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One addition - these codes are written back if you use Equity(
1 ) in your formula.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, April 16, 2006 7:07
PM
Subject: RE: [amibroker] where are the
stop alerts?
Stops are Sells
with different codes. If you have:
Filter =
Buy or Sell;
You should be
getting nBar stops too.
From
Help:
Depending on kind of the stop various
values
are written back to sell/cover array to enable you to distinguish if
given signal was generated by regular rule or by stop.
1 -
regular exit
2 - max. loss
3 - profit target
4 - trailing
5 -
n-bar stop
6 - ruin
stop
-----Original
Message-----
From:
[email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Mark H
Sent: Sunday, April 16, 2006
11:00
To:
[email protected]
Subject: [amibroker] where are the stop
alerts?
I am moving my system from
Wealth-lab to AmiBroker. My system is basically a long only EOD system. Every
night I download quotes and run the Wealth-lab simulator against 600 stocks.
It generates a list of alerts with priority (similar to PositionScore in AB).
The alerts include Buy/Sell/Stop(n-bar) signals. I then enter Sell orders for
all sell and stop signals to sell the open next day. I sort the
buy orders by priority and enter the top ones to buy the open next day.
The number of buy orders and sizes of them are calculated based on the
total equity today and the number of sell orders the next
day.
With
AmiBroker, I can get a list of Buy/Sell signal and their PositionScores using
Exploration. However, I have not found a way to list all n-bar Stop signals on
the same screen. Maybe I can find a way to use "filter" value to include those
stops. Any suggestion is appreciated.
Please note that this group is for discussion between users only.
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SUPPORT {at} amibroker.com
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