Hi, If you're using trade delays, then your stops may be being applied against values that you're not expecting. You may need to set exitAtStop = 2 in your ApplyStop call.
--- In [email protected], "janhausd" <[EMAIL PROTECTED]> wrote: > > Thanks for the tips wavemechanic! I'm not getting much success with > switching any combination of the sell/short buy/cover combos (i.e. > exrem(buy, short) to exrem(buy,sell) etc.) but I'll keep trying. On > the other hand, I am trying to write my own stop using the > http://www.amibroker.com/kb/2007/03/24/how-to-plot-a-trailing-stop- in-the-price-chart/ > webpage. > > A headscratcher now is that utilizing the code, i.e. > > Buy = cross(ma(c, 3), ma(c, 13)) > Short = cross(ma(c, 13), ma(c, 3)) > InTrade = Flip( Buy, Short ); > sellstopline = IIf( InTrade, HighestSince( Buy, High ) * ( 1 - 0.01 * > TrailingStop ), Null ); > coverstopline = IIf( InTrade, LowestSince( Short, Low ) * ( 1 + 0.01 * > TrailingStop ), Null ); > Sell = Cross(sellstopLine,C); > Cover = Cross(C,coverstopline); > Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); > Short=ExRem(Short,Cover); Cover=ExRem(Cover,Short); > > This seems to work, except when running BackTest, I see some trades > where it doesn't show that Trailing Stop worked, or if I specified a > higher MaxLoss %, it shows the MaxLoss%, seemingly ignoring the > trailing %. > > In detail, some trades have %'s stopped out that are much higher than > the TrailingStop I specified (i.e. I specify trailing stop at 5% and > in backtest I see Short(trail) or Long(trail) with >10% changes)...any > ideas? And yeah, I know it's possible to have a gap up between days, > so with all of those aside, I see instances on the same day where > there are a good number of down bars (>7) between (long)entry and > (maxloss, or none - no trailing!)exit and plenty of opportunity to > trail out, but no signal. Any ideas? Is there something wrong with my > code or is there something else? > > --- In [email protected], "wavemechanic" <timesarrow@> wrote: > > > > Or maybe you were thinking about buy = cover = ... and short = sell > = ... > > ----- Original Message ----- > > From: wavemechanic > > To: [email protected] > > Sent: Monday, January 07, 2008 10:19 PM > > Subject: Re: [amibroker] Re: How to show Stops (ApplyStops) in > Explore? > > > > > > Looking more closely I would switch sell and short. applystop > will stop buy with a sell not a short and stop a short with a cover > not a buy. So have something like > > > > sell = cover = 0 > > applystop( ... > > buy = cross(ma(c, 3), ma(c, 13)) > > short = cross(ma(c, 13), ma(c, 3)) > > exrem( ... > > exrem( ... > > equity( ... > > filter = ... > > addcolumn( ... > > > > Bill > > > > ----- Original Message ----- > > From: "janhausd" <janhaus@> > > To: <[email protected]> > > Sent: Monday, January 07, 2008 6:48 PM > > Subject: [amibroker] Re: How to show Stops (ApplyStops) in Explore? > > > > > > > Yup, I indeed have equity(1), and I have also tried equity (1,0). > > > The problem is that when I do a backtest the output shows the > trailing > > > stop activating by showing Long (trail) in the Trade column. > However, > > > when I use Explore, the trail doesn't shows up. I have the > columns in > > > explore and I can sometimes see Sells with a value of 4, > however, I do > > > not see all of them. At least for today, there is a trade that > appears > > > to have hit the trailing stop via backtest but doesn't show up via > > > Explore. > > > > > > --- In [email protected], "wavemechanic" <timesarrow@> > wrote: > > >> > > >> Do you have equity() in the code? Look at its description and > > > comments. It assigns a value to the stop depending on the type of > > > applystop chosen (e.g., trailing = 4). A trailing sell stop > would = 4 > > > when hit and another column in exploration could be used to display > > > the event (e.g, addcolumn(sell, "sell") producing 0 and 4 output). > > >> > > >> Bill > > >> > > >> ----- Original Message ----- > > >> From: "janhausd" <janhaus@> > > >> To: <[email protected]> > > >> Sent: Monday, January 07, 2008 4:09 PM > > >> Subject: [amibroker] Re: How to show Stops (ApplyStops) in Explore? > > >> > > >> > > >> >I did some more searching in the newsgroups and perhaps I > might need > > >> > to write my own stops, although I would really like to just > use the > > >> > built-in ones. > > >> > > > >> > To clarify my original question, there are some stops that I > can see > > >> > via a backtest (i.e. Long(trail), indicating a long position > entered, > > >> > and exited via trailing stop), but do NOT show up on Explore > (just > > >> > shows Entry, not exit). Any way to write code to show these > trailing > > >> > stops via 'Explore'? > > >> > > > >> > ps. I have code that includes the following: > > >> > Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); > > >> > Short=ExRem(Short,Cover); Cover=ExRem(Cover,Short); > > >> > Filter = Buy OR Sell OR Cover OR Short; > > >> > Equity(1); > > >> > > > >> > --- In [email protected], "LarsenE" <janhaus@> wrote: > > >> >> > > >> >> Hi, > > >> >> > > >> >> Sorry for this basic question, but I've been wading through > hundreds > > >> >> of posts and haven't yet found the answer, will keep looking. > > >> >> In the meantime, does anybody know how to show stops in > Explore? My > > >> >> AFL code has some ApplyStops() functions, and the stops work > > > perfectly > > >> >> in backtest, and also shows up in scans, but how do I show these > > > stops > > >> >> in Explore? I have columns plotted for Buy,sell,cover,short, > and the > > >> >> stop signals don't show up anywhere.. > > >> >> > > >> > > > >> > > > >> > > > >> > > > >> > 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 > > >> > > > >> > Yahoo! Groups Links > > >> > > > >> > > > >> > > > >> > > > >> > > > >> > -- > > >> > No virus found in this incoming message. > > >> > Checked by AVG Free Edition. > > >> > Version: 7.5.516 / Virus Database: 269.17.13/1211 - Release Date: > > > 1/6/2008 11:57 AM > > >> > > > >> > > > >> > > > > > > > > > > > > > > > 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 > > > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > > -- > > > No virus found in this incoming message. > > > Checked by AVG Free Edition. > > > Version: 7.5.516 / Virus Database: 269.17.13/1213 - Release > Date: 1/7/2008 9:14 AM > > > > > > > > > > > > > -------------------------------------------------------------------- ---------- > > > > > > No virus found in this incoming message. > > Checked by AVG Free Edition. > > Version: 7.5.516 / Virus Database: 269.17.13/1213 - Release Date: > 1/7/2008 9:14 AM > > >
