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Stephane,
Just got the message--starting to work on it right now. Thanks so
much for taking the time to put the example together!
Harold Harper
harold@xxxx
--- In amibroker@xxxx, "Stephane Carrasset" <nenapacwanfr@xxxx>
wrote:
> hello,
>
> below is a detailled example ( of course in franglish) of
> rembuytrail only for LONG side.
> feel free to ask question on this example
>
> stephane
>
> Title=Name() + " RemBuy TRAIL" ;
>
> /****Definition of your Buy signal****/
> Buy= Cross(H,HHV(Ref(H,-1),5)) AND Ref(MFI(14)>50,-1) ;/* you must
> convert it to one bar peak
> the exit will be never possible in the entrybar ( for this purpose
> there is an other dll called scRemBuyTrailF) , but next bar after
> buy signal*/
>
> /*****************************/
> Entryprice= Close;/*entryprice,you can write a buystop, if you
want
> to enter on open next bar you must write entryprice = open and
give
> ref(buy,-1) to the dll*/
>
> StopPrice= L; /* this is the price option for STOPLOSS AND
> TRAILINGSTOP you can choose Close or Low,
> the exit price will be the low or open ( if gap) if you choose Low
> as stopprice
> OR the exit price will be close if you choose close as stopprice*/
>
> StopLoss= Min(Entryprice*0.94, Max( LLV(L,14), L-ATR(3) ) );/*
you
> must give your stoploss as an array, you don't need of valuewhen
the
> dll makes it for you*/
>
> /*******Optimize Stop********/
> /* below is a Tips to backtest different trailing stop, the
trailing
> stop is initialized the day of the buy signal*/
> stop= Optimize("stop", 1, 1, 3, 1 );
> Trailstop=
> IIf( stop==1,C-4*ATR(30),
> IIf( stop==2, L-3*ATR(30),scCBLLong(5)));
>
> Pf=1.5;/*profit factor for target, in this case it means 10 times
> the difference between your entryprice and your stoploss, but you
> can write entryprice*1.01 to get one % of profit, */
> Target= (1+Pf)*Entryprice - Pf*stopLoss;
> /*your exit price will be the profit or the open (if gap), you can
> disable it with an impossible target ( C*1e10) */
>
> ExitBin= 0; //it is a binary exit you can disable it with zero
> Bars= -1 ;/* that is the number of bars to exit if the close is
> below your entryprice you can disable it with -1, for example if
you
> write 10 bars that means that if after 10 bars the close is below
> the entryprice, exit next day at open*/
>
> /* KEEP the oRDER++++*/
> scRemBuyTrail(Buy,Entryprice,
> StopPrice,StopLoss,TrailStop,
> Target,ExitBin,Bars);
> /* the dll returns the buy and the sell, all new buys that could
> occur during the trade are removed until the trade is finished*/
> Buy=Buy;
> Sell=Sell;
> BuyPrice=Entryprice;/*array*/
> SellPrice=SellPr;/*array sellpr is given by the dll: next open if
> you choose exit on bar, close if you choose close as stopprice,
stop
> or open ( if gap) in others cases*/
>
>
> /* below are charts*/
> Entryprice=ValueWhen(Buy,Entryprice);
> Stoploss=ValueWhen(Buy,StopLoss);
> profit =ValueWhen(Buy,Target) ;
> Trail=HighestSince(Buy,Trailstop);
>
> MaxGraph=14;
> Plot(Close,"close",IIf( Buy, 6, IIf(Sell , 4 ,1 )),64);
> Plot(Entryprice,"Ep",3,1);
> Plot(Stoploss,"stop",4,1);
> //Plot(Profit,"Profit",7,1);
> Plot(TargetPr,"",6,1);
> /* targetpr and trailpr are returned by the dll*/
> Plot(TrailPr,"TrailPr",5,1);
> Plot(ValueWhen(Sell,SellPrice),"",2,1);
>
> //Plot(Buy*10,"",6,2);
> //Plot(Sell*5,"",7,2);
>
> > Stephane,
> >
> > Thanks in advance for your help. I really appreciate it.
> >
> > Also, your help file is fine for most, I'm sure--unfortunately,
> when it
> > comes to programming, I'm a dunce.
> >
> > Thanks, Stephane.
> >
> > Harold Harper
> > harold@xxxx
> >
> > -----Original Message-----
> > From: Stephane Carrasset [mailto:nenapacwanfr@x...]
> > Sent: Thursday, October 10, 2002 2:51 PM
> > To: amibroker@xxxx
> > Subject: [amibroker] Re: rembuy.dll
> >
> >
> > Harold,
> >
> > for several reasons ( profession.) the only thing I can do is to
> > give an example with explanations. because of my good
> franglish !!!,
> > it takes too much time to write better help files.
> > i'll write an example tonite in a few hours, just before going
to
> bed
> >
> >
> > stephane
> >
> >
> > > Does anyone have a 'cheat sheet' of sorts for the rembuy.dll.
> > >
> > > I'm looking for a list of functions available, syntax,
examples,
> > etc.
> > > I've looked at the help file in the 3rd party directory and am
a
> > > little confused.
> > >
> > > The dll looks to be, however, exactly what I need.
> > >
> > > Any help would be greatly appreciated.
> > >
> > > Thanks!
> > >
> > > Harold Harper
> > > harold@xxxx
> >
> >
> >
> > Post AmiQuote-related messages ONLY to: amiquote@xxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to
> > http://docs.yahoo.com/info/terms/
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