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[amibroker] Re: Trailing Stop Execution in Backtesting



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I apologize for any confusion, I only mentioned ApplyStop to 
illustrate that I used it but with no success. I did not use it in 
the specific case. In the case mentioned I only used backtester 
settings "exit at intraday(1)".

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> 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
> 
> 
> --
> 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 1/26/06, sandeepbanga04 <sandeepbanga04@xxxx> 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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