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Thanks for the tips wavemechanic! I'm not getting much success with
switching any combination of the sell/short buy/cover combos (i.e.
exrem(buy, short) to exrem(buy,sell) etc.) but I'll keep trying. On
the other hand, I am trying to write my own stop using the
http://www.amibroker.com/kb/2007/03/24/how-to-plot-a-trailing-stop-in-the-price-chart/
webpage.
A headscratcher now is that utilizing the code, i.e.
Buy = cross(ma(c, 3), ma(c, 13))
Short = cross(ma(c, 13), ma(c, 3))
InTrade = Flip( Buy, Short );
sellstopline = IIf( InTrade, HighestSince( Buy, High ) * ( 1 - 0.01 *
TrailingStop ), Null );
coverstopline = IIf( InTrade, LowestSince( Short, Low ) * ( 1 + 0.01 *
TrailingStop ), Null );
Sell = Cross(sellstopLine,C);
Cover = Cross(C,coverstopline);
Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy);
Short=ExRem(Short,Cover); Cover=ExRem(Cover,Short);
This seems to work, except when running BackTest, I see some trades
where it doesn't show that Trailing Stop worked, or if I specified a
higher MaxLoss %, it shows the MaxLoss%, seemingly ignoring the
trailing %.
In detail, some trades have %'s stopped out that are much higher than
the TrailingStop I specified (i.e. I specify trailing stop at 5% and
in backtest I see Short(trail) or Long(trail) with >10% changes)...any
ideas? And yeah, I know it's possible to have a gap up between days,
so with all of those aside, I see instances on the same day where
there are a good number of down bars (>7) between (long)entry and
(maxloss, or none - no trailing!)exit and plenty of opportunity to
trail out, but no signal. Any ideas? Is there something wrong with my
code or is there something else?
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <timesarrow@xxx> wrote:
>
> Or maybe you were thinking about buy = cover = ... and short = sell
= ...
> ----- Original Message -----
> From: wavemechanic
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, January 07, 2008 10:19 PM
> Subject: Re: [amibroker] Re: How to show Stops (ApplyStops) in
Explore?
>
>
> Looking more closely I would switch sell and short. applystop
will stop buy with a sell not a short and stop a short with a cover
not a buy. So have something like
>
> sell = cover = 0
> applystop( ...
> buy = cross(ma(c, 3), ma(c, 13))
> short = cross(ma(c, 13), ma(c, 3))
> exrem( ...
> exrem( ...
> equity( ...
> filter = ...
> addcolumn( ...
>
> Bill
>
> ----- Original Message -----
> From: "janhausd" <janhaus@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, January 07, 2008 6:48 PM
> Subject: [amibroker] Re: How to show Stops (ApplyStops) in Explore?
>
>
> > Yup, I indeed have equity(1), and I have also tried equity(1,0).
> > The problem is that when I do a backtest the output shows the
trailing
> > stop activating by showing Long (trail) in the Trade column.
However,
> > when I use Explore, the trail doesn't shows up. I have the
columns in
> > explore and I can sometimes see Sells with a value of 4,
however, I do
> > not see all of them. At least for today, there is a trade that
appears
> > to have hit the trailing stop via backtest but doesn't show up via
> > Explore.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <timesarrow@>
wrote:
> >>
> >> Do you have equity() in the code? Look at its description and
> > comments. It assigns a value to the stop depending on the type of
> > applystop chosen (e.g., trailing = 4). A trailing sell stop
would = 4
> > when hit and another column in exploration could be used to display
> > the event (e.g, addcolumn(sell, "sell") producing 0 and 4 output).
> >>
> >> Bill
> >>
> >> ----- Original Message -----
> >> From: "janhausd" <janhaus@>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Monday, January 07, 2008 4:09 PM
> >> Subject: [amibroker] Re: How to show Stops (ApplyStops) in Explore?
> >>
> >>
> >> >I did some more searching in the newsgroups and perhaps I
might need
> >> > to write my own stops, although I would really like to just
use the
> >> > built-in ones.
> >> >
> >> > To clarify my original question, there are some stops that I
can see
> >> > via a backtest (i.e. Long(trail), indicating a long position
entered,
> >> > and exited via trailing stop), but do NOT show up on Explore
(just
> >> > shows Entry, not exit). Any way to write code to show these
trailing
> >> > stops via 'Explore'?
> >> >
> >> > ps. I have code that includes the following:
> >> > Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy);
> >> > Short=ExRem(Short,Cover); Cover=ExRem(Cover,Short);
> >> > Filter = Buy OR Sell OR Cover OR Short;
> >> > Equity(1);
> >> >
> >> > --- In amibroker@xxxxxxxxxxxxxxx, "LarsenE" <janhaus@> wrote:
> >> >>
> >> >> Hi,
> >> >>
> >> >> Sorry for this basic question, but I've been wading through
hundreds
> >> >> of posts and haven't yet found the answer, will keep looking.
> >> >> In the meantime, does anybody know how to show stops in
Explore? My
> >> >> AFL code has some ApplyStops() functions, and the stops work
> > perfectly
> >> >> in backtest, and also shows up in scans, but how do I show these
> > stops
> >> >> in Explore? I have columns plotted for Buy,sell,cover,short,
and the
> >> >> stop signals don't show up anywhere..
> >> >>
> >> >
> >> >
> >> >
> >> >
> >> > Please note that this group is for discussion between users only.
> >> >
> >> > To get support from AmiBroker please send an e-mail directly to
> >> > SUPPORT {at} amibroker.com
> >> >
> >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> >> > http://www.amibroker.com/devlog/
> >> >
> >> > For other support material please check also:
> >> > http://www.amibroker.com/support.html
> >> >
> >> > Yahoo! Groups Links
> >> >
> >> >
> >> >
> >> >
> >> >
> >> > --
> >> > No virus found in this incoming message.
> >> > Checked by AVG Free Edition.
> >> > Version: 7.5.516 / Virus Database: 269.17.13/1211 - Release Date:
> > 1/6/2008 11:57 AM
> >> >
> >> >
> >>
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> > --
> > No virus found in this incoming message.
> > Checked by AVG Free Edition.
> > Version: 7.5.516 / Virus Database: 269.17.13/1213 - Release
Date: 1/7/2008 9:14 AM
> >
> >
>
>
>
------------------------------------------------------------------------------
>
>
> No virus found in this incoming message.
> Checked by AVG Free Edition.
> Version: 7.5.516 / Virus Database: 269.17.13/1213 - Release Date:
1/7/2008 9:14 AM
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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