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Re: [amibroker] where are the stop alerts?



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One addition - these codes are written back if you use Equity( 1 ) in your formula.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Terry
Sent: Sunday, April 16, 2006 7:07 PM
Subject: RE: [amibroker] where are the stop alerts?

Stops are Sells with different codes. If you have:

Filter = Buy or Sell;

You should be getting nBar stops too.

 

From Help:

 

Depending on kind of the stop various values
are written back to sell/cover array to enable you to distinguish if given signal was generated by regular rule or by stop.

1 - regular exit
2 - max. loss
3 - profit target
4 - trailing
5 - n-bar stop
6 - ruin stop

 

--

Terry

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Mark H
Sent: Sunday, April 16, 2006 11:00
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] where are the stop alerts?

 

I am moving my system from Wealth-lab to AmiBroker. My system is basically a long only EOD system. Every night I download quotes and run the Wealth-lab simulator against 600 stocks. It generates a list of alerts with priority (similar to PositionScore in AB). The alerts include Buy/Sell/Stop(n-bar) signals. I then enter Sell orders for all sell and stop signals to sell the open next day. I sort the buy orders by priority and enter the top ones to buy the open next day. The number of buy orders and sizes of them are calculated based on the total equity today and the number of sell orders the next day.

 

With AmiBroker, I can get a list of Buy/Sell signal and their PositionScores using Exploration. However, I have not found a way to list all n-bar Stop signals on the same screen. Maybe I can find a way to use "filter" value to include those stops. Any suggestion is appreciated.

 

- Mark H.




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