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hey i think the solution was under my nose . But reading it in your
post so as to reply back made me read it in a more focussed manner. So
thanks to you. Ok here is the deal.
I am selling and shorting with 0 delay on the low of the day (this is
a pessimistic assumption and so gives me a greater hence better
assessment of the risk ). So if exitatstop = 0 then it would check my
trade price which is the low of the day and I think that that is the
reason my trail did not get triggered in the system. I will have to
check with the actual prices.
But I think this should be it.
As for volatile = true you can keep changing the trail everyday. Maybe
not intraday but I am sure that you can do that even with your broker.
All brokers allow day after day modification of trailstops.Btw I trade
on the Indian market so maybe the brokers are different.
Lots of thanks.
-Ajay
On Tue, 15 Feb 2005 15:07:05 +0700, Claude Caruana
<claudecaruana@xxxxxxxxxxx> wrote:
>
>
>
> 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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