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Hi,
I think the amount of your stop should be the difference between the high
before your short signal and the price you shorted at. I would try changing
this line
StopExit = ValueWhen(Short,Ref(H,-1));
to this
StopExit = ValueWhen(Short,Ref(H,-1)) - ShortPrice;
Steve
----- Original Message -----
From: "Dean Hodgins" <deanhodgins@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, June 09, 2005 11:24 PM
Subject: [amibroker] Apply Stop Code Not Working
>
> I've put together a trading system that backtests reasonable well but
> can't get this last piece of the puzzle despite many hours.
>
> Here's some sample code that should do what I want. The short sale
> should exit if/when the price of any subsequent bar goes above the high
> of the bar preceeding the trade signal bar. Sounds straight forward but
> no luck with results.
>
> When you run this code on hourly charts ( say STTS for June 9 ) the
> trade remains open at day's end. When I filter the results
> the "StopExit" returns the correct value but the ApplyStop line of code
> doesn't take me out of the trade as intended at that level.
>
> I've turned off all the stop settings in AA and specified short sales
> only.
>
> As always any kind help from some AFL brains would be really helpful.
>
>
> Filter = Cross ( MA(C,9), MA(C,5) );
>
> Short = Cross ( MA(C,9), MA(C,5) );
> Cover = Cross ( MA(C,5), MA(C,9) );
>
> StopExit = ValueWhen(Short,Ref(H,-1));
>
> ApplyStop(stopTypeLoss,stopModePoint,StopExit,1,False,1);
>
> AddColumn(C,"Close ",1.2);
> AddColumn(StopExit,"StopExit ",1.2);
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
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