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Dave- sure did. Thought I would add
some different perspective.
I tried your code, but it does not seem to
work. I plotted “stoploss” and even “C-stoploss”
but it does not seem to do what is intended. I have a long only system,
so first added Short = 0; then changed to BarsSince(Sell) but can not make it
do anything. No errors, just the plots look screwy.
The concept is important and valid.
I just must not be applying it correctly. I will play with it some more
because I am at the point in my system development where I will be testing
stops, and the concept of what you are talking about is important.
Ken
-----Original Message-----
From: Dave Merrill
[mailto:dmerrill@xxxxxxx]
Sent: Friday, December 12, 2003
11:01 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] exiting flat
positions
<span
>Ken, did you see
the code I posted in starting this thread? It's a pretty simple ApplyStop,
starting as a stoploss but rising each bar until it requires more and more
profit to stay in. I'm not 100% sure, but I think it worked as intended, it
just wasn't very profitable with the system I tried it with.
<span
>Dave
.
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