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Here is an example to place sell
stop 0.1 below yesterdays EMA(C,40), but you can modify for whatever
your own stop rule is:
SetTradeDelays(1,0,1,0); // in on tomorrow's open, out today
BuyPrice = Open;
ShortPrice = Open;
Rfe = 0.1; // room for error, could use ATR for example
Slippage = 0.05; // or what ever you want
SellPrice = IIf(Open<Ref(EMA(C,40)-1)-1*Rfe),Open,
Ref(EMA(C,40),-1)-1*(Rfe+Slippage));
Sell = IIf(L<Ref(EMA(C,40),-1)-1*Rfe,True,False);
// Note: SellPrice is meaningless unless Sell is True
Short=Cover=0; // I don't short (usually)
-- Keith
Graham wrote:
This has never sorked for me, applystop has always used only the low
or high prices of the bars. I guessed I read the help wrongly and it
means the exit will beat the regular exit price.
Besides where do you set the stops for using price? There is no where
to set the price for use by applystops. For long trade it always uses
the high for setting the exit level, and always uses cross of low over
this exit level for the signal.
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 1/13/06, Terry <MagicTH@xxxxxxxxxxx> wrote:
>
>
> Graham,
>
>
>
> You can control the tradePrices used in ApplyStop, which doesn't
solve
> Joel's problem anyway.
>
>
>
> From Help for ApplyStop:
>
>
> ExitAtStop = 0 - means check stops using only trade price and exit
at
> regular trade price
> (if you are trading on close it means that only close price will
be checked
> for exits and exit will be done at close price)
>
>
> ExitAtStop = 1 - check High-Low prices and exit intraday on price
equal to
> stop level on the same bar when stop was triggered
>
>
> ExitAtStop = 2 - check High-Low prices but exit NEXT BAR on
regular trade
> price.
>
>
>
> --
>
> Terry
>
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Graham
> Sent: Thursday, January 12, 2006 14:47
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] ApplyStop using Close price, but exit on
Open?
>
>
>
> applystop as far as I am aware uses the low (for long) and high
(for short)
>
> If you want to use close price you will need to fully code the exit
>
>
>
> --
>
> Cheers
>
> Graham
>
> AB-Write >< Professional AFL Writing Service
>
> Yes, I write AFL code to your requirements
>
> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
>
>
>
>
> On 1/12/06, joelamibroker <joelamibroker@xxxxxxxxxxxx> wrote:
>
> > Hi,
>
> >
>
> > I am using a Chandelier exit, but I don't think it is being
executed
>
> > as I had intended.
>
> > I want to Buy or Sell the shares the next day on OPEN
>
> > IF the share CLOSES at the fixed stop loss or trailing stop.
>
> >
>
> > Will this do it?
>
> >
>
> > SetTradeDelays(1,1,1,1);
>
> >
>
> > Buy=Buysig;
>
> > BuyPrice = O;
>
> >
>
> > ApplyStop(stopTypeTrailing,
> stopModePoint,trailstop*ATR(14),0,True);
>
> > ApplyStop(stopTypeLoss,stopModePoint,
> fixedstop*ATR(14),0,False);
>
> >
>
> > Sell = 0;
>
> > SellPrice = O;
>
> >
>
> >
>
> > Joel
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> > 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
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
> >
>
>
>
>
>
> 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
>
>
>
> http://groups.yahoo.com/group/amibroker/
>
>
>
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>
>
>
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>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> For other support material please check also:
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>
>
>
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