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The
following is an excerpt from my trading system which uses Bailout exit, i.e.
exit on the Nth profitable opening.
<SPAN
class=360503000-13032001>
<SPAN
class=360503000-13032001>
lgBailoutOffset =2; //
Exit on the Nth profitable open (for long) - Switch it off for
long-term!bailOutOffsetAbs =
0.1; // Consider profitable open if it's better then entry price plus/minusthis
offset
<FONT face=Arial color=#0000ff
size=2>lgentrprc= ...; // Entry
pricelgentry = cross (high, lgentrprc);
succlgexit = IIF ( cum (lgentry) >
0, cross ( barssince( lgentry ) >= lgBailoutOffset AND open > valuewhen
(lgentry, lgentrprc) + bailOutOffsetAbs, 0), 0);
// Use cum(lgentry)> 0 to avoid {EMPTY} eintries
<FONT face=Tahoma
size=2>-----Original Message-----From: jacklweinberg@xxxxxx
[mailto:jacklweinberg@xxxx]Sent: Monday, March 12, 2001 1:13
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]Re:
Event DateTomasz,Can the technique shown in the
following example be used to 'exit' a trade after N days?--- In
amibroker@xxxx, "Tomasz Janeczko" <tj@xxxx> wrote:> Hello
Barry,> > Use the following formula to find the all-time highest
and display its value and date:> > alltimehigh = LastValue(
Highest( high ) );> alltimehighbar = ValueWhen( high == alltimehigh,
Cum(1) );> > alltimeyear = ValueWhen( high == alltimehigh,
Year() );> alltimemonth = ValueWhen( high == alltimehigh, Month()
);> alltimeday = ValueWhen( high == alltimehigh, Day());>
> "All time highest was " + WriteVal( alltimehigh );> "on the "
+ WriteVal( alltimeyear, 1 ) + "." + WriteVal( alltimemonth, 1 ) + "." +
WriteVal( alltimeday, 1 );> > /* Draw also a vuy arrow on
highest day */> buy = high == alltimehigh ;> sell =0;>
> > Best regards,> Tomasz Janeczko>
===============> AmiBroker - the comprehensive share manager.>
http://www.amibroker.com>
> > ----- Original Message ----- > From:
<bholt@xxxx>> To: <amibroker@xxxx>> Sent: Sunday,
March 11, 2001 5:26 AM> Subject: [amibroker] Event Date>
> > > Hi,> > > > Could anybody please
advise how to write the date of an event in Guru > > section -
i.e. for the highest ever value of a stock.> > > > I would
like the commentary to say "The highest ever value was > > $xxx.xx
on the dd.mm.yyyy.> > > > Thanks again in advance.>
> > > Thanks also to Richard for your explanation of how to
combine > > tickers - it worked well.> > > >
> > > > > > > > Your use of
Yahoo! Groups is subject to <A
href="">http://docs.yahoo.com/info/terms/
> > > >Your
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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