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Dear Tomacz
About the applystop
1/in mode 0 or 1 , the value of the applystop is the same during all
the trade?-----------YES or NO?
2/in mode 2, the applystop is a trailing stop, so the value of the
applystop changes during the trade?-YES or NO?
3/ if 2/ is yes, what is the value of the applystop in the example
below
ApplyStop( 2, 2, 2 * ATR(10), 1 );?
is it entryprice - 2 * ATR(10)? in this case it is a stoploss
is it ref(c,-1) - 2 * ATR(10)? in this case it looks like a
trailingstop
4/in all case You have already written that we can
visualise exit points generated by ApplyStop when you
choose "Show current trade arrows";
But it will be great to visualise the applystop
on a chart as a line
> 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@xxxx>
> 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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