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Hi Terry,
thank you for your suggestion anyway! But the meaning of your code
is, the stops would be executed when the price of the share reaches
1000 or 700. This in most cases never happens.
With following code I came close to the expected results, but in
most cases I did not, because backtester uses 5% of the current
cumulated capital, which I also prefer but cannot calculate:
TargetStop = 1000.00;
StopLoss = 700.00;
Capital = GetOption("InitialEquity");
Investment = IIf(PositionSize<0,Capital*abs
(PositionSize)/100,PositionSize);
NumberOfShares = investment/BuyPrice;
TargetStopPoints = TargetStop/NumberOfShares;
StopLossPoints = StopLoss/NumberOfShares;
ApplyStop(stopTypeLoss,stopModePoint,
amount=StopLossPoints,ExitAtStop=1,Volatile=False,ReEntryDelay=1);
ApplyStop(stopTypeProfit,stopModePoint,
amount=TargetStopPoints,ExitAtStop=1,Volatile=False,ReEntryDelay=1);
enzo
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> Try this or some variation:
>
>
>
> PositionSize = -5; //Spends 5% of your equity
>
> ApplyStop(StopModeProfit, stopModePoint, 1000, exitatstop = 0, 1
or 2,
> 0, re-entry delay = 0,1,2...);
>
> ApplyStop(StopModeLoss, stopModePoint, 700, exitatstop = 0, 1 or
2, 0,
> re-entry delay = 0,1,2...);
>
>
>
> Buy = your buy conditions;
>
> Sell = your buy conditions;
>
>
>
> If you want to buy multiple positions then also set
MaxOpenPositions and
> adjust PositionSize to be -5 * MaxOpenPositions.
>
>
>
> MaxOpen = 5; //Buy up to 5 positions
>
> SetOptions(MaxOpenPositions,MaxOpen);
>
> PositionSize = MaxOpen * -5; //Spend 5% of portfolio on each
position
>
>
>
> (Note: code not tested.)
>
> --
>
> Terry
>
>
>
> | -----Original Message-----
>
> | From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On
>
> | Behalf Of enzo
>
> | Sent: Wednesday, September 07, 2005 07:08
>
> | To: amibroker@xxxxxxxxxxxxxxx
>
> | Subject: [amibroker] Applystop again
>
> |
>
> | Hello Usergroup,
>
> |
>
> | I read dozens of mails of this group about this but it seems my
>
> | applystop-problem has not been discussed before.
>
> |
>
> | I want to backtest a strategy in non-futures-mode where 5% of the
>
> | capital is beeing used to open a position and profit-target-stops
>
> | and Stop-Loss are executed after a certain amount, say 1000 as
>
> | profit and 700 as loss is reached for the whole position.
>
> |
>
> | Is there an easy way to calculate the number of shares beeing
bought
>
> | or shorted? Results of my calculation
>
> | (NumberOfShares=investment/BuyPrice;) are always different from
the
>
> | numbers the backtester calculates.
>
> |
>
> | Has anyone coded the same strategy and would like to help me with
>
> | the snippet of code that I need for axecuting the stops?
>
> |
>
> | Thank you in advance
>
> | enzo
>
> |
>
> |
>
> |
>
> |
>
> |
>
> |
>
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