[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] IsNotThere(Array or Ref(Array,-1) or Ref(Array,-1) or



PureBytes Links

Trading Reference Links

For backtesting, what would the code look like in a more complex exit
strategy, say with the following rules:

1) Have a max. stop loss for initial N bars from entry bar.

2) If the trade is profitable after N bars and the profit lies between
x and y percent, take profits

3) If the trade is profitable after N bars but the profit is higher
than y percent, switch to trailing stop

4) Beyond N bars, if the open profit exceeds a certain level, tighten
trailing stop - and this is also the point where I'd love to have a
pyramiding capability.

Any help would be appreciated!

kw



Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
     http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
     amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
     http://docs.yahoo.com/info/terms/