I think you need to rework some of your statements since Cross(x,y)
will only result in a 1 or 0 (True or False) and it appears you are assuming it
results in a price. There are two places noted by red text.
It’s possible in your ApplyStop case that you just want a 1 point
stop, but you are probably getting either a 0 point stop or a 1 point stop by
using the Cross function there depending on the truth of the Cross().
If you want a stop at a certain price I think you need to convert it to
points instead of an absolute price.
--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of pennellp2000
| Sent: Tuesday, August 23, 2005 16:49
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Re: exit help required
|
| Terry,
| I have tried both Applystop
and AFL seperately as below. Both
| methods seem to give different exits to my manual backtesting
|
|
| Method 1 using AFL.
|
| Cond1 = Cross(Ref(LLV(Low,5),-1),Close);
| Cond2 = ValueWhen(Buy,BuyPrice) - 1.6*ATR(30);
| Sell = Cond1 AND Cond1 >
BuyPrice OR Cross(Cond2,Close);
| // Cond2 is my max stop loss//
|
| Method 2 using Applystop
| ApplyStop(2,2, Cross(Ref(LLV(Low,5),-1),Close),0);
| ApplyStop(0,2,2*ATR(30),0,True,True);
|