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Re: [amibroker] Apply Plot



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Hello,

I think I already mentioned the reasons.

ApplyStop does not generate any "magic" level line at the 
time of formula execution.

All it does - is just setting internal back-tester variables
that are used during back-testing.

This is so because back-testing is iterative process that
is executed bar by bar oposite to the normal AFL formula
statements that are executed on whole arrays at once.

Let's suppose that we have "BetterApplyStop" function
that returns the stop level line.
Let's say you write the following formula:

buy = ...something...

stoplevel = BetterApplyStop( 2,2,2*ATR(10),1 );

sell = ... some calculation using stop level ....

Because AFL operates on whole arrays and the lines of
code are evaluated only once
the BetterApplyStop would not know about your sell formula and would generate
wrong stoplevel line since it would assume that there is no sell formula.

This will lead to the non consistent results between backtesting
and the value returned by BetterApplyStop.

This is the reason why ApplyStop does not return the stop level line.

Best regards,
Tomasz Janeczko
amibroker.com


----- Original Message ----- 
From: "CARRASSET Stephane" <nenapacwanfr@xxxx>
To: "'amibroker'" <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, November 28, 2001 2:52 PM
Subject: [amibroker] Apply Plot


> Tomacz,
> 
> Applystop is certainly a powerfull tool, but why you don't allow us to
> visualize the level of an applystop on a chart
> 
> stephane
> 
> 
> Buy= Cross(C,MA(C,20));
> Sell= Cross(MA(C,20),C);
> ApplyStop(2,2,2*ATR(10),1);
> 
> 
> Graph0=C;
> Graph0Color=1;
> Graph0Style=64;
> Graph1= ApplyStop(2,2,2*ATR(10),1);
> Graph1Color=6;
> Graph1Style=1;
> 
> 
> 
> 
> 
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/ 
> 
> 
>