[amibroker] Can we exit at stop?

[Robert Nemeth <rjnemeth@xxxxxxxxx>]

I have just started trying to code a stop and cannot describe why the exit price changes as it does. Originally I saw this issue when trying to get a stop at price support but then wrote the code below to reduce the problem I am having.

 

Stock: GNTX using QP2 data EOD

Settings: Scenario #1 as described in user docs

Code:

//LowPivot=Ref(LLV(L,5),-1);

Buy=DateNum()==1041015;

Sell=0;

//ApplyStop(stopTypeLoss,stopModePoint,O-LowPivot,1,False,2);

//ApplyStop(stopTypeLoss,stopModePoint,0.31,1,False,2); //Gives $33.00 exit price

ApplyStop(stopTypeLoss,stopModePoint,0.41,1,True,2); //Gives $32.75 exit price

Question: notice the 10 cent stop change results in a 25 cent exit change. Where does this come from?

If I use the "LowPivot" lines, I would expect an exit of $32.97 but I have never got this. What setting am I missing?

Tnx

Robert

 

 

 

 

ExitAtStop = 1 - check High-Low prices and exit intraday on price equal to stop level on the same bar when stop was triggered

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