Wrong settings. Read the manual.
Also "activate stops immediatelly" should only be used if you enter trades on *OPEN* price as it is said in the manual (see ApplyStop description). Your pictures show clearly that you are _NOT_ entering on open ! Also check this: http://www.amibroker.com/kb/2007/03/24/how-to-plot-a-trailing-stop-in-the-price-chart/ Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "rem_yah" <rem_...@yahoo.com> To: <amibroker@yahoogroups.com> Sent: Sunday, April 05, 2009 3:08 AM Subject: [amibroker] Are Trailing Stops & Stop Profit instructions giving reliable results ? Hi, Are Trailing Stops and Stop Profit instructions in AmiBroker giving reliable results ? I created a simple code ( see the AFL code below), but when I back-test it, I obtain a lot of ApplyStop (stopTypeTrailing & stopTypeProfit) false signals, as shown on the picture ( a false stopTypeTrailing on the left and a false stopTypeProfit on the right) http://img54.imageshack.us/img54/7419/e007.gif My settings to this strategy ( I have marked ON) : Activate stops immediately, Reverse entry signal forces exit, Allow same bar exit. Can somebody check it and confirm or deny my observations ? Regards Rem PositionSize = MarginDeposit = 1; ApplyStop(stopTypeTrailing, stopModePoint, TickSize * Param("stopTypeTrailing", 30, 2, 100, 1 ), 1 ); ApplyStop(stopTypeProfit, stopModePoint, TickSize * Param("stopTypeProfit", 10, 2, 100, 1 ), 1 ); bottomLevel = Open - 10*TickSize; // = Buy level Buy = bottomLevel >= Low ; BuyPrice = bottomLevel ; topLevel = Open + 10*TickSize; // = Short level Short = topLevel <= High ; ShortPrice = topLevel ; Cover= Buy ; Sell= Short ; CoverPrice= IIf( bottomLevel >= Low, BuyPrice, Close); SellPrice= IIf(topLevel <= High, ShortPrice, Close); Plot(topLevel, "topLevel", colorRed); Plot(bottomLevel, "bottomLevel", colorGreen); ------------------------------------ **** IMPORTANT PLEASE READ **** This group is for the discussion between users only. This is *NOT* technical support channel. TO GET TECHNICAL SUPPORT send an e-mail directly to SUPPORT {at} amibroker.com TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at http://www.amibroker.com/feedback/ (submissions sent via other channels won't be considered) For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ Yahoo! Groups Links
