Thanks very much for all the help.

When looking at the logic of

ApplyStop(stopTypeLoss, stopModePoint, BuyPrice - Low, ...);

it seems like all variables used for the "Amount" parameter of the ApplyStop() 
function refer to the entry bar (at least when using stopTypeLoss - don't know 
if this is true when using e. g. stopTypeTrailing), i. e. BuyPrice = value of 
BuyPrice array at entry bar, and Low = value of Low array at entry bar.

Is my understanding of ApplyStop() parameters correct? And: Would this 
statement be true as well when using stopTypeTrailing?

--- In [email protected], "Edward Pottasch" <empotta...@...> wrote:
>
> Valuewhen has the same issue with redundant signals as Ref does. I was simply 
> answering to the question if Sell = L < Ref(L, - BarsSince(Buy)); is correct. 
>  And it is correct. 
> 
> rgds Ed
> 
> 
> 
> 
> 
> From: Mike 
> Sent: Wednesday, August 04, 2010 9:30 AM
> To: [email protected] 
> Subject: [amibroker] Re: Exit if L < L of Entry Bar
> 
> 
>   
> That is true only when you are certain that there are no redundant signals 
> between the actual buy and the actual sell. For example,
> 
> Buy = Cross(High, 50);
> Sell = Cross(50, High);
> 
> will not produce redundant signals (since the opposite cross must occur 
> before a new cross can again occur). However,
> 
> Buy = High >= 50;
> Sell = 50 > High;
> 
> will produce redundant signals (since the price can remain above the 
> threshold for an extended duration) and using BarsSince will not give you the 
> value at the time of the original Buy, but rather at the time of the most 
> recent redundant signal.
> 
> Mike
> 
> --- In [email protected], "Edward Pottasch" <empottasch@> wrote:
> >
> > hi,
> > 
> > yes that is correct.
> > 
> > same result would be:
> > 
> > Sell = L < Valuewhen(Buy,L);
> > 
> > when you make a plot of valuewhen(Buy,L) and Ref(L,-Barssince(Buy)) you 
> > find they give the same result. Ref is a function that supports variable 
> > periods:
> > 
> > http://www.amibroker.com/guide/a_varperiods.html
> > 
> > regards, Ed
> > 
> > 
> > 
> > 
> > From: rise_t575 
> > Sent: Wednesday, August 04, 2010 2:51 AM
> > To: [email protected] 
> > Subject: [amibroker] Exit if L < L of Entry Bar
> > 
> > 
> > 
> > Hello,
> > 
> > What would be the correct code for this?
> > 
> > Is this one 100% correct:
> > 
> > Sell = L < Ref(L, - BarsSince(Buy));
> > 
> > Or do I have to use the the EXREM() function somewhere within the formula 
> > (I don't have any experience with this one)?
> > 
> > Thanks in advance!
> >
>


Reply via email to