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I didn't test this, but something like following should work (or at
least get you started in the right direction) -
Buy = your-buy-condition
Sell = False;
Buy = ExRem(Buy, Sell);
Sell = ExRem(Sell, Buy);
rsiCross = Cross(RSI(), 80);
useTrailStop = BarsSince(rsiCross) < BarsSince(Buy);
stopVal = Min(L, Ref(L, -1));
stopVal = IIf(Buy, stopVal, IIf(useTrailStop, Ref(L, -1), Ref
(stopVal, -1)));
ApplyStop( ... );
Jitu
--- In amibroker@xxxxxxxxxxxxxxx, "avanti12001" <anton.denijs@xxxx>
wrote:
> Hello,
>
> I am testing a trading strategy, but I still need to implement a
stop
> and I don't know how to solve this. Could you please help me?
>
> The conditions for the stop are as follows:
>
> - An initial stop is placed at the lowest value of the date of Buy
or
> the bar before (whichever is lowest)
>
> - If the RSI crosses 80, the initial stop becomes a trailing stop.
> The stop is placed at the lowest value of the day before. If the
> lowest low of the day before is higher than the present value, the
> stop is executed.
>
> Could anyone provide me with a solution or hints to build the above
> situation in Amibroker.
>
> Your help is much appreciated.
>
> Kind regards,
>
> Anton de Nijs
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