That is very likely due to commission. In the General tab of the AA settings,
set Commission rates to $per trade and enter 0 in the area beside that
option. Also, set Interest rate to 0 and set margin to 100. This should give
you the results you expect. You can then decide later if you want to
Your code seems to work for me here.
Here it is again, just slightly tweaked:
//SETTINGS---
PosQty=Param(Posiciones,10,1,20,1);
SetOption(InitialEquity, 100 );
SetOption(AllowPositionShrinking, True );
SetOption(MaxOpenPositions, PosQty );
SetOption (accountmargin,100);
PositionSize =
Thanks for testing the code.
I have tested your tweaked code also, using a portfolio of stocks, or even just
one stock.
For example, in EOD bars, this code buys GRA on 6th feb2009, selling in the
same bar in a profit stop on 6th Feb. Ok.
But, it sells with 4.65% change (4.5% profit), nearly in
G!
I am crazy with stops.
I can not find any sense on them..
Just this code:
//--
SetTradeDelays(1,1,1,1);
ExitPct =10;
ApplyStop(stopTypeLoss, stopModePercent, ExitPct, 1); //
//CONDITIONS---
Cond1=Cross(MA(C,10),MA(C,50));
Hi,
I haven't done much with ApplyStop. But, the scenario that you are
trying to accomplish is provided as an example in the user guide here:
http://www.amibroker.com/guide/afl/afl_view.php?id=20
http://www.amibroker.com/guide/afl/afl_view.php?id=20
Thanks a lot, Mike, you're very kind! [:)] I have tried the code as
you've posted. I buy in the same dates as you, but, the stops sells
sligthly more cheap, I don't know why!I thought could be my commissions
table, but I have get it out, and the problem still there..This is my
backtest:
As you
UPS!. The image does not appear!
Well this is, written, my backtest:
Ticker-- Trade-- date--- price-- Exdate---exprice--%chg--
%profit
AA--MaxLoss 10-Nov-05 --26.25--18-sep-08- 23.5 -10.48%
-10.51%
AA--MAxloss21-jul-05 28.7
Hi Gonzaga --
Check the users guide for ApplyStop.
Your afl can have more than one exit, and it is common for a trading system
to include both exits described by logic (Sell = xxx;) and by ApplyStop --
perhaps more than one of each. If you have several ApplyStop statements
(profit target,
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, 100 );
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
Gonzaga,
If a chart bar is the smallest data unit under test, your test cannot be
accurate if price-based entries and exits take place in the same bar.
This is because the path of price inside the bar is not known.
Some platforms have an inside the bar smallest data unit under test
(e.g.
Thanks for the answer.
But I don't understand, yet. I'm sorry, but, suppose the next purchase:
Using end-of-day bars:
The system triggers a buy signal.
Then I buy on next day bar, just in the open.
Then, the stoploss should 'look the price', selling in the same bar if loss is
reached.
How could
I've just realized that my problem my be related with the sell signal.
For I use a profit stop, but also a sell condition; and both are different.
So, how does combine sell conditions with stops?
Could I have problems if I mix both?
--- In amibroker@yahoogroups.com, Gonzaga gonzag...@...
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