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See my 2nd comment.
If you thinking this line: Cover = Close > (ShortPrice *1.05 ); is
checking your original short price, that is not the case. To do that you
will have to use a loop to "remember" your original short price or use
custom backtest (which I am not familiar with...yet).
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of eric paradis
Sent: Tuesday, January 03, 2006 20:55
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Cover & ShortPrice issue
I set the trade delays to 1,1,1,1
The Shortprice is never triggered, or so it seems, as
I have trades where the losses are -50,-60,-90%
because the original short isnt stopped out. I dont
understand why or how.
--- Terry <MagicTH@xxxxxxxxxxx> wrote:
> Have you set trade delays?
>
> when = ParamToggle("Trade Day:","Same Day|Next
> Day",1);
> SetTradeDelays(when,when,when,when);
>
> Also you formula implies you are testing against
> your short entry, but
> this code does not know your entry bar, just the
> current bar's value of
> ShortPrice should you want to go Short on the
> current bar.
> --
> Terry
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf Of eric paradis
> Sent: Tuesday, January 03, 2006 20:40
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Cover & ShortPrice issue
>
> Hi,
>
> I have a question about Cover and ShortPrice.
>
> My system is having some big losses in the backtest
> results because the cover and shortprice function
> seems to be misused. It seems it is ignoring the
> initial shortprice for some other value. Any
> thoughts?
>
> ShortPrice = Open;
> CoverPrice = Open;
>
> Short = IIf(Close < (HHV(Ref(Close,-1),365)- 10 *
> ATR(10)),1,0);
> Cover = Close > (ShortPrice *1.05 );
>
>
>
>
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