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Thanks for the offer Wayne. Here is what I see. I've got to be missing something simple since this is my first try using applystop.
| GNTX |
0.31 |
0.32 |
0.41 |
0.51 |
| Entry Date |
10/18/2004 |
10/18/2004 |
10/18/2004 |
10/18/2004 |
| Entry Price |
33.31 |
33.31 |
33.31 |
33.31 |
| Exit Date |
10/18/2004 |
10/19/2004 |
10/19/2004 |
10/19/2004 |
| Exit Price |
33.00 |
32.75 |
32.75 |
32.75 |
| Expected |
33.00 |
32.99 |
32.90 |
32.80 |
|
|
|
|
|
| Settings |
Buy/Sell Open |
|
|
|
| Trade delay |
1 |
|
|
|
| Activate Imm. |
checked |
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|
Tnx
Robert
seneca_kw <seneca_kw@xxxxxxxxx> wrote:
Robert,
I ran your .31 and .41 stop code on CSI data and got exits exactly as
expected: .31 and .41 losses.
I'll try to re-create your trades exactly if you'll give all the
details: buy/sell price, trade settings (are you buying open,
close?) and trade delays.
Wayne
--- In amibroker@xxxxxxxxxxxxxxx, Robert Nemeth <rjnemeth@xxxx> wrote:
> 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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