[Amibroker新手日誌][函式]停損ApplyStop

[Amibroker新手日誌][函式]ApplyStop

  • ApplyStop( Type, Mode, amount,ExitAtStop,volatile,ReEntryDelay)
      • Type
        • 0 stopTypeLoss: 達到最大損失時停損
        • 1 stopTypeProfit : 達到獲利目標時,停利
        • 2 stopTypeTrail  : 追縱止損
        • 3 stopTypeNBar : 第n bar 出場
      • Mode
        • 0 – stopModeDisable :不停損
        • 1 stopModePercent stopModeBars : 依百分比停損,或依bar數停損
        • 2 stopModePoint:依點數停損
        • 3 risk : 依獲利(損失)成數停損
      • amount
      • ExitAtStop
        • 0 check stops using only trade price and exit at regular trade price  用交易價格檢查是否停損,且在特定交易價格出場
        • 1 check High-Low prices and exit intraday on price equal to stop level on the same bar when stop was triggered 當停損被驅動的時候,當天會出場
        • 2 check High-Low prices but exit NEXT BAR on regular trade price.當停損被驅動的時候,下1個Bar出場
      • volatile(true/false) : false 靜態 / true動態
      • ReEntryDelay: 停損發生之後,要等多少bar才能出場
    • 設定範例
      • Scenario 1: 你想要交易在下一個bar的開盤價,然後在當天以停損價出場
        • stopModeDisable = 1  (ActivateStopsImmediately turned ON)
        • ExitAtStop  =1 (當天出場)
        • Trade delays set to one
        • Trade price set to open
      • Scenario 2: 你想要在今天以收盤價交易,然後當天以停損價出場
        • ActivateStopsImmediately turned OFF
        • ExitAtStop = 1
        • Trade delays set to zero
        • Trade price set to close
      • Scenario 3: 你想要在隔天的開盤交易,然後在如果開盤價落在前天高低價之間就以開盤價停損出場
        • ExitAtStop = 2 (NEW)
        • Trade delays set to one
        • Trade price set to open
          • a) (if you want to have stops executed AFTER regular signals, so cash from stopped out positions is NOT available to enter trades the same day)
            ActivateStopsImmediately turned ON
          • b) (if you want to have stops executed BEFORE regular signals, so cash from stopped out positions IS available to enter new trades the same day)
            ActivateStopsImmediately turned OFF
      • Scenario 4: 你想要在今天以收盤價交易,然後若當天的收盤到停損價,就出場
        • ActivateStopsImmediately turned OFF
        • ExitAtStop = 0
        • Trade delays set to zero
        • Trade price set to close

http://www.plurk.com/SophieQ