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[amibroker] Re: Does Applystop work with custom backtest with the low level approach



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Paul,

I haven't tested it, but I'm not sure that it's supposed to. I think
the signal list is based on your Buy and Sell arrays, while ApplyStops
creates automatic stops that are handled by the HandleStops method.

In fact, on thinking about it, I don't really see how ApplyStops could
generate signals. The signal list is generated on the first pass, but
the automatic stops are dependent on what you do in the custom
backtester, which is on the second pass. For example, if your stop is
an N-bar stop and you force Buys outside of what's in the Buy array
(ie. in the custom backtester), then the N-bar stop wouldn't work
properly if it had been processed on the first pass to generate signals.

The alternative is to implement your own equivalent to ApplyStops for
the type of stop you want in the custom backtester.

Regards,
GP


--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@xxx> wrote:
>
> I've been trying,
> Cant get applystop to generate a sig.IsExit() signal in the custom 
> backtester when its in the lowest level. Does anybody have the same or 
> different experience?
> /Paul.
>



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