Display Sell (and Cover-) Values when using ApplyStop and Sell = 0 ;

[euroundusd]

Hi,
I want to visualize my Entry and Exitpoints.
(see the code below)

// Insidebar; Farbe egal

b = Ref(H,-1) < Ref(H,-2) AND Ref(L,-1) > Ref(L,-2) ;
InsidebarLong = b ;

k = Ref(H,-1) < Ref(H,-2) AND Ref(L,-1) > Ref(L,-2) ;
InsidebarShort = k ;

TradeDelay = 0; // set it to 0 for no delays 

SetTradeDelays( TradeDelay, TradeDelay, TradeDelay, TradeDelay ); 
TickSize = 0.01; 

// sample entry rules

// Equity(1); // THIS EVALUATES STOPS

BuyPrice = Max(Ref(H,-1) , Open) ;
SellPrice = Open ;
ShortPrice = Min(Ref(L,-1) , Open) ;
CoverPrice = Open ;


// Long //
Buy = InsidebarLong AND H > Ref(H,-1);

stopLevelLong = Ref( L, -1 ); // use previous bar low  // define stop level 
stopAmountLong = BuyPrice - stopLevelLong + 0.05*(Ref(ATR(14),-1));  // calculate stop amount 
stopAmountLong = Max( TickSize, BuyPrice - stopLevelLong );  // make sure stop-amount is at least one tick 

Sell = 0 ;


// Short
Short = InsidebarShort  AND L < Ref(L,-1) ;

stopLevelShort = Ref( H, -1 );  // use previous bar high  // define stop level
stopAmountShort = stopLevelShort - ShortPrice + 0.05*(Ref(ATR(14),-1));  // calculate stop amount   
stopAmountShort = Max( TickSize, stopLevelShort - ShortPrice );  // make sure stop-amount is at least one tick 

Cover = 0 ;

// assign stop amount conditionally by checking if there is a Buy signal on given bar 
IsLong = Ref( Buy, -TradeDelay ); 
stopAmount = IIf( IsLong, stopAmountLong, stopAmountShort ); 
IsShort = Ref(Short, -TradeDelay) ;
stopAmount = IIf( IsShort, stopAmountShort, stopAmountLong ); 

Risk = 1; // Risk in %
U = Risk/100 ; // umgewandelt in %
InitialEquity = 100000 ;
Z = U * InitialEquity ; // realtives --> absolutes Risiko
SetOption("InitialEquity", 100000 ); // set initial equity = 100K
TickSize  = 0.01 ;
TickValue = 0.01 ;
MarginDeposit = 100 ;
PointValue = TickValue / TickSize ;
size = Z/(stopAmount*(TickValue/TickSize)) ;  // Z = size*stopAmount
SetPositionSize( size, spsShares ); // number of shares/contracts per trade

ApplyStop( stopTypeLoss, stopModePoint, stopAmountShort, True );
ApplyStop( stopTypeProfit, stopModePoint, 1*stopAmountShort, True ); 


PlotShapes( IIf(Buy, shapeCircle, shapeNone),colorBrightGreen, 0, BuyPrice, 0 );

// problem with this one, it couldn't work
PlotShapes( IIf(Sell, shapeCircle, shapeNone),colorRed, 0, SellPrice, 0 );

If I have my Buy-Condition and BuyPrice then it's no problem, but
what's when Sell = 0; SellPrice = Open (e.g.) and I'm using ApplyStop?

Must I write the ApplyStop, like I did in the following formula, into the sell-array and into the SellPrice ?
I tried it, but it doesn't work like it should. (see below)
Isn't it possible to write the applystop into the sell-array and SellPrice ?

Need some help.

// Insidebar; Farbe egal

b = Ref(H,-1) < Ref(H,-2) AND Ref(L,-1) > Ref(L,-2) ;
InsidebarLong = b ;

k = Ref(H,-1) < Ref(H,-2) AND Ref(L,-1) > Ref(L,-2) ;
InsidebarShort = k ;

TradeDelay = 0; // set it to 0 for no delays 

SetTradeDelays( TradeDelay, TradeDelay, TradeDelay, TradeDelay ); 
TickSize = 0.01; 

// sample entry rules

// Long //
Buy = InsidebarLong AND H > Ref(H,-1);
BuyPrice = Max(Ref(H,-1) , Open) ;

stopLevelLong = Ref( L, -1 ); // use previous bar low  // define stop level 
stopAmountLong = BuyPrice - stopLevelLong + 0.05*(Ref(ATR(14),-1));  // calculate stop amount 
stopAmountLong = Max( TickSize, BuyPrice - stopLevelLong );  // make sure stop-amount is at least one tick 

// Zwischeneinschub
Equity(1,0) ; // evaluate stops, all quotes
// intradeLong = Flip(Buy , Sell);  // True when Buy, False when Sell
// SetOption("EveryBarNullCheck", True) ;   // checks for null bars
// intradeShort = Flip(Short, Cover); // True when Short; False when Cover


