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Re: [amibroker] Re: Trailing Stop Execution in Backtesting



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Cannot see the applystop in your code, but your example applystop
(2,2,1,0). gives the information

stopTypeTrailing , stopModePoint, 1 point, ExitAtStop = 0 - means
check stops using only trade price and exit at regular trade price


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Graham
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Yes, I write AFL code to your requirements
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On 1/26/06, sandeepbanga04 <sandeepbanga04@xxxxxxxxx> wrote:
> --- In amibroker@xxxxxxxxxxxxxxx, "joelamibroker"
> <joelamibroker@xxxx> wrote:
> >
> > HI,
> >
> > if you post some of your code, we may be able to answer the
> question.
> > I personally have no trouble using manually coded stops or the
> > applystop function,
> >
> > Joel
> >
> Hi Joel,
>
> The code is pretty simple, MACD crossovers. Here it goes, I even
> tried applystop (2,2,1,0). It only reads the daily high and ignores
> intraday activity.
>
> Thanks for your help!
>
> //Daily
>
> MACD_Daily = MACD(12,26);
> Signal_Daily = Signal(12,26,9);
>
> Filter= Cross(MACD_Daily,Signal_Daily) AND
> (TimeFrameExpand(MACD_Weekly,inWeekly)>TimeFrameExpand
> (Signal_Weekly,inWeekly));
>
> Buy = Cross(MACD_Daily,Signal_Daily) AND
> (TimeFrameExpand(MACD_Weekly,inWeekly)>TimeFrameExpand
> (Signal_Weekly,inWeekly));
>
> Sell = 0;
>
> PositionScore=RSI();//Rank
> PositionSize=-100;
>
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "sandeepbanga04"
> > <sandeepbanga04@xxxx> wrote:
> > >
> > > I noticed that even though I have the "exit at stop" intraday
> option
> > > selected in backtester, the stop gets executed based on the DAILY
> HIGH,
> > > and not when it should actually happen when the stock price
> passes
> > > through the stop level. Does anyone know why this is happening,
> and how
> > > to correct it?
> > >
> > > Thanks!
> > >
> >
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
>


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