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Ed, it doesn't works.
In your code AB exit at specific price only if he find the price on
the bar; if it is not true AB exit at the default BuyPrice/SellPrice.
It is wrong.
with this code I can enter and take profit exactly always at
specific price but I have not found a way to exit at stop loss at
specific price.
Cond1=Ref (H,-1) > Ref(H,-2) && Ref(H,-2) > Ref(H,-3);
Cond2=O<Ref(H,-1);
BuyPrice=Ref(H,-1)-0.001;
Buy=Cond1 && Cond2 && L <= BuyPrice && H >= BuyPrice;
SellPrice=ValueWhen(Buy,BuyPrice)+0.0006;
Sell=L<= SellPrice && H >=SellPrice;
ApplyStop( stopTypeLoss, stopModePoint, 0.0014, 1, 0, 0);
Thanks anyway
--
Giuseppe
--- In amibroker@xxxxxxxxxxxxxxx, "ed nl" <ed2000nl@xxxx> wrote:
> 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 -----
> From: ami_trader
> To: amibroker@xxxxxxxxxxxxxxx
> 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@xxxx> 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
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> only.
> > >
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> > >
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> > >
> > >
> > >
> > >
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