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Tomasz,
I understand your first point about Volatile=True. As far as
modifying BuyPrice and SellPrice, I took those two lines:
BuyPrice=Max(BuySTOP,Low);
SellPrice=Min(SellSTOP,High);
directly from the user guide. Am I missing something obvious here?
Thanks, Jim
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> No the code is incorrect.
> If you use Volatile = False (and you do in your code)
> the value of stop is locked at entry bar it
> it does not change during the trade.
>
> You would need to use Volatile = True.
>
> Second error is modifying BuyPrice and SellPrice arrays.
> These are reserved variable names. Should be used
> as INPUT for backtester to change the prices of ordinary
> entries/exits (not exits by stop).
>
> As I wrote already the stop you want to achieve could
> be programmed with the loop that I already posted code for.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "jwilsonp2a" <j1wilson@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, October 25, 2003 3:08 AM
> Subject: [amibroker] Re: trailing stop question from new user
>
>
> >
> > Tomasz,
> >
> > Can you please comment on this, from my earlier post?
> >
> > I seem to have a workaround, after finding that I could
> > vary the trailing stop percentage with a variable:
> > (comments please !!)
> >
=====================================================================
> >
=====================================================================
> > SellSTOP=(ValueWhen(Buy,Ref(High,-1),N=1));
> > /* LOCK IN A FIXED STOP PRICE ON DAY OF ENTRY */
> >
> > BuyPrice=Max(BuySTOP,Low);
> > SellPrice=Min(SellSTOP,High);
> >
> > profit_percent=((100 * (High - BuyPrice)/BuyPrice) >= 10);
> >
> > trail_stop_percent=IIf(profit_percent,3,100);
> >
> > ApplyStop(2,1,trail_stop_percent,True,False);
> > /* IF PROFIT IS AT LEAST 10%, USE 3% TRAILING STOP, ELSE 100% */
> >
> > Sell=Close < SellSTOP;
> > /* OTHERWISE USE ABSOLUTE STOP LOSS OF Inside Day High ON SETUP
*/
> >
> >
=====================================================================
> >
=====================================================================
> >
> >
> >
=====================================================================
> >
=====================================================================
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> > wrote:
> > > Hello,
> > >
> > > ApplyStops can be either enabled or disabled.
> > > You can not change this bar-by-bar.
> > >
> > > Instead write a code that uses a loop as shown in the User's
Guide
> > for profit target.
> > >
> > > /* 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;
> > > }
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "jwilsonp2a" <j1wilson@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Thursday, October 23, 2003 9:04 AM
> > > Subject: [amibroker] trailing stop question from new user
> > >
> > >
> > > >
> > > > Hi,
> > > >
> > > > I am trying to implement a two tiered stop loss, one part
being
> > a
> > > > trailing stop, the other a fixed stop. I want a 3% trailing
stop
> > if
> > > > I am at least 10% profitable, else I want a fixed stop loss
> > price.
> > > >
> > > > I thought I had it, but can't quite figure out how to
utilize a
> > > > variable in the ApplyStop(2,x,3,true,false) command. It is
> > the "x" I
> > > > just showed that needs to be a 1 to enable, or a 0 to
disable.
> > > >
> > > > Here is a portion of my code:
> > > >
> > > > ==================================================
> > > > .
> > > > .
> > > > .
> > > > BuyPrice = Max(BuySTOP,Low);
> > > > SellPrice = Min(SellSTOP,High);
> > > >
> > > > profit_ten_percent = (((High - BuyPrice)/BuyPrice) >= 0.10);
> > > > enable_stop = IIf(profit_ten_percent,1,0);
> > > >
> > > > ApplyStop(2,enable_stop,3,True,False);
> > > > Sell = Cross(SellPrice,Low);
> > > > ==================================================
> > > >
> > > > It's the "enable_stop" variable that fouls this up. Is this
> > strategy
> > > > even possible? I would greatly appreciate any help on this.
> > > >
> > > > Thank you, Jim
> > > >
> > > >
> > > >
> > > >
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