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Chris - The stop is not using the highest high "after" the buy
signal. Instead, the high price of the buy bar is used as the value
the trail stop is calculated from, but the trail stop should use the
buy price instead. In my example, the buyprice is the close. What I
don't understand is how to get the trail stop to be based on the
buyprice.
Larry
--- In amibroker@xxxxxxxxxxxxxxx, ChrisB <kris45mar@xxx> wrote:
>
> 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@ ..>
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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