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equity(1,0);
plot(valuewhen(Cover==4,CoverPrice),"CoverPrice",colorblue);
plot(valuewhen(Sell==4,SellPrice),"SellPrice",colorblue);
if you have a delay on the exit, then you need to allow for this in
the valuewhen, here is the exit prices if the exit is 1 bar after the
applystop signal
equity(1,0);
plot(valuewhen(ref(Cover==4,-1),CoverPrice),"CoverPrice",colorblue);
plot(valuewhen(ref(Sell==4,-1),SellPrice),"SellPrice",colorblue);
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 19/06/07, Rick Osborn <ricko@xxxxxxxxxx> wrote:
> 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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