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Stephane,
Thanks but I either didn't get the attachment of I don't know how to
retrieve it. I see the following at the end of your post:
Attachment (not stored)
Rem Buy Afl.afl
Type: application/octet-stream
Perhaps my anti-virus software stripped it off ???
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<s.carrasset@xxxx> wrote:
> Hello,
>
> Herman & daniel
>
> attached is the afl code for a trailing stop initialized on a
profit.
> it was a c++ code, but now with the loops in afl it is not
difficult to
> translate it in afl.
> only for long side. I was lazy to translate the short side this
morning.
>
> the code includes a stoploss ( in case you never reach the profit
^_^ ...).
>
> stephane
>
> ----- Original Message -----
> From: "danielwardadams" <danielwardadams@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, April 09, 2004 7:41 PM
> Subject: [amibroker] Re: Real-Time Trading System Examples
>
>
> > Stephane,
> > I'd be interested in your script.
> >
> > TIA
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> > <s.carrasset@xxxx> wrote:
> > > Hermann,
> > >
> > > I have never used EOD indicators with intradays trading system.
> > > But, I see now your problem...
> > > I put in the same workspace EOD and intradays datas
> > > go to file/database settings and set base time interval to 1
minute.
> > >
> > > and compare the values of simple moving average of an EOD ticker
> > > price=Foreign("999150","C");
> > > Plot(MA(price,20),"",colorRed,styleLine);
> > > Plot(MA(price,5),"",colorGreen,styleLine);
> > >
> > > on an intraday ticker.
> > > the Chart returns very strange values...
> > >
> > >
> > > For your trailing stop, activated only when a profit is
reached, I
> > > have a script that i can send to you
> > >
> > > stephane
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > <psytek@xxxx> wrote:
> > > > [d]Or are you trying to take an EOD system and trying to make
> > your
> > > system
> > > > "more granular" and pick the same patterns in intraday data?
> > > >
> > > > I am mainly trying to improve Entries and Exits, i am not
looking
> > > for
> > > > patterns. The systems work fine in EOD but I observed on the
RT
> > > charts that
> > > > i often miss locking in some really nice profits that fade
before
> > I
> > > exit. So
> > > > i want to code in Trailing stops that activate at a certain
> > profit
> > > and than
> > > > exit when the price drops back a bit. For example, if my
profits
> > > reaches 2%
> > > > during the first two hours of the trade, then i want to
activate
> > a
> > > Stop and
> > > > exit when my profits drop back to 1.5%. ApplyStops cannot be
used
> > > in very
> > > > short-term (1-3 days) trading because on the day of exit it is
> > > unknown which
> > > > came first, the High or the Low, or with profit stops, how
many
> > > dips there
> > > > were during the day that would have terminated the trade. RT
data
> > > is needed
> > > > to develop proper stops. limits, etc. with the short trades i
use.
> > > >
> > > > If i trade 1-3 times a week and i might be able to reduce my
> > > exposure by 50%
> > > > if I managed to get out based on profits instead of timing. I
> > would
> > > prefer
> > > > overall less profits if it came with less exposure. Also, the
> > > strength of
> > > > signals fades pretty fast... have you ever tested your n-Bar
> > > profits? i.e.
> > > > profits made on the 1st, 2nd and 3rd day? You can vary the
entry
> > > delay and
> > > > use n-Bar stops to limit the trade duration, that way you
> > > can "isolated"
> > > > single days (profits) of your trade. For me, typical profit
> > > distributions
> > > > might be 65% 25% 10% for a system with an average of 3-bar
> > trades.
> > > So the
> > > > first day obviously has the greatest profit potential at the
> > least
> > > exposure.
> > > > IMHO, short term signals have a limited life-time: after a
> > certain
> > > number of
> > > > days you are just hoping to get lucky :-) knowing your n-Bar
> > > profits may
> > > > help you decide whether it is worth it (risk) to stay in a
trade
> > or
> > > not.
> > > >
> > > > [d] IMHO you are in un-charted waters as far as AB goes.
> > > >
> > > > We got some smart cookies on this list, I just can't believe
that
> > > nobody is
> > > > working on this; it appears the obvious way to keep your EOD
> > system
> > > working
> > > > now that RT trading is catching on. So I hope you are wrong on
> > this
> > > one :-)
> > > >
> > > > h
> > > > -----Original Message-----
> > > > From: dingo [mailto:dingo@x...]
> > > > Sent: Friday, April 09, 2004 11:21 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: RE: [amibroker] Real-Time Trading System Examples
> > > > Importance: High
> > > >
> > > >
> > > > IMHO you are in un-charted waters as far as AB goes.
> > > >
> > > > Are you trying to come up with a system to do backtesting
with
> > or
> > > one to
> > > > monitor trades / manage stops for real-time trading? Or are
you
> > > trying to
> > > > take an EOD system and trying to make your system "more
granular"
> > > and pick
> > > > the same patterns in intraday data?
> > > >
> > > > d
> > > >
> > > >
> > > > --------------------------------------------------------------
----
> > --
> > > --------
> > > > From: Herman van den Bergen [mailto:psytek@x...]
> > > > Sent: Friday, April 09, 2004 11:14 AM
> > > > To: AmiBroker YahooGroups
> > > > Subject: [amibroker] Real-Time Trading System Examples
> > > >
> > > >
> > > > Would anybody have some example code for Real Time trading
> > > systems? I
> > > > have considerable trouble converting EOD systems to RT data -
> > tried
> > > too many
> > > > ways to mention but always hit a snag at some advanced point.
My
> > > problem
> > > > areas are:
> > > >
> > > > 1) Converting or duplicating EOD signals to RT, I need
this
> > > because EOD
> > > > data prices are more accurate than those I get from RT
sources.
> > > > 2) Running the basic EOD system in RT, i.e. reproduce EOD
> > > signals in RT.
> > > > I want this as a verification stage before trying to enhance
the
> > > system with
> > > > RT data
> > > > 3) Custom coding Profit targets, Limit Prices and Stops.
> > > > 4) Optimizing entry points by using Pre/after hours
trading
> > > and/or using
> > > > delayed/early entries and exits.
> > > > 5) Showing EOD Arrows (derived from EOD data, not from RT
> > data)
> > > on my
> > > > minute charts.
> > > >
> > > > If anybody has example code or reference URLs to share
that
> > > would be
> > > > much appreciated.
> > > >
> > > > Also, i am beginning to wonder how many subscribers, if
any,
> > > have
> > > > actually solved the above problems. If you have done so
perhaps
> > you
> > > can
> > > > share this simple fact (no code needed), knowing that it has
been
> > > done
> > > > successfully is a great motivator :-)
> > > >
> > > > TIA and best regards,
> > > > herman.
> > > >
> > > >
> > > >
> > > >
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