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I am sharing my code that calculates
average profit bar (%) during a trade.
This can be used as a trailing stop.
Any improvement or new ideas will be appreciated.
J
SetTradeDelays(<FONT color=#ff00ff
size=1>1,1<FONT
size=1>,1,<FONT
color=#ff00ff size=1>1);<FONT
color=#008000 size=1>
//STATE
InLong = Flip(
Buy, Sell OR Short );
InShort = Flip(
Short, Buy OR Cover );
State = IIf( InLong,
1, <FONT
color=#0000ff size=1>IIf( InShort, -<FONT
color=#ff00ff size=1>1, <FONT color=#ff00ff
size=1>0 ));
//TRAILING STOP - MAE
Elong=<FONT
face="Courier New" color=#0000ff size=1>IIf<FONT face="Courier New"
size=1>(Ref<FONT
face="Courier New" size=1>(state,-<FONT face="Courier New" color=#ff00ff
size=1>1)==<FONT
face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New"
size=1>,ValueWhen<FONT
size=1>(Ref<FONT
face="Courier New" size=1>(Buy,-<FONT face="Courier New"
color=#ff00ff size=1>1<FONT face="Courier New"
size=1>),O),<FONT face="Courier New" color=#ff00ff
size=1>0);
Eshort=IIf<FONT
face="Courier New" size=1>(<FONT face="Courier New" color=#0000ff
size=1>Ref(state,-<FONT
face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New"
size=1>)==-1<FONT
face="Courier New" size=1>,<FONT face="Courier New" color=#0000ff
size=1>ValueWhen(<FONT
face="Courier New" color=#0000ff size=1>Ref<FONT face="Courier New"
size=1>(Short,-<FONT face="Courier New" color=#ff00ff
size=1>1),O),<FONT
face="Courier New" color=#ff00ff size=1>0<FONT face="Courier New"
size=1>);
zz=IIf<FONT
face="Courier New" size=1>(<FONT face="Courier New" color=#0000ff
size=1>Ref(state==<FONT
face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New"
size=1>,-1<FONT
face="Courier New" size=1>),(O-elong)*<FONT face="Courier New"
color=#ff00ff size=1>50,<FONT
face="Courier New" color=#0000ff size=1>IIf<FONT face="Courier New"
size=1>(Ref<FONT
face="Courier New" size=1>(Sell,-<FONT face="Courier New"
color=#ff00ff size=1>1<FONT face="Courier New"
size=1>),(O-<FONT face="Courier New" color=#0000ff
size=1>Ref(elong,-<FONT
face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New"
size=1>))*50<FONT
face="Courier New" size=1>,<FONT face="Courier New" color=#ff00ff
size=1>0));
ss=IIf<FONT
face="Courier New" size=1>(<FONT face="Courier New" color=#0000ff
size=1>Ref(state==-<FONT
face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New"
size=1>,-1<FONT
face="Courier New" size=1>),(eshort-O)*<FONT face="Courier New"
color=#ff00ff size=1>50,<FONT
face="Courier New" color=#0000ff size=1>IIf<FONT face="Courier New"
size=1>(Ref<FONT
face="Courier New" size=1>(Cover,-<FONT face="Courier New"
color=#ff00ff size=1>1),(<FONT
face="Courier New" color=#0000ff size=1>Ref<FONT face="Courier New"
size=1>(eshort,-<FONT face="Courier New" color=#ff00ff
size=1>1)-O)*<FONT
face="Courier New" color=#ff00ff size=1>50<FONT face="Courier New"
size=1>,0<FONT
face="Courier New" size=1>));
MAEL=IIf<FONT
face="Courier New" size=1>(<FONT face="Courier New" color=#0000ff
size=1>Ref(Sell,-<FONT
face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New"
size=1>),((zz/<FONT face="Courier New" color=#0000ff
size=1>BarsSince(<FONT
face="Courier New" color=#0000ff size=1>Ref<FONT face="Courier New"
size=1>(Buy,-<FONT face="Courier New" color=#ff00ff
size=1>1)))/<FONT
face="Courier New" color=#0000ff size=1>Ref<FONT face="Courier New"
size=1>(elong,-<FONT face="Courier New" color=#ff00ff
size=1>1))*<FONT
face="Courier New" color=#ff00ff size=1>100<FONT face="Courier New"
size=1>,((zz/<FONT face="Courier New" color=#0000ff
size=1>BarsSince(<FONT
face="Courier New" color=#0000ff size=1>Ref<FONT face="Courier New"
size=1>(Buy,-<FONT face="Courier New" color=#ff00ff
size=1>1)))/elong)*<FONT
face="Courier New" color=#ff00ff size=1>100<FONT face="Courier New"
size=1>);
MAES=IIf<FONT
face="Courier New" size=1>(<FONT face="Courier New" color=#0000ff
size=1>Ref(Cover,-<FONT
face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New"
size=1>),((ss/<FONT face="Courier New" color=#0000ff
size=1>BarsSince(<FONT
face="Courier New" color=#0000ff size=1>Ref<FONT face="Courier New"
size=1>(Short,-<FONT face="Courier New" color=#ff00ff
size=1>1)))/<FONT
face="Courier New" color=#0000ff size=1>Ref<FONT face="Courier New"
size=1>(eshort,-<FONT face="Courier New" color=#ff00ff
size=1>1))*<FONT
face="Courier New" color=#ff00ff size=1>100<FONT face="Courier New"
size=1>,((ss/<FONT face="Courier New" color=#0000ff
size=1>BarsSince(<FONT
face="Courier New" color=#0000ff size=1>Ref<FONT face="Courier New"
size=1>(Short,-<FONT face="Courier New" color=#ff00ff
size=1>1)))/eshort)*<FONT
face="Courier New" color=#ff00ff size=1>100<FONT face="Courier New"
size=1>);
Plot(<FONT face="Courier New"
size=1>MAes,<FONT color=#ff00ff
size=1>"lb",<FONT face="Courier New"
size=1>colorRed,<FONT face="Courier New"
size=1>styleHistogram);<FONT color=#0000ff
size=1>
Plot(<FONT face="Courier New"
size=1>MAEL,<FONT color=#ff00ff
size=1>"lb",21<FONT
size=1>,styleHistogram<FONT
size=1>);
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