Hi, It seems that trailing stops are 'trailed' on the current bar. this is wrong. The trailing stop should be calculated on the previous bar and should be fixed on the current bar. Otherwise a trailing stop for a long position is activated on a day the market is going up a lot which is an incorrect behaviour.
I use this code : Buy = UpIndic ; Sell=0; ApplyStop( 2, 2, TrailStopAmountUp, 1,True ); The problem is that for TrailingStops AB uses the high of the day to set the stop. So when using ExitAtStop = 1 - check High-Low prices and exit intraday on price equal to stop level on the same bar when stop was triggered one get stoped out incorrectly on an up day when the net change for the day is more that the trailingstop amount. That is not a logical behaviour. The trailing stop for the day should be defined using the highest high since the buy but without including the current day. I can't get this to work even when using a volatile trailing amount as it seems that the trailing stop is calculated on the day before the current bar but trailed on the current bar. It should not be trailed on the current bar. It should remain fixe on the current bar and trailed on the next day. Can you fixe that or is there a workaround for this? Regards, Olivier
