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Dave,
I changed the volitility parameter to "True." But when I do an
exploration I see the same thing ... when the price drops below 30
pips of profit it reverts to the 50 pip stop loss (within a single
trade).
James
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> check your parameters for ApplyStop! look at Volatile (this is
straight out
> of the help; put your cursor somewhere within the word ApplyStop
and press
> F1 to see it):
>
> ApplyStop( type, mode, amount, exitatstop, volatile = False )
> volatile -
> decides if amount (or distance) (3rd parameter) is sampled at the
trade
> entry and remains fixed during the trade (Volatile = FALSE - old
behaviour)
> or if can vary during the trade (Volatile = TRUE) (allows single
line
> Chandelier exit implementation)
>
> dave
>
> Getting closer and closer ...
>
> Gary: I used the lastvalue function as you suggested and it
> eliminated the "bad argument" error. Thanks!
>
> Dave: You were right that I wasn't using "Buyprice" correctly. I
was
> able to get what I wanted by making a new variable "priceatbuy."
> Thanks!
>
> And I tweaked a couple of other things. But now I have another
> problem I'm trying to work through. To restate what I'm trying to
> do ... I want a 50 pip stoploss, but once I have 30 pips of
> profit I want to switch to a 20 pip trailing stop. Here is the
code
> in it's current state:
>
> Buy = Cross(EMA(Close,12),EMA(Close,26));
> Short = Cross(EMA(Close,26),EMA(Close,12));
> Sell = Short;
> Cover = Buy;
> PositionSize=100000;
> priceatbuy=ValueWhen(Buy,BuyPrice,1);
> Var1=IIf(High>=(priceatbuy+0.003),2,0);
> Var2=IIf(High>=(priceatbuy+0.003),0.002,0.005);
> ApplyStop(LastValue(Var1),2,Var2,True,False);
>
> My problem is that the trailing stop doesn't stick. If the profit
> for a trade goes back below 30 pips it reverts to the 50 pip stop
> loss. What I want to backtest is that the trailing stop (once
> triggered) remains throughout that particular trade. Then the
next
> trade starts with the 50 pip simple stop loss. Any ideas?
>
> All help is truly appreciated!
>
> James
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