Thanks a lot Mike.
Btw - the Sell = Low < ValueWhen(ExRem(Buy, Sell), Low); solution doesn't work like stated, as the "Sell" variable within the ExRem() function is not initiated before this code line has been executed. --- In [email protected], "Mike" <sfclimb...@...> wrote: > > I believe that your understanding of stopTypeLoss is correct. > stopTypeTrailing will move up over time to hang from from new highest highs. > So no, stopTypeTrailing is not tied to the entry bar values. > > Mike > > --- In [email protected], "rise_t575" <rise_t@> wrote: > > > > > > > > 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" <empottasch@> 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! > > > > > > > > > >
