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Re: [amibroker] Re: ApplyStop Question

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correction for the BuyPrice
 
 
 
 
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) - 0.001;
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 -----
From: ami_trader
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} amibroker.com
>   >   >
>   >   >   For other support material please check also:
>   >   >   http://www.amibroker.com/support.html
>   >   >
>   >   >
>   >   >
>   >   >
>   >   >
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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





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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