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I can't figure out why the stop in the following example doesn't work
right Could someone help me understand why?
under applystop in the users guide it says the following:
Scenario 2:
you trade on today's close and want to exit intraday on stop price
Correct settings:
ActivateStopsImmediately turned OFF
ExitAtStop = 1
Trade delays set to zero
Trade price set to close
OK, that's what I want to do. What happens is the system buys at the
close as it should. On the day following the trade, the system
sometimes stops out based on the high of the buy bar instead of
calculating the stop based on the buy price. Why does this happen?
Here's an example of the code:
//Set Parameters
SetOption("NoDefaultColumns",0);
SetOption("InitialEquity",25000);
SetOption("AllowSameBarExit",0);
SetOption("ActivateStopsImmediately",0);
SetOption("AllowPositionShrinking",1);
SetOption("FuturesMode",0);
SetOption("InterestRate",0);
SetOption("MaxOpenPositions",1000);
SetOption("MinShares",.001);
SetOption("CommissionMode",2); //$ per trade
SetOption("CommissionAmount",10);
SetOption("MarginRequirement",100); //No margin
SetOption("ReverseSignalForcesExit",0);
SetOption("UsePrevBarEquityForPosSizing",1);
SetTradeDelays(0,0,0,0);
BuyPrice = SellPrice = C;
BuyPrice = C;
SellPrice = C;
Buy = C>MA(C,20) ;
Sell = 0;
ApplyStop( stopTypeTrailing, stopModePercent, 5,1);
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