[amibroker] Re: Wierd trailing stop problem in backtest. Please help????

["christianvost" <christianvost@xxxxxxxxxxxx>]

Hi,
I think this may be something to do with the way I have constructed a permission filter, with an incorrect use of 'setForeign'. It may be screwing up all the test results. I'll post back when I've fixed it.
Regards, Chris.

--- In amibroker@xxxxxxxxxxxxxxx, "christianvost" <christianvost@xxx> wrote:
>
> Hi. Can anyone help? I am backtesting a system which uses Buy,Sell,Short,Cover variables,(TradeDelays,0,0,0,0) on close, and also stopTypeProfit(8.25%) and stopTypeTrailing(5.25%). The problem that I am having is in backtesting. One of the trades is a long position on the close, at $45.00, the following bar opens lower at 43.9353, and is closed out immediately (Long trail). Resulting in a loss of -2.37% The price then climbs to reach the profit target, but it's already closed. I set the trailing stop at 5.25% so shouldn't the trailingstop set itself at 5.25% below the entry price, and then trail, which is what I want it to do. 
> Here is a snippet of my code,
> 
> Buy = Cross(FStRSISm,ForeignStochRSI) AND Permit; //Permit=Filter     
> Sell = Cross(ForeignStochRSI,FStRSISm); 
> Short = Cross(ForeignStochRSI,FStRSISm) AND (NOT Permit);
> Cover = Cross(FStRSISm,ForeignStochRSI);
> 
> ProfStop = 8.25;  
> TrailStop = 5.25; 
> ApplyStop(stopTypeProfit,stopModePercent,ProfStop);
> ApplyStop(stopTypeTrailing,stopModePercent,TrailStop); 
> 
> The system itself, does not generate any exit signals or opposite entry signals which could also close the trade. Therefore I can only assume that I am missing something in the code or settings, for the trailing stop.
> 
> Many thanks for any help, Chris.
>




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