StopLevel_Buy   = ValueWhen(Buy, BuyPrice - stopAmountLong) ;
TargetLevel_Buy = ValueWhen(Buy, BuyPrice + 1*stopAmountLong) ;
Stop_Buy   = Cross(L, StopLevel_Buy) ;
Target_Buy = Cross(H, TargetLevel_Buy) ; 

Sell = Stop_Buy OR Target_Buy ; 

// intradeLong = Flip(Buy , Sell);  // True when Buy, False when Sell

SellPrice = IIf(Stop_Buy, StopLevel_Buy, IIf(Target_Buy, TargetLevel_Buy, 0)) ;

// Short
Short = InsidebarShort  AND L < Ref(L,-1) ;
ShortPrice = Min(Ref(L,-1) , Open) ;

stopLevelShort = Ref( H, -1 );  // use previous bar high  // define stop level
stopAmountShort = stopLevelShort - ShortPrice + 0.05*(Ref(ATR(14),-1));  // calculate stop amount   
stopAmountShort = Max( TickSize, stopLevelShort - ShortPrice );  // make sure stop-amount is at least one tick 

Cover = 0 ;
CoverPrice = Open ;

// assign stop amount conditionally by checking if there is a Buy signal on given bar 
IsLong = Ref( Buy, -TradeDelay ); 
stopAmount = IIf( IsLong, stopAmountLong, stopAmountShort ); 
IsShort = Ref(Short, -TradeDelay) ;
stopAmount = IIf( IsShort, stopAmountShort, stopAmountLong ); 


Risk = 1; // Risk in %
U = Risk/100 ; // umgewandelt in %
InitialEquity = 100000 ;
Z = U * InitialEquity ; // realtives --> absolutes Risiko
SetOption("InitialEquity", 100000 ); // set initial equity = 100K
TickSize  = 0.01 ;
TickValue = 0.01 ;
MarginDeposit = 100 ;
PointValue = TickValue / TickSize ;
size = Z/(stopAmount*(PointValue/TickSize)) ;  // Z = size*stopAmount
SetPositionSize( size, spsShares ); // number of shares/contracts per trade

PlotShapes( IIf(Buy, shapeCircle, shapeNone),colorBrightGreen, 0, BuyPrice, 0 );
PlotShapes( IIf(Sell, shapeCircle, shapeNone),colorRed, 0, SellPrice, 0 );

[euroundusd]

Isn't it possible to write the applystop into the sell-array and SellPrice ?

With this sentence I meant in this case not the attempt to code the Stop into the code like I did in the second code, I meant to write the whole ApplyStop into a Sell-Array - like this:

// Equity(1)
Sell = Cross(L, ApplyStop( stopTypeLoss, stopModePoint, stopAmountShort, True ));

[portfoliobuilder]

@euroundusd this previous post may help you. In particular I've seen written,

"And no, ApplyStop can’t return value because ApplyStop is NOT a function, it does not do any calculation and does not produce any output.
ApplyStop is merely instruction to the backtester (like turning checkboxes in the settings) and stops are calculated and applied during trading simulation, which happens much later AFTER formula execution finished."

and

"ApplyStop() does not generate any values. It is just instruction or ‘switch’ for the backtester that says “hey backtester, when you will be running portfolio backtest, would you please turn on stop X and handle it internally”. All logic and processing is done during actual backtest, not during your formula execution."

How to plot trailing stop, was: ApplyStop() function

@ara1 - you are old timer. You are using AmiBroker for many years. It would really be nice if you checked Knowledge Base first. If you just typed “trailing” in the search field of Knowledge Base you would get lots of interesting information, including this: http://www.amibroker.com/kb/2007/03/24/how-to-plot-a-trailing-stop-in-the-price-chart/ It is really easy. Google or KB search should your first step, before involving other people. And no, ApplyStop can’t return value because ApplyStop is …

[euroundusd]

Thanks a lot for your answer!

Now It works nearly.
It's only not working, if their's a same bar exit.
Then it can't calculate the stopline.
Is anyone able to solve this?
Or am I forced to use Intra-Bar data for this endeavo(u)r ?

(Drag and Drop into the Chart - Insidebar with Targetpoints / Stoppoints = 1)

// Insidebar; Farbe egal

b = Ref(H,-1) < Ref(H,-2) AND Ref(L,-1) > Ref(L,-2) ;
InsidebarLong = b ;

k = Ref(H,-1) < Ref(H,-2) AND Ref(L,-1) > Ref(L,-2) ;
InsidebarShort = k ;

TradeDelay = 0; // set it to 0 for no delays 

SetTradeDelays( TradeDelay, TradeDelay, TradeDelay, TradeDelay ); 
TickSize = 0.5; 


// Long //
Buy = InsidebarLong AND H > Ref(H,-1);

stopLevelLong = Ref( L, -1 ); // use previous bar low  // define stop level 
stopAmountLong = BuyPrice - stopLevelLong + 0.05*(Ref(ATR(14),-1));  // calculate stop amount 
stopAmountLong = Max( TickSize, BuyPrice - stopLevelLong );  // make sure stop-amount is at least one tick 

