[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] exiting flat positions



PureBytes Links

Trading Reference Links




<FONT 
size=2>Ken,
 
I have not followed the whole thread but the 
following code excerpts can plot a line
while using the noted format of 
ApplyStop.
 
Keep in mind that due to the last parameter of 
ApplyStop, the stop loss point can 
trail up and down.  The long ATR period 
tends to keep that in check.
 
Regards,
 
Tony

LY = <FONT face=Arial 
color=#0000ff>Optimize(<FONT 
face=Arial color=#ff6820>"ATR Period"<FONT face=Arial 
color=#800080>,40<FONT face=Arial 
color=#800080>,40<FONT face=Arial 
color=#800080>,40<FONT face=Arial 
color=#800080>,1<FONT face=Arial 
color=#800080>); 
LZ = <FONT 
face=Arial color=#0000ff>Optimize<FONT face=Arial 
color=#800080>("Stop 
Multiplier",<FONT face=Arial 
color=#ff00ff>4,<FONT face=Arial 
color=#ff00ff>4,<FONT face=Arial 
color=#ff00ff>4,<FONT face=Arial 
color=#ff00ff>1); 

TrailStop = <FONT face=Arial 
color=#0000ff>Ref(<FONT face=Arial 
color=#0000ff>ATR(LY) * LZ,-<FONT 
face=Arial color=#ff00ff>1<FONT face=Arial 
color=#800080>); 
ApplyStop<FONT 
face=Arial color=#800080>(stopTypeTrailing<FONT 
face=Arial color=#800080>, stopModePoint<FONT 
face=Arial color=#800080>, TrailStop, True<FONT 
face=Arial color=#800080>, True<FONT 
face=Arial color=#800080>);<FONT face=Arial 
color=#800080>
StopLoss =<FONT face=Arial 
color=#0000ff>Min(<FONT face=Arial 
color=#0000ff>HighestSince(<FONT 
face=Arial>Buy==<FONT face=Arial 
color=#ff00ff>1,<FONT 
face=Arial>High,<FONT face=Arial 
color=#ff00ff>1)-TrailStop,<FONT 
face=Arial>Open);
<FONT face=Arial 
color=#0000ff>Plot(StopLoss,<FONT 
face=Arial color=#ff6820>"Stop Loss"<FONT face=Arial 
color=#800080>,colorRed<FONT face=Arial 
color=#800080>,1<FONT face=Arial 
color=#800080>);
 
>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.
<FONT face=Arial color=navy 
size=2>>Ken
 






Yahoo! Groups Sponsor












Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html



Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.