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Phsst,
So how does your "grail" system look with the portfolio equity curve
indicator ?
--- In amibroker@xxxxxxxxxxxxxxx, "phsst" <phsst@xxxx> wrote:
> > Phsst,
> > something to consider.... -.50 is a much different number on a
> $100 stock
> > than it is on a $10 stock
>
> Yes I know. For illustration purposes only.
>
> Phsst
>
> >
> > Jayson
> > -----Original Message-----
> > From: phsst [mailto:phsst@x...]
> > Sent: Friday, April 11, 2003 12:28 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Trailing Stops
> >
> >
> > This sample is unique to my own trading systems but you should be
able
> > to manipulate this code as needed. The trailing Stop is set at
> > previous days close minus 0.50, and if the stock Opens below that
> > figure then it takes you out of the trade at the Open price. And
this
> > particular trading system does not set a Stop Loss on the day
that a
> > position is entered.
> >
> > Just my way of doing it.
> >
> > Good luck... Phsst
> >
> >
> >
> > SetTradeDelays(1,0,0,0); // Affects Back Test (not Scan or
Explore)
> >
> > Buy = <buy condition>
> >
> > LongBars = BarsSince(Buy==0); // Used to prevent S/L on 1st day
> >
> > SellPrice = IIf(LongBars == 2,0,Ref(L - .50,-1)); // No S/L 1st
Day
> > -(2 needed for SetTradeDelays)
> >
> > PrevSellPrice = IIf(SellPrice == 0,0,Ref(L - .50,-1)); //
Trailing
> >
> > SellPrice = Max(SellPrice,PrevSellPrice); //
Stop
> >
> > SellPrice = Min(SellPrice,O); //
Loss
> >
> > Sell = L <= SellPrice;
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tony/Dianne" <awenos@xxxx>
wrote:
> > > Hello,
> > >
> > > For the past several days, I have been trying to code a Trailing
> > Stop without success.
> > >
> > > I'm using both AFL and VB Script.
> > >
> > > My problem is that I always seem to end up with a circular
reference
> > problem which
> > > boils down to: I need a Trailing stop variable to define the
Sell
> > condition and I need
> > > the Sell condition to define the Trailing stop variable.
> > >
> > > Can anyone give me advice/code sample to help?
> > >
> > > As an aside, I've looked at the ApplyStop function and it does
not
> > seem to do what I
> > > am seeking .
> > >
> > > My goal is, for a long entry, to have an amount defined by the
ATR
> > function, which is subtracted from
> > > the low creating the stop level. The stop level would then
trail up
> > only.
> > >
> > > Any help would be appreciated.
> > >
> > > Regards,
> > >
> > > Tony
> >
> >
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> >
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