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Re: [amibroker] Re: Stop issue



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Trading Reference Links

for long trade
  : trail stop is based on the highest high from entry, less the value
of trail amount at the buy signal for non-volatile applystop. Action
on low <= the trail price
  : stop loss is based on the entry price at entry less the loss
amount at signal

Should you want different then you will need to alter the write the
code for the exits.

-- 
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com



On 26/03/2008, onelkm <LKMCD1@xxxxxxx> wrote:
>
>  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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>
>  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
>
>
>
>

------------------------------------

Please note that this group is for discussion between users only.

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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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