[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] exit at high on long with profit stop



PureBytes Links

Trading Reference Links

Thank you, however I find my system would still signal an exit on the wrong bar in this case. Any way to reprogram the backtester to signal profit stops only if they are exceeded by the bar's high?

Graham <kavemanperth@xxxxxxxxx> wrote:
change the applystop exit price slightly
eg for long position
$10.00 becomes $9.999
can be done by either adding or multiplying
Exit-0.001
Exit*0.999

reverse for short position
Exit+0.001
Exit*1.001


On 6/20/05, bobbyocto <bobbyocto@xxxxxxxxx> wrote:
> I just started testing the Amibeoker backtester, and I noticed that it
> exits on a profit stop for a long position even if my profit stops
> just equals the high of a bar instead of being exceed by it.
>
> How would I code the backtester so it does not exit at the high of a
> bar on a profit stop, but only if the value is exceed by the high for
> the specific bar so as to assume that I will only get filled if the
> price goes thru my limit price I place immediately on the entry?
>
> Thanks,
> Bobby
>
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>


--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


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


Yahoo! Sports
Rekindle the Rivalries. Sign up for Fantasy Football

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