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Bill
----- Original Message -----
Sent: Tuesday, January 08, 2008 12:33
AM
Subject: [amibroker] Re: How to show Stops
(ApplyStops) in Explore?
>I
figured something out, the placement of Equity(1,0) matters a lot to
> the
output of the backtest. I'm a bit tired to go over and retest
> everything
I did tonight, so I'll take a break and search tomorrow.
> Thanks for the
help!
>
>
> --- In amibroker@xxxxxxxxxxxxxxx,
"janhausd" <janhaus@xxx> wrote:
>>
>> 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@> 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@>
>> > 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
>> > >
>> >
>
>> > >
>> > >
>> > >
>> > > --
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>> > > 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
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amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news
always check DEVLOG:
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>
> For other support material please check also:
>
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>
__._,_.___
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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