Re: [amibroker] Are Trailing Stops & Stop Profit instructions giving reliable results ?

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Wrong settings. Read the manual.



Also "activate stops immediatelly" should only be used
if you enter trades on *OPEN* price as it is said in the manual (see ApplyStop description).

Your pictures show clearly that you are _NOT_ entering on open !

Also check this:
http://www.amibroker.com/kb/2007/03/24/how-to-plot-a-trailing-stop-in-the-price-chart/

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "rem_yah" <rem_yah@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, April 05, 2009 3:08 AM
Subject: [amibroker] Are Trailing Stops & Stop Profit instructions giving reliable results ?


Hi,

Are Trailing Stops and Stop Profit instructions in AmiBroker giving
reliable results ?

I created a simple code ( see the AFL code below), but
when I back-test it, I obtain a lot of ApplyStop  (stopTypeTrailing &
stopTypeProfit)  false
signals, as shown on the picture  ( a false stopTypeTrailing on the left
and a false stopTypeProfit on the right)
http://img54.imageshack.us/img54/7419/e007.gif

My settings to this strategy ( I have marked ON) :
Activate stops immediately, Reverse entry signal forces exit, Allow same
bar exit.

Can somebody check it and confirm or deny my observations  ?

Regards
Rem 


PositionSize = MarginDeposit = 1; 

ApplyStop(stopTypeTrailing, stopModePoint, TickSize *
Param("stopTypeTrailing", 30, 2, 100, 1 ), 1 ); 
ApplyStop(stopTypeProfit, stopModePoint, TickSize *
Param("stopTypeProfit", 10, 2, 100, 1 ), 1 ); 



bottomLevel = Open - 10*TickSize; // = Buy level
Buy = bottomLevel >= Low ;
BuyPrice = bottomLevel ; 

topLevel = Open + 10*TickSize; // = Short level
Short = topLevel <= High ;
ShortPrice = topLevel ; 
Cover= Buy ;
Sell= Short ;

CoverPrice= IIf( bottomLevel >= Low, BuyPrice, Close); 
SellPrice= IIf(topLevel <= High, ShortPrice, Close); 

Plot(topLevel, "topLevel", colorRed);
Plot(bottomLevel, "bottomLevel", colorGreen);







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

**** 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)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links





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

**** 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)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/