Well, I have to admit that I don't understand at all the stop system performed by Amibroker.
I have super-simplified my code, letting only a buy condition, and a stop, established in the settings dialog, to avoid any code mistake. So, I want to have a stoploss or stop profit, for example 5%. I use settradedelays (1,1,1,1); the stops execute in the same bar as stop-loss signal, using the parameter in settings "exit intraday at stop(1)",which, as help files says, "check High-Low prices and exit intraday on price equal to stop level on the same bar when stop was triggered". I also set "activate stops immediately", which is supposed that if it's activated, "stop is activated after current bar signals" And I also set to true, (I dont know if it's needed) "allow same bar exit" Well, my system buys the day after buy signal, at open. And the stop should sell in the stoploss limit exactly, at least if the stop triggers in the same buying bar. If it is in another bar, there could be a gap that make bigger the loss, of course. Well, there's no way. I obtain any loss, in the same bar, in different bars, and never limit to the stop loss number. I understand nothing. Does anybody know how to enter at next-bar open, and let the stoploss triggers in the same bar of the stop signal? Or at least, where is a clear paper explaining the exact usage of the amibroker's stops?? Thanks a looot --- In [email protected], "Gonzaga" <gonzag...@...> wrote: > > Thanks a lot, Howard. > I've been reading the help, but I cannot find my mistake. Is very strange, > because the code is quite simple. > It is similar to this: > > //------------------------------------ > //SETTINGS---> > PosQty=Param("Posiciones",10,1,20,1); > SetOption("InitialEquity", 1000000 ); > SetOption("AllowPositionShrinking", True ); > SetOption("MaxOpenPositions", PosQty ); > SetOption ("accountmargin",100); > PositionSize = -100/(posqty); > //----------- > > SetTradeDelays(1,1,1,1);//buy after signal > ApplyStop(stopTypeProfit, stopModePercent,2, 1);//exit intraday on same bar > at 2% > > /CONDITIONS--------------------------------------- > Cond1=Cross(MACD(12,26),0); > //long entry----------------------------- > PositionScore= 100-StochK(15,3); > Buy= Cond1; > BuyPrice=Open*1.001;//in open next bar! > Sell=Cross(Signal(12,26,9),MACD(12,26));//sell in open next bar > SellPrice=Open*0.999; > Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); > > //------------END OF CODE------------------ > > It is really simple. Well, the problem is that the profit loss, many times > (nearly always) triggers, at 2.3%, 2.4%, 2.5%. Very strange, it should be at > 2% or very close. > > I thought that this logic means that should never have a profit-sell more > than 2%, if it is sold in the same bar as bought, isn't it? > Well, the backtest sells many times in the same bar as buy, with a much more > profit than 2%... ?¿¿¿ > And also, I have sometimes big profits in later bars, although that could be > if sold at the open.. > > It's incredible, I can not even guess the mistake.. > I don't know what to do, at the moment. > I'll post if I discover my error, it must be a silly thing.. > > greetings >
