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Below is my code for the SafeZone Short Stop. I realize others have
posted their code, but this one works well for me. My problem is
that I noticed the last few days the the stop line is <EMPTY> for the
Dec Eurodollar Futures. I have noticed this from time to time in
other futures contracts, but after 5 or 6 sessions the lines
magically reappear. Any reason why? Is there a flaw in my ALF?
Here's the code:
// SafeZone Stop
SPeriod = 10; SCoeff = 2; SHolding = 5;
ADP = Sum(IIf(H>Ref(H,-1),H-Ref(H,-1),0),SPeriod)/Sum(IIf(H>Ref(H,-
1),1,0),SPeriod);
SFShortStop = High + (SCoeff * Ref(ADP,-1));
SafeZone = LLV(SFShortStop, SHolding);
Plot(Close,"",1,64);
Plot(SafeZone,"SafeZone Short Stop",colorRed,styleLine);
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