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Dear Traders,
may I please ask for your help - how do I have to program the
following
"trailing stop system" of my broker CMS in AFL, to backtest/optimize
the "n pips" stop values ?
Thank you for your help in advance.
Kind regards
Robert
{Trailing Stop Loss}
TrStopLevel:=If(C=PREV, PREV, If(((Ref(C,-1)<PREV)
AND (C<PREV)), Min(PREV,C*(1+nPips)), If((Ref(C,-1)>PREV)
AND (C>PREV), Max(PREV,C*(1-nPips)), If(C>PREV,C*(1-nPips),C*
(1+nPips)))));
{Signal Up and Down}
Up:= Cross(Close,TrStopLevel);
Down:= Cross(TrStopLevel,C);
{OpenBuy, CloseBuy, OpenSell, CloseSell}
OpenBuy:= Up and (eventCount('OpenBuy')= eventCount('CloseBuy'));
CloseBuy:= Down and (eventCount('OpenBuy')>eventCount('CloseBuy'));
OpenSell:= Down and (eventCount('OpenSell')= eventCount
('CloseSell'));
CloseSell:= Up and (eventCount('OpenSell')>eventCount('CloseSell'));
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