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hi,
I agree with Herman that it is a good idea
to start writing your own loops to exit trades (I only use loops for
my exits). But Applystop should work for your problem. You just have to
make sure that all your settings are set properly. Not only in the Applystop
function itself but also in the setting window. I suggest to read the help
file on Applystop carefully because there is a lot of detail in this
function.
A setup as shown below should work for your
problem. And ofcourse if the price is not hit within the bar then it will
not find an exit.
rgds, Ed
SetTradeDelays(0,0,0,0);
SetBarsRequired(10000,10000);
SetChartOptions(0, chartShowDates);
Cond1 =
Ref(H,-1) > Ref(H,-2) && Ref(H,-2) > Ref(H,-3);
Cond2 = O < Ref(H,-1);
BuyPrice = Ref(H,-1) - 0.1;
Buy=Cond1 && Cond2
&& L <=
BuyPrice &&
H >=
BuyPrice;
Sell = 0;
ApplyStop( stopTypeProfit, stopModePoint, 0.0006,
1, 0, 0);
ApplyStop( stopTypeLoss, stopModePoint, 0.0014,
1, 0, 0);
Equity(1);
// chart
Plot(C,"C",1,64);
PlotShapes(IIf(Buy,shapeUpArrow,0),colorLightBlue, layer =
0, yposition =
BuyPrice, offset =
0 );
PlotShapes(IIf(Sell,shapeDownArrow,0),colorYellow, layer =
0, yposition =
SellPrice, offset =
0 );
----- Original Message -----
Sent: Saturday, April 09, 2005 1:01
AM
Subject: [amibroker] Re: ApplyStop
Question
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
users
> only.
> > >
> > > To get support from
AmiBroker please send an e-mail
directly
> to
> > > SUPPORT {at}
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> > >
>
> > For other support material please check
also:
> > > http://www.amibroker.com/support.html
>
> >
> > >
> > >
>
> >
> > >
> > >
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