Re: [amibroker] Re: Applystop trailing stop calculation

[Mark H]

It is not very well documented and I have never used trailing stop myself so can't give you a definite answer.   If I were you, I would probably find out by myself. Just run a backtest and compare the trade price of trailing stops with calculations based on the following: Yesterday's high or close, today's open or high.   AB is evolving so fast, and some details are not very well documented. I have found myself use _TRACE() a lot to figure out how AB does a lot of calculations, expecially within CBT which I use extensively.       ----- Original Message ----- From: jlami11 To: amibroker@yahoogroups.com Sent: Friday, November 03, 2006 9:40 AM Subject: [amibroker] Re: Applystop trailing stop calculation Hi, sorry maybe i explained poorly. What i mean is how is the trailing stop value calculated. e.g.For long trade using 3*ATR as trailing stop. Is the ATR value subtracted from yesterdays Close price or from todays Open price etc etc.? or is it done in some other way entirely? regards. --- In [EMAIL PROTECTED]ps.com, Graham <kavemanperth@...> wrote: > > Applystops work on the High and Low prices crossing the stop value > > > -- > Cheers > Graham > AB-Write >< Professional AFL Writing Service > Yes, I write AFL code to your requirements > http://www.aflwriting.com > > > > On 03/11/06, jlami11 <[EMAIL PROTECTED]> wrote: > > > > Thanks Graham and steve for responses to other message. > > > > I have another quesiton about the trailing stop that is used in > > Applystop: Is the amount of whatever trailing stop you are using > > applied to previous days closing price? or does it work in another way? > > > > Thanks any help appreciated. > > __._,_.___ Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ For other support material please check also: http://www.amibroker.com/support.html SPONSORED LINKS Investment management software Investment property software Investment software Investment tracking software Return on investment software Your email settings: Individual Email|Traditional Change settings via the Web (Yahoo! ID required) Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe __,_._,___