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Sorry, I had meant Deans system is phenomenal. :)
--- eric paradis <thechemistrybetweenus@xxxxxxxxx>
wrote:
> Steve, I backtested the short side of your system,
> and
> its phenomenal. Is it referencing future data?
>
> Thanks,
>
> Eric
> >
>
>
> --- Steve Dugas <sjdugas@xxxxxxxxxxx> wrote:
>
> > Hi,
> >
> > I think the amount of your stop should be the
> > difference between the high
> > before your short signal and the price you shorted
> > at. I would try changing
> > this line
> >
> > StopExit = ValueWhen(Short,Ref(H,-1));
> >
> > to this
> >
> > StopExit = ValueWhen(Short,Ref(H,-1)) -
> ShortPrice;
> >
> > Steve
> >
> > ----- Original Message -----
> > From: "Dean Hodgins" <deanhodgins@xxxxxxxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Thursday, June 09, 2005 11:24 PM
> > Subject: [amibroker] Apply Stop Code Not Working
> >
> >
> > >
> > > I've put together a trading system that
> backtests
> > reasonable well but
> > > can't get this last piece of the puzzle despite
> > many hours.
> > >
> > > Here's some sample code that should do what I
> > want. The short sale
> > > should exit if/when the price of any subsequent
> > bar goes above the high
> > > of the bar preceeding the trade signal bar.
> Sounds
> > straight forward but
> > > no luck with results.
> > >
> > > When you run this code on hourly charts ( say
> STTS
> > for June 9 ) the
> > > trade remains open at day's end. When I filter
> the
> > results
> > > the "StopExit" returns the correct value but the
> > ApplyStop line of code
> > > doesn't take me out of the trade as intended at
> > that level.
> > >
> > > I've turned off all the stop settings in AA and
> > specified short sales
> > > only.
> > >
> > > As always any kind help from some AFL brains
> would
> > be really helpful.
> > >
> > >
> > > Filter = Cross ( MA(C,9), MA(C,5) );
> > >
> > > Short = Cross ( MA(C,9), MA(C,5) );
> > > Cover = Cross ( MA(C,5), MA(C,9) );
> > >
> > > StopExit = ValueWhen(Short,Ref(H,-1));
> > >
> > >
> >
>
ApplyStop(stopTypeLoss,stopModePoint,StopExit,1,False,1);
> > >
> > > AddColumn(C,"Close ",1.2);
> > > AddColumn(StopExit,"StopExit ",1.2);
> > >
> > >
> > >
> > >
> > >
> > > 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
> > >
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
> >
> >
>
>
>
>
>
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