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

[Graham <kavemanperth@xxxxxxxxx>]

Why not create an additional sell/cover condition that includes the
profit exit, rather than use applystop

On 6/21/05, Bobby Octo <bobbyocto@xxxxxxxxx> wrote:
> Thank you, however I find my system would still signal an exit on the wrong
> bar in this case. Any way to reprogram the backtester to signal profit stops
> only if they are exceeded by the bar's high?
> 
> 
> Graham <kavemanperth@xxxxxxxxx> wrote: 
> 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 the Yahoo! Terms of Service. 
> 
> 
> ________________________________
> Yahoo! Sports
> Rekindle the Rivalries. Sign up for Fantasy Football 
> 
> 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 the Yahoo! Terms of Service. 
> 
> 


-- 
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/