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I want a same bar exit. But I need AB to recognize that you can't exit on a bar when that bar was entered on the close.
--- In amibroker@xxxxxxxxxxxxxxx, "zozuzoza" <zozuka@xxx> wrote:
>
> Try this
> SetOption("AllowSameBarExit",0);
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "peter843" <yahoogroups@> wrote:
> >
> > I understand what you are saying about how the results could be misleading if Max loss and Profit targets both occur on the same bar.
> >
> > What is happening is that my Max. loss stops and Profit target stops are getting triggered on the bar of entry. Since I am entering on the close the result is completely wrong.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "onelkm" <LKMCD1@> wrote:
> > >
> > > You could try
> > > ApplyStop( stopTypeNBar, stopModeBars, 1,2 );
> > > which will stop out the following day. Also, remember this from the help files under applystop:
> > >
> > > If two or more different stops are triggered on the VERY SAME bar then they are evaluated in this fixed order:
> > > Fixed Ruin stop (loosing 99.96% of the starting capital)
> > > Max. loss stop
> > > Profit target stop
> > > Trailing stop
> > > N-bar stop
> > >
> > > I have found that trading with trail, profit and loss stops in the same afl with end of day data using activete stops immediately is very misleading. You get some result when a backtest is run, but due to the statement above, you don't know in real trading what the order of the high and low was throughout the day. Thus if the low preceded the high, you might get stopped out first, switch it around and you may have hit your profit stop first. For these reasons, I only use intraday data if I am using multiple stops in the same code with activete stops immediately. I only used stops based on the closing price for daily data.
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "peter843" <yahoogroups@> wrote:
> > > >
> > > > I am using ApplyStop 3 times in my code - ProfitStop, MaxLoss, and a 1 bar stop. When I uncheck "activate stops immediately" (as instructed by tech support) then only the 1 bar stop is triggered even though the data shows that the other stops should be triggering.
> > > >
> > > > When I check "activate stops immediately" then I get stopped out on the bar of entry even though I am buying on the close.
> > > >
> > >
> >
>
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