[amibroker] Re: Stop Loss and Trailing

["JD Fagan" <jd.fagan@xxxxxxxxx>]

Also, you can add this code into your system to see the interpretation
of your exits:

if(Status("action") == actionCommentary) {
    printf(WriteIf(Sell == 6, "\nRX (Ruin Long Stop) @ " + SellPrice,
""));
    printf(WriteIf(Sell == 2, "\n-- (Max Loss Long Stop) @ " +
SellPrice, ""));
    printf(WriteIf(Sell == 3, "\n+ (Profit Target Long Stop) @ " +
SellPrice, ""));
    printf(WriteIf(Sell == 4, "\n- (Trailing Long Stop) @ " +
SellPrice, ""));
    printf(WriteIf(Sell == 5, "\nNX - N-Bar Long Stop @ " + SellPrice,
""));
    printf(WriteIf(Sell == 1, "\nLX - Regular Long Exit @ " +
SellPrice, ""));

    printf(WriteIf(Cover == 6, "\nRX (Ruin Short Stop) @ " +
CoverPrice, ""));
    printf(WriteIf(Cover == 2, "\n-- (Max Loss Short Stop) @ " +
CoverPrice, ""));
    printf(WriteIf(Cover == 3, "\n+ (Profit Target Short Stop) @ " +
CoverPrice, ""));
    printf(WriteIf(Cover == 4, "\n- (Trailing Short Stop) @ " +
CoverPrice, ""));
    printf(WriteIf(Cover == 5, "\nNX - N-Bar Short Stop @ " +
CoverPrice, ""));
    printf(WriteIf(Cover == 1, "\nSX - Regular Short Exit @ " +
CoverPrice, ""));
}

JD

--- In amibroker@xxxxxxxxxxxxxxx, "JD Fagan" <jd.fagan@xxxx> wrote:
>
> Andrew,
> 
> The trailing stop would be triggered first in this case.  Only when
> its a tie and/or the max loss stop value is higher than the trail stop
> (for long positions) will the max loss stop be activated first.
> 
> Regards,
> 
> JD
> 
> --- In amibroker@xxxxxxxxxxxxxxx, Andrew Z <wizard@xxxx> wrote:
> >
> > Thanks Ed, but I don't mean if they are triggered on the same bar.
What 
> > I mean is if I have a buy at 1.2000 with a SL of 0.0020 and a
trailing 
> > of 0.0010. If the price falls immediately to 1.1990 is the trailing
> stop 
> > executed?
> > 
> > Thanks,
> > Andrew.
> > 
> > > see help for Applystop:
> >   > If two or more different stops are triggered on the VERY SAME bar 
> > then they
> > > are evaluated in this fixed order:
> > > 
> > > Fixed Ruin stop (loosing 99.96% of the starting capital)
> > > Max. loss stop
> > > Profit target stop
> > > Trailing stop
> > > N-bar stop
> >
>






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