Re: [amibroker] Backtest error with trailing stop

[Ed Middleton <jjj_98@xxxxxxxxx>]

Sammi,

 

My understanding is if you check "Activiate Stops Immediately" it should work.  The only problem I've found is if you enter on a bar where if the low of the bar is more than 3% below the high of that bar that you will be stopped out on that first bar, even if, you entered on the close of the bar. 

 

Fred

----- Original Message -----

From: samu_trading

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, May 20, 2007 7:40 PM

Subject: [amibroker] Backtest error with trailing stop

When I backtest a system with the only sell rule of a trailing stop
like this: sell = ApplyStop(2,1,3,1,False,0); (= 3% trailing stop)

I only get that all trades are immediately stopped out at the entry
price. In settings, "Activate Stops immediately" is NOT checked.

How can I tell AMI to use the trailing stop correctly as 3% trailing
stop?

Thanks, Sammi

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