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Isaac if its a % stop from the high after the trade
is opened wouldn't the stop loss in setting do the job ? maximum stoploss
ps what are the attachments ?
Regards David
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
<A title=dimyon@xxxx
href="">dimyon@xxxx
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, May 24, 2001 9:45
PM
Subject: Re: [amibroker] trailing
stop
<FONT
size=+1>Yes, you are right.<FONT
face="Comic Sans MS">
Meanwhile, I
think I've solved my problem. Check this out,
please:<FONT
color=#000099>
enter =
valuewhen( buy, ref(open,1) ,1);<FONT
face="Comic Sans MS">
<FONT
size=+1>days=barssince(buy); <FONT
face="Comic Sans MS"><FONT
size=+1>writeval(days);<FONT
color=#000099>
<FONT
size=+1>time=lastvalue(days); <FONT
face="Comic Sans MS"><FONT
size=+1>writeval(time);<FONT
color=#000099>
<FONT
size=+1>best=hhv(close,time); <FONT
face="Comic Sans MS"><FONT
size=+1>writeval(best);<FONT
color=#000099>
sell =
close/best<0.85 and days>3 or
close/enter<0.6;<FONT
color=#000099>
<FONT
size=+1>Isaac. <FONT
color=#000099>
David Holzgrefe wrote:
hi again ok I know what you mean now
..no doubt someone in the group
or TJ will have an answer <FONT
size=-1>I guess it would have to have some thing to do with hhvhars()
or <FONT
color=#ffffff>hhv( ARRAY, periods )what ever you
use I think you would need to define the periods so if the trade runs out
side the period ? check to online
help you could try
using this Guru commentary using the atr as a starting
pointbut it wont help you in
the auto analysis window <FONT
face=Arial>/* Chandelier stop <FONT
face=Arial>By David Holzgrefe <FONT
face=Arial>7.05.2001*/ <FONT
face=Arial>"\n Chandelier stop is a trailing stop that uses
the true average range atr(10) in this case * 2.0"+ <FONT
face=Arial>" The length of the multiplier will impact on
the profitability. Obviously, a larger multiplier will let larger trends
develop but has the potential to leave larger profits on the table. A
smaller multiplier will leave less profit on the table but increase
whipsaw." ; <FONT
size=-1>""; <FONT
size=-1>writeval(atr(10)) + "
ATR(10) Value"; // change periods to suit <FONT
face=Arial>chandler=atr(10) *2.0; // Change the
multiplier to suit <FONT
size=-1>writeval(chandler) + " Chandelier value";
stopval= high-chandler;
writeval(stopval) + "
Chandelier stop"; <FONT
size=-1>writeval(high) + " Todays High ";
/*buy = 0; <FONT
face=Arial>sell = stopval; <FONT
face=Arial>*/
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=dimyon@xxxx
href="">dimyon@xxxx
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, May 24, 2001 9:05
PM
Subject: Re: [amibroker] trailing
stop <FONT
size=+1>Hi David,
Thank you
for your kind and prompt answer. It is most helpful.
<FONT
size=+1>Nevertheless, I'm still looking for a trailing stop, as a
percentage from peak of gain.
Is there a
way to activate the built in trailing stop?
Thanks
again,
Isaac
Kalisky.
David Holzgrefe wrote:
Hi Isaac try add this to your code
It from a piece of code submitted to the group by ralf w it
calculates 8% profit from buy or 3% stop loss
Hope it helps
Regards David
/* referencing buy price by ralfw@xxxx */
buyprice = valuewhen( buy, ref(open, 1), 1);
minGrowth = (close > buyprice * 1.08); stopLoss =
(close < buyprice * 0.97);
----- Original Message ----- From:
<dimyon@xxxx> To:
<amibroker@xxxxxxxxxxxxxxx> Sent: Thursday, May 24, 2001 6:39
PM Subject: [amibroker] trailing stop
> Hi, > > Can anyone tell me how to activate the
trailing stop on automatic > analysis, settings? >
> Thanks, > > Isaac.
Hmm rambling on a bit sorry ishould
learn to shut up if i dont know the answer :)))
Regards
David
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