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Hi Howard,
Something seems te be wrong in the
code.
Line 102, Column 3:// mp is market
position at any given time -- initially flat
// 0 == flat; 1 == long; -1 ==
short;
Mp[--^
Error 23.Syntax error
Sjaak
<LABEL id=HbSession
SessionId="1328100243">
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Howard
Bandy
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Cc: <A title=howardbandy@xxxxxxxxx
href="">howardbandy@xxxxxxxxx
Sent: Sunday, January 11, 2004 10:56
PM
Subject: [amibroker] Exit Study -- afl
code attached
Greetings all --Included with this message is my
code for application of parabolic stopexits and profit target limit
exits. This version is a lot more complexthan the version I posted
on December 14, 2003. This version handles bothlong and short
trades. The comment section at the beginning of the codegives the
details.I have examined "scans", "explorations" and "trade lists" for
many tickersand believe that all the code is consistent. If any of
you find any errors,please let me know as soon as possible so I can
correct them. There are many ways to set the initial conditions
for the parabolic stop.In this version, I set it a multiple of the three
day ATR away from theentry. As the trade progresses, the stop moves
upward (for a long trade),creating a floor under the trade.
There are many ways to set up a profit target (limit order)
exit. In thisversion, I set it at 7% above (for a long trade) the
entry. As the tradeprogresses, if the closing prices continue to
increase, the limit stays atits initial value. If the closing prices
start moving away from the limitprice, the limit moves closer each
day. Eventually the stop order and limitorder will converge and
force the exit.Here is a tool to test exits. The code enters
based on a moving averagecrossover, but also includes "commented out" code
for perfect (good)entries, perfect (bad) entries, and random
entries. So you can try out anypattern or indicator scheme or random
with ease.OK Guys, and Gals. Let's hear about the performance of
some of the exitsyou have been thinking about. Let me recommend that
all posts regardingthis study have "Exit Study" in the subject
line.If anyone has an idea that they cannot get to work, send it on to
me andI'll code it up. I hope there will be lots of public postings,
but I willrespect requests for
confidentiality.Thanks,HowardSend BUG
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