Hi Chris --
You can get that information if you use Custom Backtester. Search AmiBroker
Help for Portfolio Backtester. Then scroll down to the section that
explains Exit.
Thanks,
Howard
On Feb 17, 2008 3:22 AM, ChrisB <[EMAIL PROTECTED]> wrote:
> Howard
>
> Always appreciate your replies.
>
> Had hoped to be able to access the differing Sell values as per
> Sell = whatever; // is Sell == 1 value
> Applystop( StoptypeLoss, .......); // is Sell == 2 value
> Applystop( StopTypeProfit, ...); // is Sell == 3 value etc
>
> to do this but I cannot get it to work.
>
> However I have tried your loop solution and it works well.
>
> Thank you.
>
> Regards
>
> ChrisB.
>
>
> Howard B wrote:
> >
> > Greetings --
> >
> > Having the price hit a stop does not set Sell to True.
> >
> > Run the following code as a backtest and look at the trades. Many of
> > the months the exit is made at the profit target.
> >
> > // TestApplyStop. afl
> >
> > Buy = Month()!=Ref( Month(),- 1);
> > ApplyStop(stopTypeP rofit,stopModePe rcent,2);
> > Sell = BarsSince(Buy) >=15;
> >
> > Filter = 1;
> > AddColumn(Buy,"Buy",1.0);
> > AddColumn(Sell,"Sell",1.0);
> >
> >
> > Run it again as a exploration. Buy is True on the first trading day
> > of the month, and Sell is always True 15 days later, but is never True
> > earlier than that, even when the exit was made at the profit target.
> >
> > So --- you probably need to write a loop to set the entry in the array
> > you want to use in your Flip statement for whatever conditions you
> > want it set. In your loop, test the condition that hits your stop and
> > set StopHit (or whatever else you want to call it) when the price
> > triggers the stop. Then, after that loop, use Flip.
> >
> >
> >
> >
> > //pseudo code
> > Buy = xxxx;
> > ApplyStop(xxxx) ;
> >
> > StopHit = 0;
> > for (i=0; i<BarCount; i++)
> > {
> > If (Close[i] >= xxx) StopHit[i] = 1;
> > }
> >
> > InLong = Flip(Buy,StopHit) ; // or whatever
> >
> >
> >
> >
> >
>
>
