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For exits, perhaps the ApplyStop function is what u are looking
for ... i thought this was GTC stop and doesn't have a trade delay
(unless u want to set one).
For entries, u need to define buy/short rules - i don't think you
can enter in any other way (could be wrong).
Apologies if I am barking up the wrong tree!
--- In amibroker@xxxxxxxxxxxxxxx, "tchan95014" <tchan@xxxx> wrote:
>
> Maybe I made the question too complicated hence there is no
response
> at all. Allow me to rephrase it.
>
> Question: Does any one successfully implement the Good Till
Cancelled
> STOP order? Similarily, the GTC Limit order, if yes, would you be
so
> kind to share? Thanks.
>
> NOTE: this kind of orders can not have a fixed trade delay from
oder
> issuance to execution.
>
>
> Thomas
>
> --- In amibroker@xxxxxxxxxxxxxxx, "tchan95014" <tchan@xxxx> wrote:
> >
> > Hi,
> >
> > I sent the following email to support for this question I did
get
> > [#18394] as the ticket number, however there is no closure on
this.
> > Hence, I ask the list for help. Any info is appreciated.
> >
> >
> > [QUOTE]
> > I am trying to implement a system using Good Till Cancel type
STOP
> > order (GTC Stop) to enter/exit the market.
> >
> > EOD system, with trade delays of at least 1 for all orders
(Note:
> > this delay is unknown when a entry/exit signal occurs)
> >
> > Use Apple Computer (AAPL) as an example.
> >
> > 12/3/04 - SELL signal, I placed an order to sell AAPL @ LOW -
0.02
> > (61.73) GTC Stop
> > 12/4/04 - Since the low of the day is 62.95, there is no
execution.
> > 12/21/04 - There was NO price that has been lower than 61.73
before
> > today, hence the 12/3/04 SELL order is NOT executed until today
> which
> > finally has a low of 61.6 which is the first day after 12/3/04
that
> > has a price lower than 61.73
> >
> > 12/22/04 - BUY signal, to buy AAPL @ HIGH + 0.02 (64.38) GTC Stop
> > 12/23/04 - NO execution, as the daily high is lower than 64.38
> > 12/27/04 - BUY order executed
> >
> > 1/12/05 - SELL signal, to sell AAPL @ LOW - 0.02 (63.28) GTC Stop
> > 2/11/05 - There has been NO SELL execution so far, as there has
> been
> > NO price that is lower than 63.28. But, today I have another
SELL
> > order, to sell AAPL @ LOW - 0.02 (78.92) GTC Stop, so I replaced
> > previous SELL order placed on 1/12/05 of 63.28 GTC stop with the
> new
> > one.
> > 2/18/05 - So far, NO SELL execution yet.
> >
> > So, you can see I want to keep the order placed be kept until it
is
> > executed on the price set on the day the order was placed.
> >
> > So, using SetOption("PriceBoundChecking", False);
> > Does not help.
> >
> > I guess the question I have is how to keep the order from been
> > executed on the next day, I want also the price to be right for
an
> > execution. It looks to be I need to look into the future to do
it,
> is
> > that right? But how to I keep on looking ahead until an
execution?
> >
> > Please help. Thanks.
> >
> >
> > Thomas
> > {UNQUOTE]
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