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hi,
maybe add
SetTradeDelays(0,0,0,0);
to your code. And set in the AA settings
window:
1) activate stops immediately
2) allow same bar exit
and add after the Applystop in your
code:
SellPrice = C;
CoverPrice = C;
Equity(1);
this way it will exit at the close if it exits
after 5 bars. If it hits the profit level it should exaclty exit at that
price,
rgds, Ed
----- Original Message -----
Sent: Friday, April 08, 2005 8:30
PM
Subject: [amibroker] Re: ApplyStop
Question
Ed, unfortunately this code don't exit at specifc
price.
He exit when the stop reach your level but he exit at open
price.
I need exit exactly at 1.25
Thank you
anyway
---
Giuseppe
--- In amibroker@xxxxxxxxxxxxxxx, "ed nl"
<ed2000nl@x...> wrote:
>
hi,
>
> I have some code I used before pasted below. It uses
ATR(10) for a
stopprofit (from the entryprice), or in terms of an absolute
price
it takes a profit at: BuyPrice + ATR(10) or at
ShortPrice - ATR
(10). If profit target is not hit it exits after 5 days.
You can put
the code in a chart and do a backtest on the symbol for all
quotes.
Then you will see arrows appearing in the chart.
>
>
Applystop can not use the absolute price. So the absolute exit
price
BuyPrice + ATR(10) can not be used in Applystop. Instead it
needs the
points with respect to the BuyPrice which is ATR(10).
>
> Don't
have code lying around which you could use with futures but
the idea is
the same. Hope this helps,
>
> rgds, Ed
>
>
>
>
> SetBarsRequired(10000,10000);
> SetChartOptions(0,
chartShowDates);
>
> Buy = Ref(StochK(10),-1) < 10;
>
BuyPrice = O;
>
> Short = Ref(StochK(10),-1) > 90;
>
ShortPrice = O;
>
> // absolute value
> absV = ATR(10);
>
> profitStop = ValueWhen(Buy OR Short,absV);
>
>
Sell = 0;
> Cover = 0;
>
ApplyStop(stopTypeProfit,stopModePoint,profitStop,ExitAtStop =
1,Volatile
= False, ReentryDelay = 1 );
> nnb = 5;;
> ApplyStop(
stopTypeNBar,stopModeBars,nnb,ExitAtStop = 1,Volatile =
False,
ReentryDelay = 1 );
>
> Equity(1);
>
> // these
profitStop levels I add as illustration inside the chart
>
profitLevelLong = ValueWhen(Buy,BuyPrice + absV) * Flip
(Buy,Sell) ;
> profitLevelLong = IIf(profitLevelLong,profitLevelLong,Null);
>
profitLevelShort = ValueWhen(Short,ShortPrice - absV) * Flip
(Short,Cover);
> profitLevelShort = IIf(profitLevelShort,profitLevelShort,Null);
>
> // chart
> Plot(C,"C",1,64);
>
Plot(profitLevelLong,"profitStop level for a Long
position",colorBrightGreen,1);
> Plot(profitLevelShort,"profitStop
level for a Short
position",colorRed,1);
>
PlotShapes(IIf(Buy,shapeUpArrow,0),colorLightBlue, layer = 0,
yposition =
BuyPrice, offset = 0 );
>
PlotShapes(IIf(Sell,shapeDownArrow,0),colorYellow, layer = 0,
yposition =
SellPrice, offset = 0 );
>
PlotShapes(IIf(Short,shapeDownTriangle,0),colorLightBlue, layer =
0,
yposition = ShortPrice, offset = 0 );
>
>
>
> ----- Original Message -----
> From:
ami_trader
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, April 08, 2005 7:06 PM
>
Subject: [amibroker] Re: ApplyStop Question
>
>
>
> Thank you ed.
> It doesn't work for me,
but maybe I don't understand.
>
> My pseudocode
is:
>
> Buy this bar at yesterday H - 10
tick
> Stop Loss when the price is -14 tick from entry
price
> Take Profit when the price is +6 tick from entry
price
>
> Can you give me an example?
>
> ---
> Giuseppe
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ed nl"
<ed2000nl@xxxx> wrote:
> > hi,
>
>
> > yes it is possible. If you use
stopModePoint then the value
you
> enter is the the
number of points with respect to the
entryprice. So
>
you have to rewrite it in such a way that you can use an
absolute
> price.
> >
> >
For instance you buy at 40 and you want to take a profit at
42.
> Then you can use for instance:
> >
> > profitStop = ValueWhen(Buy, abs(40 -
42));
> >
ApplyStop(stopTypeProfit,stopModePoint,profitStop,ExitAtStop =
> 1,Volatile = False, ReentryDelay = 1
);
> >
> > I could give a more
complete example if needed,
> >
> >
rgds, Ed
> >
> >
> >
> > ----- Original
Message -----
> > From: ami_trader
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Friday, April 08, 2005 5:52
PM
> > Subject: [amibroker] Re: ApplyStop
Question
> >
> >
> >
> > Please, help
me.
> >
> > How do I
exit or enter at specific price ?
> > Is it
possible with AB?
> >
>
> ---
> >
Giuseppe
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx,
"ami_trader"
<ami_trader@xxxx>
> >
wrote:
> > >
>
> > Is it possible to exit exactly at stop loss
price?
> > >
>
> > ApplyStop( stopTypeLoss, stopModePoint, 0.0014, 0, 0,
0);
> > >
>
> > Exit exactly at stop loss value (Entry Price -
0.0014)
> > >
>
> >
> > > Thanks in
advance
> > >
>
> >
> > >
---
> > > Giuseppe
>
>
> >
> >
>
>
> >
> > Please
note that this group is for discussion between users
only.
> >
> > To
get support from AmiBroker please send an e-mail directly
to
> > SUPPORT {at}
amibroker.com
> >
> >
For other support material please check also:
>
> http://www.amibroker.com/support.html
>
>
> >
> >
>
>
> >
> >
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