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Stephane,
Thanks for your help and contribution. I was away last week and
today was the first chance I had to check the forum. I will
download the new files and go to work with them.
Rob
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<nenapacwanfr@xxxx> wrote:
>
> Rob,
>
> I have uploaded the rembuy with a help file in 3rd section
> the doc is also below
> ther is only a long side, I'll do the short side tomorrow)
>
> stephane
>
>
>
> REMBUY
>
> Thanks to Christian Baude who helps me to translate.
>
> 1-RemBuy TRAIL for LONG position
>
> scRemBuyTrail is a DLL which allows you to manage your exits
> depending on your buyprice,
> This DLL will eliminate the new buy signals as long as the existing
> position is not completed.
>
> Entry and Exit are possible on the same bar
>
> The DLL contains 8 parameters :
>
> scRemBuyTrail(Buy,Entryprice,
> StopPrice,StopLoss,TrailStop,
> Target,Count,CloseBars);
>
> 1-Buy is the buy peak signal which corresponds to the open position
> bar.
>
> 2-Entryprice is your Buyprice (Close or a Buystop – in this
case,
in
> order to manage gaps, remember to write
> Max( BuyStop, open) )
>
> 3- StopPrice is the price that will trigger stops ( StopLoss et
> TrailingStop)
> the two options are either Close or Low , for example, choose Low
<=
> stopLoss or Close <= stopLoss
>
> 4- StopLoss keeps the same value during the trade (open position).
>
> 5- Trailingstop is started on the day of the buy peak signal, it
> gives the highest value reached by your trailing stop since the buy
> peak signal HighestSince(Buy,Trailstop);
>
> 6-Target is a profitprice whose exit is managed by H>Target, it
keeps
> the same value for the whole trade (open position).
> This target can be expressed in % of entryprice
> Target=entryprice*1.10 ;
> It can be written as a value Target=entryprice + 2*atr(10) ;
> It can be written in as Risk compared to stoploss
>
> Pf=2;/*profit factor for target*/
> Target= (1+Pf)*Entryprice - Pf*stopLoss;
>
> 7-Count is a counter (timer), which will generate an exit after n
> bars, by default this option is disable with -1 as value
> But if you want exit on the second bars after entry bar write
> scRemBuyTrail(Buy,Entryprice,
> StopPrice,StopLoss,TrailStop,
> Target,2);
>
> 8-CloseBars is another counter(timer) which will generate an exit
> after n bars IF the Close < Entryprice, by default this option is
> disable.
> for example if you write 10 bars that means that if after 10 bars
the
> close is below the entryprice.
> scRemBuyTrail(Buy,Entryprice,
> StopPrice,StopLoss,TrailStop,
> Target,-1,10);
>
>
>
> IN SUMMARY, THE EXIT OCCURS :
>
> - if the stoploss is hit ( <= ) by the low or the close (option)
>
> - if the trailingstop is hit (<=) by the low or by the close
> (option)
>
> - if the gain is achieved (H>TargetPr)
>
> - after n bars with option Count option
>
> - after n bars, with CloseBars option if the close is < entryprice
>
>
> SOME OPTIONS CAN BE DELETED :
>
> 1/If you do not want any stoploss , you have to enter a value such
> that never Low < stoploss
> stoploss=-1 ;
>
> 2/If you do not want any trailingstop, similarly
> trailingstop=-1 ;
>
> 3/If you do not want a target, you have to give a value such that
> never High > Target
> target=C*1e10 ;
>
> 4/ If you do not want any exit on a number of bars or If you do
not
> want any exit after a number of bars
> Bars= -1 ;
> Count=10000 ;
> These two options are not active by default.
>
> ONCE THESE PARAMETERS ARE ENTERES INTO The DLL,
> The DLL RETURNS
>
> a/ TrailPr, SellPr , TargetPr , StopLossPr which allows you to
> visualize and control the stops on the chart.
>
> b/ EntryLong and exitLong Is the reason why you immediately write
> after the DLL
>
> Buy=EnterLong;
> Sell=ExitLong;
>
> c/ Sellpr gives the exit price while wathching for gaps à Open
for
> the stops ( stoploss, trailingstop, target) and gives the close of
> the day for exit based on a number of bars ( counter and bars)
>
> WHAT REMAINS IS TO SPECIFY (ENTER) YOUR BUYPRICE AND SELLPRICE
>
> if you take a position on the day of the signal ( since your system
> works with a buystop)
>
> Buy=EnterLong;
> Sell=ExitLong;
>
> Buyprice=Close // or Entryprice
> Sellprice=Close// or Sellpr
>
> If you enter (or exit) on the following bar, on Open
>
> EITHER you write:
>
> Buy=Ref(EnterLong,-1);
> Sell=Ref(ExitLong,-1);
> BuyPrice=Open;
> SellPrice=Open;
>
> OR you add:
> SetTradeDelays (1,1,0,0);
> with
> Buy=EnterLong;
> Sell=ExitLong;
> BuyPrice=Open;
> SellPrice=Open;
>
> EXAMPLE
>
>
> Title=Name() + " RemBuy TRAIL" ;
> Buy= DayOfWeek()==5 ; /* you must convert it to one bar peak*/
>
> Entryprice= Close;
> 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= LLV(L,3);
> /* you must give your stoploss as an array, you don't need of
> valuewhen the dll makes it for you*/
>
> /* 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, 2, 1 );
> Trailstop=
> IIf( stop==1, L-3*StDev(C,20),
> IIf( stop==2, L-3*ATR(30),scCBLLong(5)));
>
> Target= Entryprice+3*ATR(20);
> /* you can disable it with an impossible target ( C*1e10) */
>
> /* KEEP the ORDER++++*/
> scRemBuyTrail(Buy,Entryprice,StopPrice,StopLoss,TrailStop,Target;
> Buy=EnterLong;
> Sell=ExitLong;
> BuyPrice=Entryprice;
> SellPrice=SellPr;/*sellpr array is given by the dll, it is Close if
> you
> choose exit on bar, Close if you choose Close as stopprice, stop OR
> Open ( if gap) if you choose Low as stopprice */
>
>
>
> /* Plot the # STOPS*/
>
> Plot(ValueWhen(Sell,SellPrice),"",colorYellow,1);
> Plot(ValueWhen(Buy,BuyPrice),"",colorWhite,1);
> Plot(StopLosspr,"StopLoss",colorRed,1);
> Plot(TrailPr,"Trailingprice",colorGreen,1);
> Plot(TargetPr,"Targetprice",colorBlue,1);
>
> PlotShapes(IIf(Buy, shapeUpArrow,shapeNone),colorGreen,0,L,-20);
> PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorRed,0,H,-20);
> Plot(C,"",1,64);
>
> REMSHORT
>
> 1-RemSHORT TRAIL
>
> NOT UPDATED
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