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Hi Eugene –
Here you go.
If you sign up for individual emails, the
attachments come with them.
Howard
-----Original Message-----
From: epintoem
[mailto:epintoem@xxxxxxxxx]
Sent: Monday, January 12, 2004
5:48 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Exit
Study -- afl code attached
<font size=2
face="Courier New">Howard,<font
size=2 face="Courier New">
Could you please mail me the code....
epintoem@xxxxxxxxx
Thanks
Eugene
--- In amibroker@xxxxxxxxxxxxxxx,
"jtelang" <jtelang@xxxx> wrote:
> Howard,
>
> Could you please add it to the files section
or mail it to me
> directly?
>
> Thanks.
>
> Jitu
>
> --- 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<span
>
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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Attachment:
Sys__Parabolic Stop and Profit Target.afl
Attachment:
Description: "Description: Binary data"
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