Hi,
I think this may be something to do with the way I have constructed a permission
filter, with an incorrect use of 'setForeign'. It may be screwing up all the
test results. I'll post back when I've fixed it.
Regards, Chris.

--- In amibroker@yahoogroups.com, "christianvost" <christianvost@...> wrote:
>
> Hi. Can anyone help? I am backtesting a system which uses Buy,Sell,Short,Cover
variables,(TradeDelays,0,0,0,0) on close, and also stopTypeProfit(8.25%) and
stopTypeTrailing(5.25%). The problem that I am having is in backtesting. One of
the trades is a long position on the close, at $45.00, the following bar opens
lower at 43.9353, and is closed out immediately (Long trail). Resulting in a
loss of -2.37% The price then climbs to reach the profit target, but it's
already closed. I set the trailing stop at 5.25% so shouldn't the trailingstop
set itself at 5.25% below the entry price, and then trail, which is what I want
it to do.
> Here is a snippet of my code,
>
> Buy = Cross(FStRSISm,ForeignStochRSI) AND Permit; //Permit=Filter
> Sell = Cross(ForeignStochRSI,FStRSISm);
> Short = Cross(ForeignStochRSI,FStRSISm) AND (NOT Permit);
> Cover = Cross(FStRSISm,ForeignStochRSI);
>
> ProfStop = 8.25;
> TrailStop = 5.25;
> ApplyStop(stopTypeProfit,stopModePercent,ProfStop);
> ApplyStop(stopTypeTrailing,stopModePercent,TrailStop);
>
> The system itself, does not generate any exit signals or opposite entry
signals which could also close the trade. Therefore I can only assume that I am
missing something in the code or settings, for the trailing stop.
>
> Many thanks for any help, Chris.
>