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onelkm
Could you look at the highest high after the buy signal and then see if
your exit relates to that?
Regards
ChrisB
onelkm wrote:
>
>
> Chris, thanks for the suggestion, but that does not change the
> results. Anyone else have ideas?
> Thanks
> Larry
> --- In amibroker@xxxxxxxxx ps.com
> <mailto:amibroker%40yahoogroups.com>, ChrisB <kris45mar@x ..> wrote:
> >
> > onelkm
> >
> > Does changing the fifth parameter (volatile) alter your results?
> >
> > Regards
> >
> > ChrisB
> >
> >
> >
> >
> >
> >
> > onelkm wrote:
> > >
> > > 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:
> > > ActivateStopsImmedi ately 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("NoDefaul tColumns" ,0);
> > >
> > > SetOption("InitialE quity",25000) ;
> > >
> > > SetOption("AllowSam eBarExit" ,0);
> > >
> > > SetOption("Activate StopsImmediately ",0);
> > >
> > > SetOption("AllowPos itionShrinking" ,1);
> > >
> > > SetOption("FuturesM ode",0);
> > >
> > > SetOption("Interest Rate",0);
> > >
> > > SetOption("MaxOpenP ositions" ,1000);
> > >
> > > SetOption("MinShare s",.001);
> > >
> > > SetOption("Commissi onMode",2) ; //$ per trade
> > >
> > > SetOption("Commissi onAmount" ,10);
> > >
> > > SetOption("MarginRe quirement" ,100); //No margin
> > >
> > > SetOption("ReverseS ignalForcesExit" ,0);
> > >
> > > SetOption("UsePrevB arEquityForPosSi zing",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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