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Hi,
I played around with AB and have what I think is the solution to my
question. Could someone verify the following code , please?
Sell=0<FONT
size=1>;
//Sell = 0 ; // exit only by stops
stp=Optimize<FONT
size=1>("ProfitStop"<FONT
size=1>,50,<FONT
color=#ff00ff size=1>2,<FONT color=#ff00ff
size=1>50,1<FONT
size=1>);
stt=<FONT color=#0000ff
size=1>Optimize(<FONT color=#ff00ff
size=1>"TrailingStop",<FONT color=#ff00ff
size=1>9,2<FONT
size=1>,50,<FONT
color=#ff00ff size=1>1);<FONT face="Courier New"
size=1>
stl=<FONT
face="Times New Roman">Optimize<FONT
face="Times New Roman">(<FONT color=#ff00ff
size=1>"Stop<FONT face="Courier New" color=#ff00ff
size=1>Loss<FONT color=#ff00ff
size=1>",9<FONT
size=1>,2,<FONT
color=#ff00ff size=1>50,<FONT color=#ff00ff
size=1>1);
ApplyStop( stopTypeProfit,
stopModePercent, stp, True );<FONT color=#0000ff
size=1>
ApplyStop( stopTypeTrailing,
stopModePercent, stt, True );<FONT
face="Courier New" color=#0000ff size=1>
ApplyStop( stopTypeLoss,
stopModePercent, stt, True );
Filter=Buy;
profit= <FONT face="Courier New" color=#0000ff
size=1>Equity(<FONT
face="Courier New" color=#ff00ff size=1>0<FONT face="Courier New"
size=1>,-1<FONT
face="Courier New" size=1>)-<FONT face="Courier New" color=#0000ff
size=1>Ref(<FONT
face="Courier New" color=#0000ff size=1>Equity<FONT
face="Courier New" size=1>(<FONT face="Courier New" color=#ff00ff
size=1>1,-<FONT face="Courier New"
color=#ff00ff size=1>1),-<FONT
face="Courier New" color=#ff00ff size=1>1<FONT face="Courier New"
size=1>);
risk= (stl/<FONT face="Courier New" color=#ff00ff
size=1>100)* <FONT
face="Courier New" color=#0000ff size=1>Ref<FONT face="Courier New"
size=1>(<FONT face="Courier New" color=#0000ff
size=1>Equity(<FONT
face="Courier New" color=#ff00ff size=1>0<FONT face="Courier New"
size=1>,-1<FONT
face="Courier New" size=1>),-<FONT face="Courier New" color=#ff00ff
size=1>1) ;
Stoploss= (stl/<FONT face="Courier New" color=#ff00ff
size=1>100)* <FONT
face="Courier New" color=#0000ff size=1>Equity<FONT
face="Courier New" size=1>(<FONT face="Courier New" color=#ff00ff
size=1>0,-<FONT face="Courier New"
color=#ff00ff size=1>1)
;
AddColumn(C,<FONT
face="Courier New" color=#ff00ff size=1>"Close"<FONT face="Courier New"
size=1>,1.2<FONT
face="Courier New" size=1>);<FONT face="Courier New" color=#0000ff
size=1>
AddColumn(profit,<FONT
face="Courier New" color=#ff00ff size=1>"$ Profit"<FONT
face="Courier New" size=1>,<FONT face="Courier New" color=#ff00ff
size=1>1.2);
<FONT face=Arial
size=3>Thanks,
<FONT face=Arial
size=3>Greg
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Greg
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">AmiBroker@xxxxxxxxxxx
Sent: Tuesday, November 11, 2003 2:02
AM
Subject: [amibroker] Prosizer
Question
Hi,
I was looking over the website for Prosizer and It looks to me that I
would need to put in the following data to use the program.
$ amounts of
Profit Risk
Volatility
Do I understand this correctly? How would I get this information out of
Amibroker?
Any help would be appreciated :)
GregSend
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