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[amibroker] Re: Stops after the end of a backtest


  • Date: Tue, 16 Mar 2010 01:55:13 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: Stops after the end of a backtest

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Hi,

Could you be a little more specific in what you think the problem is? What exactly do you mean by applying stops after the fact?

Handling of stops is built in to the backtester. Any call you make to ApplyStop in your formula will be respected by the backtester.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> Was having a conversation with someone who brought up an interesting point about using stops.  When you use stops in AB, and you get stopped out, you obviously can reenter a trade.  But if you performed a backtest, and then applied stops after the fact, you would have the same number of trades but then have the stops - the performance could be quite different, and the number of trades will logically go up when you're using stops in AB.  Now one way around this is to export the trades to, say, Excel and then manually apply the stops, but I'm wondering if there is anything in AB to deal with this issue.
> 
> Anyone have any thoughts on the issue?
>




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