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The exit will depend on the trade conditions you have applied. This being
tradedelays and buyprice
The actual stop loss will be the amount below the buyprice on the actual bar
of entry.
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 08/01/07, polomorabe <paul.moore@xxxxxxxxxx> wrote:
>
> Thanks Graham.
>
> I see what you mean. So, I tried the following, to specify the risk
> per share as the difference between the Close and the lowest low of
> the previous two bars, as follows:
>
> RiskPerShare = C - Ref(LLV(L,2),-1);
> ApplyStop( stopTypeLoss, stopModePoint, RiskPerShare, 1, True, 1 );
>
> But this also doesn't work. For example with ILE, my system gave me an
> entry on 5 August 2005, and I was hoping that the ApplyStop() would
> get me out on 9 August, but instead it got me out on 12 August for a
> loss of 21%.
>
> Any ideas what I'm doing wrong? I've searched both the AB library and
> the posts here, and I can't find any examples of this:
>
> Regards,
> Paul
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
> >
> > Applystop uses the amount below the entry price, so you need number of
> > dollars in the function that you risk per share
> >
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://www.aflwriting.com
> >
> > On 08/01/07, polomorabe <paul.moore@xxx> wrote:
> > >
> > > Hello,
> > >
> > > I've been trying to apply a stop to my backtest formula, but I can't
> > > see how it can be done. From what I can see, this function defines its
> > > stop as a percentage or point change from the previous bar. I would
> > > like to specify an absolute stop loss, which is how I do it in real
> > > trading.
> > >
> > > For example, I would like to set a stop just below the minimum of the
> > > previous two bars.So my trade criteria would be something like:
> > >
> > > Buy = O > Ref(H,-1) AND
> > > Ref(C,-1) > 1.0 AND Ref(C,-1) < 10.0 AND
> > > Ref(V,-1) > 400000 AND
> > > BarNum > MinBarNum AND
> > > Sell = HistInd < Ref(HistInd ,-1);
> > > ApplyStop( stopTypeLoss, stopModePoint, Ref(LLV(L,2),-1), 1, True,
> 1 );
> > >
> > > Is it possible to do this? The ApplyStop() above doesn't work.
> > >
> > > A second question. In the buy formula above, it it possible to specify
> > > a buy limit, so that gap ups aren't immediately triggered at the open?
> > >
> > > Many thanks,
> > > Paul
> > >
> > >
> > >
> > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > http://www.amibroker.com/devlog/
> > >
> > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
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