I want a same bar exit. But I need AB to recognize that you can't exit on a bar when that bar was entered on the close.
--- In [email protected], "zozuzoza" <zoz...@...> wrote: > > Try this > SetOption("AllowSameBarExit",0); > > > --- In [email protected], "peter843" <yahoogroups@> wrote: > > > > I understand what you are saying about how the results could be misleading > > if Max loss and Profit targets both occur on the same bar. > > > > What is happening is that my Max. loss stops and Profit target stops are > > getting triggered on the bar of entry. Since I am entering on the close the > > result is completely wrong. > > > > --- In [email protected], "onelkm" <LKMCD1@> wrote: > > > > > > You > > > could try > > > ApplyStop( stopTypeNBar, stopModeBars, 1,2 ); > > > which will stop out the following day. Also, remember this from the help > > > files under applystop: > > > > > > If two or more different stops are triggered on the VERY SAME bar then > > > they are evaluated in this fixed order: > > > Fixed Ruin stop (loosing 99.96% of the starting capital) > > > Max. loss stop > > > Profit target stop > > > Trailing stop > > > N-bar stop > > > > > > I have found that trading with trail, profit and loss stops in the same > > > afl with end of day data using activete stops immediately is very > > > misleading. You get some result when a backtest is run, but due to the > > > statement above, you don't know in real trading what the order of the > > > high and low was throughout the day. Thus if the low preceded the high, > > > you might get stopped out first, switch it around and you may have hit > > > your profit stop first. For these reasons, I only use intraday data if I > > > am using multiple stops in the same code with activete stops immediately. > > > I only used stops based on the closing price for daily data. > > > > > > > > > --- In [email protected], "peter843" <yahoogroups@> wrote: > > > > > > > > I am using ApplyStop 3 times in my code - ProfitStop, MaxLoss, and a 1 > > > > bar stop. When I uncheck "activate stops immediately" (as instructed by > > > > tech support) then only the 1 bar stop is triggered even though the > > > > data shows that the other stops should be triggering. > > > > > > > > When I check "activate stops immediately" then I get stopped out on the > > > > bar of entry even though I am buying on the close. > > > > > > > > > >