BuyPrice = Max(Ref(H,-1) , Open) ;

// Sell //
Sell = 0 ; 
ApplyStop( stopTypeLoss, stopModePoint, stopAmountLong, True );
ApplyStop( stopTypeProfit, stopModePoint, 1*stopAmountLong, True ); 

Equity( 1, 0 ); // evaluate stops, all quotes
InTrade = Flip( Buy, Sell );
SetOption("EveryBarNullCheck", True );
stopline   = IIf( Ref(InTrade, -2) OR Ref(InTrade, -1) OR InTrade, ValueWhen(Buy, Ref(L,-1)) - 1*TickSize, Null );
targetline = IIf( Ref(InTrade, -2) OR Ref(InTrade, -1) OR InTrade, ValueWhen(Buy, (Ref(H,-1) + 2*TickSize) + 1*stopAmountLong), Null);
// stopline = IIf(InTrade, LowestSince( Ref(Buy,-1), L), Null);

SellPrice = IIf(L <= stopline, Min(Open, stopline), Max(Open, targetline)) ;
//SellPrice = IIf( L <= Ref(stopline, -1), Min(Open, Ref(stopline, -1)), Max(Open, Ref(targetline, -1))) ;


// Short //
Short = InsidebarShort  AND L < Ref(L,-1) ;
ShortPrice = Min(Ref(L,-1) , Open) ;

stopLevelShort = Ref( H, -1 );  // use previous bar high  // define stop level
stopAmountShort = stopLevelShort - ShortPrice + 0.05*(Ref(ATR(14),-1));  // calculate stop amount   
stopAmountShort = Max( TickSize, stopLevelShort - ShortPrice );  // make sure stop-amount is at least one tick 

// Cover //
Cover = 0 ;
CoverPrice = Open ;

PlotShapes( IIf(Buy, shapeCircle, shapeNone),colorBrightGreen, 0, BuyPrice, 0 );
PlotShapes( IIf(Sell, shapeCircle, shapeNone),colorRed, 0, SellPrice, 0 );

PlotShapes(Buy*shapeUpArrow,colorGreen,0,Low);
PlotShapes(Sell*shapeDownArrow,colorRed,0,High);

Plot( stopline, "trailing stop line", colorRed, style = styleDashed, minvalue = 0, maxvalue = 0, XShift = -1, Zorder = 0, width = 4 ) ;
Plot( targetline, "profit target line", colorGreen, style = styleDashed, minvalue = 0, maxvalue = 0, XShift = -1, Zorder = 0, width = 4 ) ;


// assign stop amount conditionally by checking if there is a Buy signal on given bar 
IsLong = Ref( Buy, -TradeDelay ); 
stopAmount = IIf( IsLong, stopAmountLong, stopAmountShort ); 
IsShort = Ref(Short, -TradeDelay) ;
stopAmount = IIf( IsShort, stopAmountShort, stopAmountLong ); 

Risk = 1; // Risk in %
U = Risk/100 ; // umgewandelt in %
InitialEquity = 100000 ;
Z = U * InitialEquity ; // realtives --> absolutes Risiko
SetOption("InitialEquity", 100000 ); // set initial equity = 100K
TickSize  = 0.5 ;
TickValue = 0.5 ;
MarginDeposit = 5000 ;
PointValue = TickValue / TickSize ;
size = Z/(stopAmount*(PointValue/TickSize)) ;  // Z = size*stopAmount
SetPositionSize( size, spsShares ); // number of shares/contracts per trade

[portfoliobuilder]

@euroundusd sorry I don't have an answer but there is a lot of information on same bar exits in the user guide,

http://www.amibroker.com/guide/h_portfolio.html

Scroll down to the section, RESOLVING SAME BAR, SAME SYMBOL SIGNAL CONFLICTS

[santy]

Applystop codes are there for sell strategy, similarly where they for cover strategy?

[euroundusd]

Got it.
Thanks a lot!

[euroundusd]

One new question:

Is it possible to make something like this in AB?
If yes, which function must I use?
The line between the entry is no problem, but how could I reach this "mouse-recognition" ?

(8:14 - 8:25)

[euroundusd]

*between the entry and exit

[euroundusd]

Gui -.....? But which?

[Milosz]

... but how could I reach this "mouse-recognition" ? ... Gui -.....? But which?

You might find this example interesting:

AmiBroker - much more than just ordinary technical analysis software

This time I would like to present another solution showing how flexible AmiBroker is. My goal was also to draw some users’ attention to a couple of newly implemented features which I find really useful. At first glance it may look similar to the solution presented in my first post in this thread, but the main difference is that it is a chart based solution - not an exploration. For this reason it offers much more possibilities of presenting the results and interaction with the displayed content…

... it makes use of GuiButtons() and detection of mouse hovering. It should give you some idea what you need.

[Milosz]

... all those new functions were described in details in releasing notes of the last few AmiBroker Beta versions: http://www.amibroker.com/devlog/

Besides you can find many example codes with GuiButtons() on the forum - use the Search functionality. Just a few examples:

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