stop get activated
only after some profit level is reached? This could be the only
explanation of my trailing stop in the system not getting triggered
even tho' it should have.
>From my understanding of trailing stop it should get activated as soon
as the trade goes into even a miniscule profit.
-Ajay
---------- Forwarded message ----------
From: Ajay Joglekar <technical.trader@xxxxxxxxx>
Date: Mon, 14 Feb 2005 15:21:29 +0530
Subject: Trailing stops not getting triggered in real trading
To: amibroker@xxxxxxxxxxxxxxx
Hi all,
I had this system which worked just fine in backtesting.Now sometime
around this week I got a signal out of it and I traded it. Now as I
expected it went into profit.Also I had set the trailing stop loss by
using the ApplyStop function.Now the market went against my paper
profits and so I took my profit but when I checked my system then it
did not have the trailing stop triggered which i found funny when
according to my logic it should have gotten triggered.
This is my stop rule:
ApplyStop(stopTypeTrailing,stopmodepercent,x,0,true,0);
My trade timing entries are set to
Buy and cover on high on no delay
sell and short on low with no delay
Some more details which can help someone diagnose the problem.
Day1 : Entry Profit = 0
Day2 : Profit = 2%
Day3 : Profit = 1%
Now I took the exit on day 3 assuming that I had actually had a 50%
loss on my paper profit. And so the trailing would have been easily
hit.
Now either there is some setting I am missing or my understanding on
trailing stops is flawed or AB has a bug.
Can anyone help me with this?
-Ajay
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