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Steve, I backtested the short side of your system, and
its phenomenal. Is it referencing future data?
Thanks,
Eric
>
--- Steve Dugas <sjdugas@xxxxxxxxxxx> wrote:
> 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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