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[amibroker] Re: code for trailing stop



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hello,

/* a sample low-level implementation of Profit-target stop in AFL: 
*/
Buy = DayOfWeek()==5;
priceatbuy=0;
for( i = 0; i < BarCount; i++ )
{
if(priceatbuy > 0)
Buy[i]=0;
 if( priceatbuy == 0 && Buy[ i ] ) 
{
priceatbuy = BuyPrice[ i ];
}
 
 if( priceatbuy > 0 && SellPrice[ i ] > 1.03 * priceatbuy )
 {
  Sell[ i ] = 1;
  SellPrice[ i ] = 1.1 * priceatbuy;
  priceatbuy = 0;
 }
 else
  Sell[ i ] = 0;
 }

Plot(Buy,"",1,1);

<gary_tiger2001@xxxx> wrote:
> How to remove excessive buy signals?
> After buy, it is possible the price never reach 1.1 * priceatbuy. 
> Then another buy signal comes up. How to handle this senario?
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > I had same general issue a few weeks ago.
> > 
> > Tomasz responded with code snippet sample from "What's new in 
> Amibroker":
> > 
> > 
> > /* a sample low-level implementation of Profit-target stop in 
AFL: 
> */
> > Buy = Cross( MACD(), Signal() );
> > priceatbuy=0;
> > for( i = 0; i < BarCount; i++ )
> > {
> > if( priceatbuy == 0 && Buy[ i ] ) 
> > priceatbuy = BuyPrice[ i ];
> > if( priceatbuy > 0 && SellPrice[ i ] > 1.1 * priceatbuy )
> > {
> > Sell[ i ] = 1;
> > SellPrice[ i ] = 1.1 * priceatbuy;
> > priceatbuy = 0;
> > }
> > else
> > Sell[ i ] = 0;
> > }
> > 
> > Change logic from 'Profit Target' to trailing stop of your 
> preference. 
> > 
> > Phsst
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Adrian Zaremba" 
> <headcutter@xxxx>
> > wrote:
> > > Can I find somewhere a code for a trailing stop? I am not 
> talking 
> > > about applystop function but a manually written code, like in 
> > > Tradestation.


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