STO+ MACD Signals & MM 2

[tradeshark@xxxx]

This is an exploration to show entries, stops, pt's and 
positionssizes for all items in your Amibroker database. you could 
use it in combination with your own trading-systems.

The purpose to create this exploration for me was, to follow the 
daily changes in theoretical positionssize once in a trade, 
initilaized by the system explained in my previous post.

Although I can trail stops and profittargets on the chart, I could 
also use this daily exploration to adjust positionsizes in existing 
trade according to changes in volatility ( as long, as my stop is not 
hit )

Example :
I got a STO buy signal the day before on ABCD. I was able to buy my 
initial, risk/ volatility-adjusted, position at the expected price 
today.
Now let's "beam" ourselves a few days ahead into the future. ABCD 
went up as expected, but with declining intraday volatility. I was 
not only able to trail my stop ( higher ) but also to add some more 
shares, since the lower volatility and the higher price allowed my to 
increase my position without violating my 2% Risk rule.

The opposite scenario could be, that ABCD did not what it was 
supposed to do, but stayed flat or went a bit lower on decreased 
volatility, but without hitting the stop ( this time, the stop was 
not adjusted - never adjust a stop downwards ). Although ABCD went 
lower, volatility has decreased, allowing me to add some more shares 
at a lower price without violating my risk-rules.

Another scenario could be, that ABCD went lower on increased 
volatility, but still not hitting my initial stop - anyway this is a 
signal, that the trade my turn sour. I could do 2 things - get out 
immitiadely or decreasy my position a bit, in order to stay coherent 
with my risk rules.

Finally, ABCD could have went higher with increased volatility, also 
not really a good sign, because the uptrend could be about to crash 
soon. Again, a sign to think about the trade and decrease my position 
accordingly.

Here the exploration : One could also plot it as an indicator on a 
chart if he likes.

//Entries, Stops, Profittarget, Positionsize, Risk, Reward;
filter = close > 0;
numcolumns=7;
column0 = close;
column0name = "Close";
Column0format = 1.2;
column1 = ema(CLOSE,5)+(ema(ATR(1),10)/4);
column1name = "Entry";
column1format = 1.2;
column2 = ema(CLOSE,5)-(ema(ATR(1),10)*1.50);
column2name = "StopLoss";
column2format = 1.2;
column3 = (ema(close,5)+(ema(ATR(1),10)*2.5));
column3name = "PT";
column3format = 1.2;
column4 = ((10850)*2/100)/(ema(CLOSE,5)+ (ema(ATR(1),10)/4)-(ema
(CLOSE,5)-(ema(ATR(1),10)*1.50)));
column4name = "Max Pos";
column4format = 1;
column5 = (ema(CLOSE,5)+(ema(ATR(1),10)/4)) - (ema(CLOSE,5)-(ema(ATR
(1),10)*1.50));
column5name = "Risk";
column5format = 1.2;
column6 = (ema(close,5)+(ema(ATR(1),10)*2.5)) - (ema(CLOSE,5)+(ema
(ATR(1),10)/4));
column6name = "Reward";
column6format = 1.2;