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A basic quick and dirty rule for writing code is to cheat. Always, if you
can, refer to something else that works. In particular, look at the ATR
Trailing LX signal. The command is ExitLong ("ATR") Next Bar at x -x
Stop;
The key instruction being Next Bar. Try it.
Jim Bronke
Phoenix, AZ
----- Original Message -----
From: "Bengtsson, Mats" <mats.bengtsson@xxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Sunday, July 01, 2001 3:14 PM
Subject: Confused about exitlong + point stop
> Well, I would have asked anyway, but now a similar topic is
> up, so here comes my question:
>
> When exiting long on a stop order using points: "exitlong at
> low +1 points stop" I get very confusing backtest results.
> Seems the exits are taken on open, not on low-1 point.
>
> My belief comes from printing the exitprice for these exits,
> where it seems like i get filled better than the stop order
> should make possible (it is not on same bar as buy, and
> bouncing ticks is off).
>
> The bar after the order is requested fulfills the criteria,
> the value low- 1 point is reached. But printing exit
> information using exitprice(1) shows me that the exit took
> place on the open value of the bar (which is higher than low
> minus 1 point and thus is not a place where the order should
> fill).The requested trigger value is low of the previopus bar
> and a little lower than that, which occurs on this bar, but
> the filled order is registered at open, not at the lower
> value which caused the trigger to act.
>
> Is this something that is supposed to happen? Is it confirmed that it
> happens?
>
> --- Mats ---
>
>
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