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Yes - I have Equity(1) included
What I want to plot is the "actual price" that the
system got stopped out at using...
for( i = 0; i < BarCount; i++ )
{
if(Cover[i] ==4)PlotText( "Short\nStop " +
CoverPrice[i], i, L[ i ]-dist[i]*2, colorYellow
,colorBlueGrey);
if( Sell[i]==4 ) PlotText( "Long\nStop ", i, H[ i
]+dist[i]*2, colorRed, colorYellow );
}
... except SCoverPrice[i] does not generate the same
number that the backtester generates.
--- gp_sydney <gp.investment@xxxxxxxxx> wrote:
> Rick,
>
> Don't you need a call to Equity(1) in there
> somewhere to update the
> cover array with the stop information?
>
> For #2, what "this" are you plotting - the ATR
> function or TrailStop?
> TrailStop is delayed by a bar because of the Ref(
> ,-1).
>
> GP
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Rick Osborn
> <ricko@xxx> wrote:
> >
> > Anybody....
> >
> >
> > --- ricko8294_98 <ricko@xxx> wrote:
> >
> > > I am using the following Applystop code
> > >
> > > ATRSet = Optimize("ATRset",40,10,70,5);
> > > ATRMult = Optimize("AtrMult",4,2,8,1);
> > > TrailStop = Ref(ATR(ATRSet ) * ATRMult ,-1);
> > > ApplyStop(stopTypeTrailing, stopModePoint,
> > > TrailStop, True, True);
> > >
> > > and want to print out on my chart when the stop
> > > kicked in and what
> > > the stopped out price was using the If(cover
> ==4)...
> > > construct.
> > >
> > > 1.- Can anyone tell me what the stop value is
> > > called? CoverPrice does
> > > not give the same answer that the Backtester
> gives.
> > >
> > > 2.- Also, plotting this on the chart shows up
> one
> > > day before the date
> > > shown in the backtester too. Why is that?
> > >
> > > Thanks to anyone for some clarification
> > >
> > > Rick
> > >
> > >
> > >
> > >
> >
> >
> > Rick Osborn
> >
>
>
>
Rick Osborn
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