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Thank you for your reply.
If the maximum I'm willing to lose is 5%, I just thought it would be a
good idea to lose less than 5%. But that's not the point.
I just thought a backtest would better reflect economic reality if
ApplyStop() let me trade at tradable prices.
The functionality to round to the nearest "minimum movement" (not
exceeding % Loss? ) would be nice.
sincerely,
On Sat, 1 Dec 2001 09:50:54 +0100
"Tomasz Janeczko" <amibroker@xxxx> wrote:
amibroker> Hello,
amibroker>
amibroker> The problem is that 137 is ABOVE the 5% stop loss point at 136.8.
amibroker> So the minimum movement feature you suggest would exit and 136.
amibroker>
amibroker> This is so because when price hits 137 stops is not yet triggered,
amibroker> then price drops down to the 136 - so 136.8 line is crossed and it is too late
amibroker> to sell on 137.
amibroker>
amibroker> Or... maybe you want to modify the stop level so it is effectivelly less than 5%?
amibroker> (rounding to the nearest integer?)
amibroker>
amibroker> Best regards,
amibroker> Tomasz Janeczko
amibroker> ===============
amibroker> AmiBroker - the comprehensive share manager.
amibroker> http://www.amibroker.com
amibroker>
amibroker> ----- Original Message -----
amibroker> From: ysk
amibroker> To: amibroker@xxxxxxxxxxxxxxx
amibroker> Sent: Friday, November 30, 2001 9:40 PM
amibroker> Subject: Re: [amibroker] ApplyStop
amibroker>
amibroker>
amibroker>
amibroker> Nothing complicated.
amibroker>
amibroker> In the market I trade, the minimum movement is 1.
amibroker> When I buy at 144.00 with 5% Loss Stop, I'd like to exit at 137.00, not
amibroker> 136.80.
amibroker>
amibroker> That's all I'm asking.
amibroker>
amibroker> version 3.80.4
amibroker>
amibroker> sincerely,
amibroker>
amibroker>
amibroker> On Fri, 30 Nov 2001 20:41:45 +0100
amibroker> "Tomasz Janeczko" <amibroker@xxxx> wrote:
amibroker>
amibroker> amibroker> Hello,
amibroker> amibroker>
amibroker> amibroker> Could you please send me more details:
amibroker> amibroker> the ticker name, back test report with entry/exit prices,
amibroker> amibroker> AmiBroker version number?
amibroker> amibroker>
amibroker> amibroker> Best regards,
amibroker> amibroker> Tomasz Janeczko
amibroker> amibroker> ===============
amibroker> amibroker> AmiBroker - the comprehensive share manager.
amibroker> amibroker> http://www.amibroker.com
amibroker> amibroker>
amibroker> amibroker>
amibroker> amibroker> ----- Original Message -----
amibroker> amibroker> From: "ysk" <yskato@xxxx>
amibroker> amibroker> To: <amibroker@xxxxxxxxxxxxxxx>
amibroker> amibroker> Sent: Friday, November 30, 2001 4:58 PM
amibroker> amibroker> Subject: [amibroker] ApplyStop
amibroker> amibroker>
amibroker> amibroker>
amibroker> amibroker> >
amibroker> amibroker> > When I use ApplyStop to enable % Loss Stop, AB often exits at an
amibroker> amibroker> > untradable price.
amibroker> amibroker> >
amibroker> amibroker> > Is there a way to go around this problem?
amibroker> amibroker> >
amibroker> amibroker> > Is it possible for you to add "minimum movement" as another argument to
amibroker> amibroker> > ApplyStop as in ApplyStop( type, mode, amount, exitatstop, minmove)?
amibroker> amibroker> >
amibroker> amibroker> > Easier way?
amibroker> amibroker> >
amibroker> amibroker> > sincerely,
amibroker> amibroker> >
amibroker> amibroker> >
amibroker> amibroker> >
amibroker> amibroker> >
amibroker> amibroker> > Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
amibroker> amibroker> >
amibroker> amibroker> >
amibroker> amibroker> >
amibroker> amibroker>
amibroker> amibroker>
amibroker> amibroker>
amibroker> amibroker>
amibroker> amibroker>
amibroker> amibroker> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
amibroker> amibroker>
amibroker>
amibroker> --
amibroker> Kato, Yoshiaki <yskato@xxxx>
amibroker>
amibroker>
amibroker>
amibroker>
amibroker> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
amibroker>
amibroker>
--
Kato, Yoshiaki <yskato@xxxx>
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