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Thank you very much. Exitlong l-1 did what it should and gave the figure I
would have expected. Thank you very much for your help.
Sometimes you turn blind after staring at the screen too long...
> -----Original Message-----
> From: Jim Bronke [mailto:jvbronke@xxxxxxxx]
> Sent: den 2 juli 2001 00:31
> To: Bengtsson, Mats; omega-list@xxxxxxxxxx
> Subject: Re: Confused about exitlong + point stop
>
>
> 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 ---
> >
> >
> > This message contains information that may be privileged or
> > confidential
> and is the property of the Cap Gemini Ernst & Young Group. It
> is intended only for the person to whom it is addressed. If
> you are not the intended recipient, you are not authorized to
> read, print, retain, copy, disseminate, distribute, or use
> this message or any part thereof. If you receive this message
> in error, please notify the sender immediately and delete all
> copies of this message.
> >
>
This message contains information that may be privileged or confidential and is the property of the Cap Gemini Ernst & Young Group. It is intended only for the person to whom it is addressed. If you are not the intended recipient, you are not authorized to read, print, retain, copy, disseminate, distribute, or use this message or any part thereof. If you receive this message in error, please notify the sender immediately and delete all copies of this message.
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