Re: [amibroker] ApplyStop - Trailing Stop

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

I verified the values for BBandExit() in Debug View and they look reasonable. The values are positive. The excursion of prices would suggest that the criteria is never met.

 

I will have to dig in at a later time as I am getting ready for a trip.

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

From: Tomasz Janeczko

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, October 11, 2007 1:48 PM

Subject: Re: [amibroker] ApplyStop - Trailing Stop

Hello,

 

Plot the values or use Exploration to debug your code (BBandExit values).

The exit is generated when distance between highest high since entry and current price is greater than the current stop amount.

 

Described in the guide: http://www.amibroker.com/guide/h_backtest.html

Best regards,
Tomasz Janeczko
amibroker.com

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

From: Ara Kaloustian

To: AB-Main

Sent: Thursday, October 11, 2007 9:54 PM

Subject: [amibroker] ApplyStop - Trailing Stop

ApplyStop(stopTypeTrailing, stopModePoint, BBandExit(), True, True );

 

 

I am using the above statement for a trailing dynamic stop, but my results are not waht I expect.

 

The value of the stop is computed by the function BBandExit() as the acceptable loss.

 

I assume that the ApplyStop statement above will reference that loss the the highest value reached, but it is not working that way. Exit does not happen even after substancial drop in price.

 

Anyone see what the problem is?

 

Thanks

 

Ara

 

 

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