Hello Ajay,
I’m still a newbie, but I’ll attempt…
In your code you are using exitatstop = 0.
Could this be the cause of your problem?
From the Amibroker helpfile:
“
ExitAtStop = 0 - means check stops using only trade price and exit at
regular trade price
(if you are trading on close it means that only close price will be checked for
exits and exit will be done at close price)
ExitAtStop = 1 - check High-Low prices and exit intraday on price equal to stop
level on the same bar when stop was triggered
ExitAtStop = 2 - check High-Low prices but exit NEXT BAR on regular trade price.
“
Also, you are using volatility = true. Make sure that in your real
trading, you are keeping this in mind. My broker will only take fixed trailing
stops, and I suspect most other brokers do this as well.
Regards,
Claude
From: Ajay Joglekar
[mailto:technical.trader@xxxxxxxxx]
Sent: Tuesday, February 15, 2005
14:40
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] TrailStops in
AB : One more try with a better reframe of my unanswered query
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
Check
AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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