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Hello,
You can.
This is an example of dynamic, ATR based trailing stop:
Buy = Cross( MACD(), Signal() );
Sell = 0;
ApplyStop( 2, 2, 2 * ATR(10), 1 );
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: <bmx888@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, November 10, 2001 7:31 PM
Subject: [amibroker] Re: Trailingstop & applystop
> Hi Stephane,
>
> This becomes very interesting. If I can use a volatility based
> trailing stops like described by Tharp in his book, it would be great.
>
> Regards,
>
> Bai
> --- In amibroker@xxxx, "Stephane Carrasset" <nenapacwanfr@xxxx> wrote:
> > Tz,
> >
> > I understand that the applystop can be used with a buyprice and a
> > sellprice.
> > I can have a Long system with:
> >
> > Buy= Binary bar;
> > Sell= Binary bar;
> > Buyprice = Close ( default) or a buystop;
> > Sellprice= trailingstop;
> > ApplyStop( 1, 2,
> > Optimize( "min. Profit stop level", 4, 2, 10, 1 )*MA(ATR(1),10),
> 1 );
> > ApplyStop( 0, 2,
> > Optimize( "max. loss stop level", 4, 2, 10, 1 )*MA(ATR(1),10), 1 );
> >
> >
> > Is It possible to have in the further two functions for volatility
> > trailing stop, of course we can write them in Afl scripting
> language,
> > But I am sure that all the Ami's users are not "cool" with Jscript
> oc
> > basic.
> >
> > Volatility trailing stop on the Long side.
> >
> > Stop:=C-ATR(Period);
> > BandLong:=If(L<=PREV, {if stop reached?}
> > Stop, {yes: restart plot }
> > If(Stop>PREV, { no: if new stop>prev stop?}
> > Stop, {yes: plot new higher stop }
> > PREV) { no: plot previous stop}
> > );
> > ExitLong:=(L <= ref(BandLong,-1));
> >
> > Volatility trailing stop on the short side.
> >
> > Trailing Stop Band
> > The following indicator formula defines a volatility-trailing stop
> on
> > the short side.
> > Stop:=C+ATR(Period);
> > BandShort:=If( H >= PREV , {if stop reached?}
> > Stop , {yes: restart plot }
> > If(Stop < PREV, {no: if new stop>prev stop?}
> > Stop, { yes: plot new stop }
> > PREV) { no: plot previous stop}
> > );
> > ExitShort:=(H >= ref(BandShort,-1));
> >
> > Thanks again and excuse me for all this questions but I like the
> > system tester.
> >
> > Stephane
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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