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You might consider combining the critria formulas and use one ApplyStop
Criteron1 = your formula1
criterion2 = your formula2
criterion = smaller of (or larger of or whatever ) critrion1 and criterion2
ApplyStop(.....,criterion,...);
----- Original Message -----
From: "srengret" <lechols@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, April 04, 2009 5:13 PM
Subject: [amibroker] Two trailing stops possible - 7% and ATR(10)?
> Does Amibroker allow two trailing stops?
>
> I've been trying to code two trailing stops with different criteria in
> Amibroker 5.10.
> Why do this: Some, but not all, of the ATR-based trailing stops allow too
> big of a loss when the 7% stop seems to catch them earlier.
>
> Here is what I've tried:
> The first criterion is for a 7% trailing stop.
> The second criterion is for an ATR-based trailing stop.
> They are in this order in the code.
> When running the code, it displays on a chart the two trailing stops as
> expected. However, when I look at the resulting table in the Automatic
> Analysis window, it doesn't show the 7% trailing stop data. However, the
> ATR-based stop does show in the table.
>
> From the settings button and then the Backtester window, and then the
> Stops tab, I disabled the trailing stops. I did this because the software
> code by the user overrides the backtester settings as I understand it.
>
> My backtest mode:
> SetBacktestMode(backtestRegular);
> Here is the 7% trailing stop code:
>
> ApplyStop(2,1,7,1,False,1);
> Equity(1,0); //ThIS EVALUATES STOPS.
> Plot(Sell==4,"7% Loss",colorBlue,styleArea|styleOwnScale);//4 is for
> trailing stops
>
> For the ATR-based trailing stop:
>
> TrailStop = 0;
> TrailStop = HHV( C - 3* ATR(10),15);
> Sell = C < TrailStop OR Open < TrailStop OR Low < TrailStop; //must tell
> it when to sell
> ApplyStop(2, 2, TrailStop, 1, False, 1) ;
> Equity(1,0); //ThIS EVALUATES STOPS
> Plot(Sell,"Trlng Stop 3*atr(10)",colorOrange,styleArea|styleOwnScale);
>
> So, either the application won't recognize two trailing stops criteria or
> I have overlooked something. I think it is the latter, but I just don't
> know where.
>
> My test cases were Powershares ETFs from 1 Sep 08 through 4 Apr 09.
>
> Will anyone point me to a solution?
>
> Regards
>
>
>
>
>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
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> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
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>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
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>
>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
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