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Dear Stephane,
When you use ApplyStop() function AmiBroker takes
care
about exiting at open when there is a price
gap exceeding
stop limit.
But when you use sellprice you have to take care
about setting
up the sellprice correctly. In other words
AmiBroker takes sellprice
directly without range checking. BTW: I wrote
about it in this
group when buy/sellprice was
introduced.
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
S.C.
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, November 04, 20015:54
PM
Subject: [amibroker] sellprice &
open
Tomacz,
I would like to know if you have inculded the
position of the open in the sellprice ( or buyprice )
for example when you write a stopLossprice (
SLp)
Slp = ValueWhen<FONT
size=2>(Buy,LLV<FONT
size=2>(L,5<FONT
size=2>),1)-
MA(<FONT
color=#0000ff size=2>ATR(<FONT color=#ff00ff
size=2>1),10<FONT
size=2>);
Sellprice=Slp;
if the open is below the Slp , the right sellprice is the open and notthe
Slp.
it is the reason why, I have added in testing
Slp = ValueWhen<FONT
size=2>(Buy,LLV<FONT
size=2>(L,5<FONT
size=2>),1)-
MA(<FONT
color=#0000ff size=2>ATR(<FONT color=#ff00ff
size=2>1),10<FONT
size=2>);
StopLoss= L<Slp AND <FONT color=#0000ff
size=2>BarsSince(Buy)!=<FONT color=#ff00ff
size=2>0;
Sl=StopLoss and Ref(StopLoss,-1)=0; /* to get one binary spike*/<FONT
size=2>
Slp=IIf<FONT
size=2>(Sl,IIf<FONT
size=2>(O<= Slp ,O,<FONT color=#0000ff
size=2>IIf(L< Slp, Slp ,<FONT
color=#ff00ff size=2>0)),<FONT color=#ff00ff
size=2>0);
Sellprice=Slp;
Just to Know
Stephane
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