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dct73  
#1 Posted : Friday, August 14, 2009 1:28:31 PM(UTC)
dct73

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 7/26/2009(UTC)
Posts: 7

My system keeps exiting the trade on the open the day after I enter the trade and I can't figure out why. I thought it had to do with the exitprice or the chandelier stop so I made some changes there but I'm still getting the same result. Would somebody mind taking a look for me?

Thanks,

Darren

Period:=10;

ARC:=2.5;

Volatility:=ARC*ATR(Period);

bsig:=(C-Ref(C,-60))/ATR(60)>=12 AND C>Mov(C,200,S) AND C>Mov(C,50,S) AND C>Mov(C,20,S) AND Security("Online:.SPX",C) > Security("Online:.SPX",Mov(C,200,S));

EntryPrice:=OPEN;

{ExitLong:=-ExtFml("TradeSim.TrailingStop",

TRIGGER,

LONG,

Volatility,

CLOSE,

LOW);}


initstop:=(EntryPrice-2.5*ATR(10));

cstop:=H-(2.5*ATR(10));

trade:=If(PREV<=0,If(bsig,initstop,0),

If(L<PREV,-1,Max(cstop,PREV)));

trade=-1;

ExitPrice:= OPEN;


ExtFml("TradeSim.Initialize");

ExtFml("TradeSim.EnableProtectiveStop",1);

ExtFml("TradeSim.EnableDelayOfEntryByOneBar");

ExtFml("TradeSim.EnableDelayOfAllExitsByOneBar");

ExtFml("TradeSim.ShowTrades",LONG,"AAPL");


ExtFml("TradeSim.RecordTrades",

"My Trend Test",

LONG,

bsig,

EntryPrice,

initstop,

cstop,

ExitPrice,

START);


dct73  
#2 Posted : Friday, August 14, 2009 2:10:54 PM(UTC)
dct73

Rank: Newbie

Groups: Registered, Registered Users, Subscribers
Joined: 7/26/2009(UTC)
Posts: 7

Thanks to anyone taking a look, but I think I just figured it out!
wabbit  
#3 Posted : Monday, August 17, 2009 11:46:09 PM(UTC)
wabbit

Rank: Advanced Member

Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia

Was thanked: 16 time(s) in 16 post(s)
If you have figured it out -- well done.

What was the problem, others with the same problem later may read this thread and wonder what their problem is too.


wabbit [:D]

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