Hello, Does anybody know how I gave to implement a trailingstop which starts at a certain profit level? Say when de price is 10% above my buyingprice the...
Thanks for the reply guys! Are there any samples I can look at before I start working on my own custom backtesting script? thanks for the help ... such ... ...
Hello, I have the same problem. The applystop formula stops a position after x bars but not after x days AND a profit minor then x percent. How do I code...
See HELP for designating % or nBar. I have not tried using TWO ApplyStop statements simultaneously. I would not be surprised if that would work. Use one for %...
I am a big fan of Monte Carlo Simulation (MCS), so as much as backtesting makes sense, I don't think it really means much unless you followup your results with...
So its success with nuclear fallout gives it credence? I'd limit Monte Carlo calcs to mathematical problems that I couldn't [or was too lazy to] analyze. Bob ...
Brian -- I have a problem with the following statement, "optimize your system against the total of all symbols that you are interested in trading. Then, trade...
You say that as if MCS is somehow a questionable or fringe method. It is not. It is used in some capacity by probably every large financial institution in...
Does anyone have any ideas on how difficult it is to predict the position of the Open and Close relative to each other. For example an Open at 650 and a Close...
Hi G., Well isn't that what we'd all like? ^^_^^ IMHO, very difficult to do. You might have better luck if you qualified your openings, however. But you...
To minimize uninformed ranting, Bob, you may want to check out this website which has links to 136 technical papers in which MCS is discussed/explored mostly...
Yuki, Thank you for your detailed and insightful comments. In response to what I think are some of your key comments: 1) "It is difficult" I agree that it's...
Hello Frederick, I'm a bit late in replying but... Re #1 below ( services forecasting daily market direction ) - Would you happen to have any names or URL's?...
I am looking for some help regarding automatic order generated by AB. My problem is that I have redundant orders that are sent to IB based on signals. I don't...
I wanted to comment on this too. Let's say that there was a system that did very well that was discovered by accident and somone posted it on a blog. How many...
Hello, I try to put an automated trading system with Amibroker+IB plugin database+IBController linked to TWS. Actually all is ok. Problem is just i need to...
Hi Fredrick, In line ... Friday, September 22, 2006, 1:53:58 AM, you wrote: GFN> 1) "It is difficult" GFN> I agree that it's very difficult. Yet there are...
Hello, See the example code at http://www.amibroker.com/at/ You need to use STATIC variables to prevent double orders (so you know you already placed the...
From my brief tangle with AB u must get yre hands dirty with the BrokerIb commands. You then must haveloops that check the status of yre trade and see if it is...
HI, I have stock data in my NASDAQ AB database that has ceased trading ( no more OHCL data after say eg. may 2006 ). When back testing sometimes my trading...
Hi , u can use the follwoing in yre AA code stock1 = IIf(StrFind(Name() , "goog") > 410,1,0 ) ; stock2 = IIf(StrFind(Name() , "MSFT") > 120,1,0 ) ; stock3 =...
Yuki, I truly agree with all your points, but have one piece of math to be considered because I always wondered why anyone would sell their winning systems: ...
There may be a way to do what you want to do, but I just delete the symbol altogether. Your system should not stop working just because one symbol was...
You can add an exit condition that if the last bar is not current date then exit eg sell = sell or ( barindex()==(barcount-1) and lastvalue(datenum())<1061003 ...
Moztrader, I use CSI Data which has extinct stocks, a "must have" feature IMO. I use the following code to exit / not enter positions if the stock is about to...
Hello, ... Hmm... I don't quite understand. If given symbol is two years old then LastBar( DateNum() ) will be that of TWO YEARS ago, and definitely not...
