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Stephane,
> 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?
Yes, the "amount" of apply stop is sampled on entry and held during the trade.
> 2/in mode 2, the applystop is a trailing stop, so the value of the
> applystop changes during the trade?-YES or NO?
Again, the "amount" (either percentage or point) is held constant since
trade entry. But since trailing stop measures "amount" drop
from the highest equity since entry the point value of the stop moves up.
> 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
Neither one nor second.
It is:
HighestSince( buy, high ) - 2 * ATR(10)
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
>
>
> > 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/
> > >
> > >
> > >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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