Thx for the update.
--- In amibroker@yahoogroups.com, "radmobile_radmobile" <dan...@...> wrote: > > just a follow up so others can know solution to this problem i was having. > > support finally got back to me, it turns out that if you use atr inside of an > applystop, you must specify within the relevant buy/sell/short/cover commands > to wait for the length of the specified atr, so in my case i had to add: > barindex()>173 in to my short command > > -rm > > --- In amibroker@yahoogroups.com, "radmobile_radmobile" <danv83@> wrote: > > > > I am running the latest build of AB, and am noticing a strange problem > > where AA shows certain exit prices as negative. > > > > Please see this screen shot. > > http://easycaptures.com/fs/uploaded/420/4977805058.png > > Clearly there was no negative price for the bar showing. > > > > This appears to have something to do with how I am implementing stops. > > I am using ATR inside my stops code in a short only system based on daily > > OHLC data. The system trades on the open and exits same day on close. When > > I put a fixed value such as 1.50 the problem does not happen. > > > > SetTradeDelays(0,0,1,0); > > SetOption("ActivateStopsImmediately",1); // used when trading next day at > > open and want stops to be hit immediately as in intraday > > SetOption("AllowSameBarExit",1); > > ShortPrice=Open; > > CoverPrice=Close; > > Maxp=3;//3 > > SetOption("MaxOpenPositions", Maxp); > > > > Short = rsi(2)>=90;//just for example > > Cover = 1; > > > > //uses ref-1 for stops and score to avoid look-ahead bias > > ApplyStop(0,2,ref(1.09 *ATR(173),-1) ,1); // the culprit, negative price > > problem disappears if I replace ATR with a fixed value > > > > PositionScore = Ref(rsi(10),-1) -100 ; > > SetPositionSize(150/Maxp,spsPercentOfEquity); > > > > > > > > For some reason I am getting stopped out on phantom prices... Very strange. > > I have double checked my price data through an exploration of all > > data(there are no negative prices), re-downloaded everything from yahoo > > through amiquote, and switched between several different databases but the > > problem persists. > > > > I need some help trouble shooting this. > > Thanks for your time and consideration. > > -rm > > >
