[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] exit at high on long with profit stop



PureBytes Links

Trading Reference Links

change the applystop exit price slightly
eg for long position
$10.00 becomes $9.999
can be done by either adding or multiplying 
Exit-0.001
Exit*0.999

reverse for short position
Exit+0.001
Exit*1.001


On 6/20/05, bobbyocto <bobbyocto@xxxxxxxxx> wrote:
> I just started testing the Amibeoker backtester, and I noticed that it
> exits on a profit stop for a long position even if my profit stops
> just equals the high of a bar instead of being exceed by it.
> 
> How would I code the backtester so it does not exit at the high of a
> bar on a profit stop, but only if the value is exceed by the high for
> the specific bar so as to assume that I will only get filled if the
> price goes thru my limit price I place immediately on the entry?
> 
> Thanks,
> Bobby
> 
> 
> 
> 
> 
> 
> 
> 
> 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
> 
> 
> 
> 
> 
> 
> 


-- 
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/