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

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

ApplyStop does work in low-level CBT, but it does not generate
entries in the Signal list. Signals come from first phase.
HandleStops method just exits trades when conditions are met
(it works throuygh open trade list and check exit conditions).

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "gp_sydney" <gp.investment@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 02, 2008 10:53 AM
Subject: [amibroker] Re: Does Applystop work with custom backtest with the low level approach


> 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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