[amibroker] Re: Stops after the end of a backtest

["droskill" <droskill@xxxxxxxxx>]

Applystop works within the system - so you might have 10 trades and, say, 5 trades stopped out.  Because you had 5 trades stopped out, the system reentered 5 more times.  So you now have 15 trades.  

Now imagine that you applied the stop after the simulation/backtest was completed.  You'd have the same number of trades but with a stop applied.

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Hi,
> 
> Could you be a little more specific in what you think the problem is? What exactly do you mean by applying stops after the fact?
> 
> Handling of stops is built in to the backtester. Any call you make to ApplyStop in your formula will be respected by the backtester.
> 
> Mike
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> wrote:
> >
> > Was having a conversation with someone who brought up an interesting point about using stops.  When you use stops in AB, and you get stopped out, you obviously can reenter a trade.  But if you performed a backtest, and then applied stops after the fact, you would have the same number of trades but then have the stops - the performance could be quite different, and the number of trades will logically go up when you're using stops in AB.  Now one way around this is to export the trades to, say, Excel and then manually apply the stops, but I'm wondering if there is anything in AB to deal with this issue.
> > 
> > Anyone have any thoughts on the issue?
> >
>




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

**** 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:
    amibroker-digest@xxxxxxxxxxxxxxx 
    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/