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Hi,
the behaviour you observe is the same how it is done by brokers like
IB. If you set a trailing stop it is updated in real-time during the
current day, and stop will be triggered immediately when the market
moves back in direction to your stop.
Regards,
Markus
--- In amibroker@xxxxxxxxxxxxxxx, "olivier_molongo"
<olivier_molongo@xxx> wrote:
>
> Hi,
>
> It seems that trailing stops are 'trailed' on the current bar. this
> is wrong. The trailing stop should be calculated on the previous bar
> and should be fixed on the current bar. Otherwise a trailing stop for
> a long position is activated on a day the market is going up a lot
> which is an incorrect behaviour.
>
> I use this code :
>
> Buy = UpIndic ;
> Sell=0;
> ApplyStop( 2, 2, TrailStopAmountUp, 1,True );
>
> The problem is that for TrailingStops AB uses the high of the day to
> set the stop. So when using
>
> ExitAtStop = 1 - check High-Low prices and exit intraday on price
> equal to stop level on the same bar when stop was triggered
>
> one get stoped out incorrectly on an up day when the net change for
> the day is more that the trailingstop amount. That is not a logical
> behaviour. The trailing stop for the day should be defined using the
> highest high since the buy but without including the current day.
>
> I can't get this to work even when using a volatile trailing amount
> as it seems that the trailing stop is calculated on the day before
> the current bar but trailed on the current bar. It should not be
> trailed on the current bar. It should remain fixe on the current bar
> and trailed on the next day.
>
> Can you fixe that or is there a workaround for this?
>
> Regards,
> Olivier
>
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