[amibroker] Re: How to check whether a Buy Stop is hit first or its Protective Stop is hit first?

["Fred" <ftonetti@xxxxxxxxxxxxx>]

For any given bar you can't tell which event occured first ... If you 
need more granularity you'll need to move to shorter timeframe 
oriented data ...

--- In amibroker@xxxxxxxxxxxxxxx, "Clement Chin" <yitman@xxx> wrote:
>
> Anyone can show me something for this case? TIA.
> 
> +++
> 
>  
> 
>  
> 
> Hi,
> 
>  
> 
> I put a Buy Stop to buy breakouts from high of last bar. A 
protective stop
> is attached to the Buy Stop to protect the order once the Buy Stop 
is hit.
> 
>  
> 
> I use 30-minute bar to make decision. 
> 
>  
> 
> Here is a case.
> 
>  
> 
> The previous high is 1.3050. I will buy at 1.3051. Once entry, I 
will put a
> protective sell stop at 1.3041. I want to back test the system. 
> 
>  
> 
> From the 30-minute chart, the next bar has a high of 1.3090 and a 
low of
> 1.3020. Apparently, my Buy Stop is hit sometime during the 30-minute
> session. My planned protected stop is hit also sometime during the 
same
> session. The price may hit my Buy Stop first and then hit my 
protective stop
> later... Or it may hit the low of the 1.3020 first, and move all 
the way up
> to 1.3090 where I have a good trade.
> 
>  
> 
> How do I know which one is hit first? The low of the bar or the Buy 
Stop? Or
> other possibilities? How can I accurately write AFL to track if my 
entry is
> handled accurately?
> 
>  
> 
> There are many possibilities inside the next 30-minute bar, i.e. if 
the low
> is reached first, I may have a good trade; if my entry is taken 
first and
> then the low, I will be killed somewhere. Can I accurately know 
what happen
> inside the 30-minute bar? Do I need to use a smaller timeframe, i.e.
> 1-minute?
> 
>  
> 
> Please give me your advice. Thank you in advance.
> 
>  
> 
> Clement
>




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