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Thanks for the info, Terry. I figured it was something to do with
either a "split warning" or a "100% or greater loss". However, that
still doesn't explain why my 50% stop didn't kick in. Any ideas on
this?
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> Short (6). 6 is the "ruin loss" stop code. If you lost 100% on a
single
> trade you would have a "ruin stop".
>
> --
> Terry
>
>
> | -----Original Message-----
> | From: amibroker@xxxxxxxxxxxxxxx
> | [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of tycanadian2003
> | Sent: Friday, June 24, 2005 05:58
> | To: amibroker@xxxxxxxxxxxxxxx
> | Subject: [amibroker] Backtest Behavior Question/Problem
> |
> |
> | Hi,
> |
> | Glad to see the threads on performance were of interest to so
many
> | people. Anyhow, I have a new question!
> |
> | I have a play-system that I run a backtest for over the last 10
> | years. On 8/18/1999, it Shorts the stock "DITC" at a price of
> | $14.32. In my code, I have a 50% intraday max-loss stop,
> | ActivateStopsImmediately = TRUE, ExitAtStop = 1. On 8/20/1999,
the
> | day's data is as follows:
> |
> | Open = $20.50
> | Close = $28.19
> | Low = $20.28
> | High = $28.76
> |
> | The Backtester exits the stock at a price of $28.64 (exactly
double)
> | and beside the word "Short" in the "Trade" column, there is
a "(6)",
> | so it looks like "Short (6)". I have checked and this stock did
not
> | split or anything. With my 50% stop, it should have exited at
$21.48
> | on 8/20/1999. My stop works properly on dozens of other
occasions on
> | many other stocks in the same backtest, but it seems that when a
> | stock goes bad by over 100% in a single bar, strange things
happen
> | with the Backtester.
> |
> | Interestingly, even if I remove my max-loss stop (and my code
should,
> | in theory, exit the following bar, 8/23/1999, at open), it STILL
> | exits on 8/20/1999 with a "Short (6)" in the "Trade" column at
$28.64
> | for a loss of exactly 100%.
> |
> | This also happens in other situations, but I figured I'd just
pick
> | this one as an example.
> |
> | How can I make the Backtester behave correctly in this
situation? I
> | am stumped. Any input is welcome. Thanks!
> |
> |
> |
> |
> | 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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