RE: [amibroker] Re: Nth Profitable Open, AmiBroker Email List Archive

Hi All,

While we’re on this subject I’ve been having problems with this logic since I started using AB and haven’t quite got round it yet.

E.g if I implement a simple n-bar stop using applystop function it works perfectly

Buy=1;

Sell=0;

Applystop(stoptypenbar,stopmodebars,3);

On my settings this would give me:

# of trades = 42823

Avg. bars held = 4.01

BUT

I try implementing the same logic through code without using applystop:

Buy=1;

Sell=barssince(buy)==3;

Buy=ExRem(Buy,Sell);

Sell=ExRem(Sell,Buy);

I would expect the same figures as above, however this time I get:

# of trades = 18

Avg. bars held = 820

I have also tried removing the exrem signals and replaced with equity(1): the results are different but still nowhere near the results given when using applystops.

Anybody can help point out what am I doing wrong??

Claude

From: hairy_mug [mailto:WSCHWARZ@xxxxxxxxxxxxx]
Sent: Wednesday, March 23, 2005 05:16
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Nth Profitable Open

This should do it;

Nth=3;
sell=barssince(c<ref(c,-1))>Nth;

walt
--- In amibroker@xxxxxxxxxxxxxxx, "billtex2003" <billtex2003@xxxx>
wrote:
>
> Is there any way to write a stop to exit on the Nth profitable open.
> After entry, I want to exit on the 3rd profitable open, for example.
> Thanks.

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