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> As for the apparent use of stops in your results, do you have any AFL code that is overriding the settings (e.g. ApplyStops)?
No. The sample code I posted produces the issues I discussed. One interesting thing about the stops showing up in the trade column is that many of the trades marked as 'Max loss' were actually profitable.
The first code sample you posted got rid of false stops issue. Most of the trades were closed on the next day as desired. However some were closed a day or two later. That also happened with the second code sample.
When using an nbar stop of 1 all the trades close on the next day.
Thank you for posting the code.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> I believe that either of the two following examples would give you what you want.
>
> SetTradeDelays(0, 1, 0, 0); // Delay Sell 'till bar after signal
> PositionSize = -10; // invest 10% of portfolio equity in single trade
>
> RSISignal = RSI(4) < 30;
>
> Buy = RSISignal;
> BuyPrice = Close;
>
> Sell = Buy;
> SellPrice = Close;
>
> /* Option 2
> SetTradeDelays(0, 0, 0, 0);
> PositionSize = -10; // invest 10% of portfolio equity in single trade
>
> RSISignal = RSI(4) < 30;
>
> Buy = RSISignal;
> BuyPrice = Close;
>
> FirstBuy = ExRemSpan(Buy, 1); // Clear redundant buys
> Sell = Ref(FirstBuy, -1); // Sell if bought previous bar
> SellPrice = Close;
> */
>
> As for the apparent use of stops in your results, do you have any AFL code that is overriding the settings (e.g. ApplyStops)?
>
> Mike
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