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If you are reading on the website yahoo does not store attachments with the
emails. You can only get them if you have the posts emailed to you from
yahoo
Cheers,
Graham
http://groups.msn.com/asxsharetrading
http://groups.msn.com/fmsaustralia
-----Original Message-----
From: doedau [mailto:don.edwards@xxxxxxxxxxxxxx]
Sent: Monday, 12 January 2004 5:43 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Exit Study -- attachment not stored
I get 'attachment not stored' message for your afl but others seem to
be reading it ok.
Do you have any idea what causes this?
--- In amibroker@xxxxxxxxxxxxxxx, "Howard Bandy" <howardbandy@xxxx>
wrote:
> Greetings all --
>
> Included with this message is my code for application of parabolic
stop
> exits and profit target limit exits. This version is a lot more
complex
> than the version I posted on December 14, 2003. This version
handles both
> long and short trades. The comment section at the beginning of the
code
> gives the details.
>
> I have examined "scans", "explorations" and "trade lists" for many
tickers
> and 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
the
> entry. 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 this
> version, I set it at 7% above (for a long trade) the entry. As the
trade
> progresses, if the closing prices continue to increase, the limit
stays at
> its initial value. If the closing prices start moving away from
the limit
> price, the limit moves closer each day. Eventually the stop order
and limit
> order will converge and force the exit.
>
> Here is a tool to test exits. The code enters based on a moving
average
> crossover, but also includes "commented out" code for perfect (good)
> entries, perfect (bad) entries, and random entries. So you can try
out any
> pattern or indicator scheme or random with ease.
>
> OK Guys, and Gals. Let's hear about the performance of some of the
exits
> you have been thinking about. Let me recommend that all posts
regarding
> this study have "Exit Study" in the subject line.
>
> If anyone has an idea that they cannot get to work, send it on to
me and
> I'll code it up. I hope there will be lots of public postings, but
I will
> respect requests for confidentiality.
>
> Thanks,
> Howard
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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