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Handlestops work well thanks
I also discovered that applystops do generate exit signals (at least
in the case of stoptypeloss). I was incorrect in my original post
Try these codes for yourself. Either handlestops or exitTrade
provides the same result.
if( Status("action") == actionPortfolio )
{
bo.PreProcess() ;
for(bar=0 ; bar < BarCount ; bar++)
{
// comment either handlestops or exittrade out.
bo.HandleStops(bar);
for( sig = bo.GetFirstSignal(bar) ; sig ; sig =
bo.GetNextSignal(bar))
{
if(sig.IsEntry() AND IsNull ( bo.FindOpenPos
( sig.Symbol )) AND sig.PosSize > 0)
{
bo.enterTrade(bar, sig.symbol, True,
sig.price, sig.PosSize,sig.PosScore) ;
}
if( sig.IsExit() AND bo.FindOpenPos
(sig.symbol) )
{
// comment either handlestops or
exittrade out.
bo.exitTrade(bar, sig.symbol,
sig.price, sig.Reason) ;
}
}
bo.UpdateStats(bar, 2) ;
}
bo.ListTrades();
}
Buy = C < EMA(C, 30);
Sell = False;
BuyPrice =SellPrice =C;
ApplyStop(stopTypeLoss, stopModePercent, 3, 1, False, 0);
SetBacktestMode( backtestRegularRaw) ;
SetOption("InitialEquity", 100000) ;
SetOption("MaxOpenPositions", 10) ;
SetOption("CommissionMode", 1) ;
SetOption("CommissionAmount", 0.1);
SetOption("AllowPositionShrinking", False) ;
//SetOption("UsePrevBarEquityForPosSizing", True) ;
SetOption("HoldMinBars", 0) ;
Short=Cover=0 ;
--- In amibroker@xxxxxxxxxxxxxxx, "gp_sydney" <gp.investment@xxx>
wrote:
>
> 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@> 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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