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Howard,
I am obviously doing something silly with your code but I get a Syntax
error(error23) at line 84, Mp[ .Any help appreciated.
thanks
Nick
----- Original Message -----
From: "Howard Bandy" <howardbandy@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Cc: <howardbandy@xxxxxxxxx>
Sent: Monday, January 12, 2004 8:56 AM
Subject: [amibroker] Exit Study -- afl code attached
> 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
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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