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Howard,
The variable Mp is blue in the code with me and
that seems to the problem.
I changed Mp <FONT
color=#000000>in Mpos and everyting works fine.
Thank you for the excellent code.
Sjaak
PS. Yuki did you have the same
problem?
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
sjaak
haasnoot
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, January 11, 2004 11:16
PM
Subject: Re: [amibroker] Exit Study --
afl code attached
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;
<FONT
color=#0000ff>Mp[--^
Error 23.Syntax error
Sjaak
<LABEL id=HbSession
SessionId="3485606479">
<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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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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(Web page: http://groups.yahoo.com/group/amiquote/messages/)
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