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Hello,
I am not sure to have done a correct interpretation
of Prev but it is a begin
Stephane
TrStop[0<FONT
size=1>]=Null;
nP=0.<FONT face="Courier New"
color=#ff00ff size=1>1;<FONT color=#800000
size=1>
for(i=1<FONT
size=1>;i<BarCount;i++)
{
if<FONT
size=1>(C[i]==TrStop[i-1<FONT
size=1>])
{
TrStop[i]=TrStop[i-1<FONT
size=1>];
}
else
{
if<FONT
size=1>(C[i-1<FONT
size=1>]<TrStop[i-1]
&& C[i]<TrStop[i-<FONT color=#ff00ff
size=1>1])
{
TrStop[i]=Min<FONT
size=1>(TrStop[i-1<FONT
size=1>],C[i]*(1<FONT
size=1>+nP));
}
else
{
if<FONT
size=1>(C[i-1<FONT
size=1>]>TrStop[i-1]
&& C[i]>TrStop[i-<FONT color=#ff00ff
size=1>1])
{
TrStop[i]=Max<FONT
size=1>(TrStop[i-1<FONT
size=1>],C[i]*(1<FONT
size=1>-nP));
}
else
{
if<FONT
size=1>(C[i]>TrStop[i-1<FONT
size=1>])
{
TrStop[i]=C[i]*(1<FONT
size=1>-nP);
}
else
{
TrStop[i]=C[i]*(1<FONT
size=1>+nP);
}
}
}
}
}
Up= Cross<FONT
size=1>(Close,TrStop);
Down= Cross<FONT
size=1>(TrStop,C);
/*
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)))));
*/
Plot(C,<FONT color=#ff00ff
size=1>"",1<FONT
size=1>,64<FONT
size=1>);
Plot(TrStop,<FONT color=#ff00ff
size=1>"TrStop",<FONT color=#ff00ff
size=1>2,1<FONT
size=1>);
PlotShapes(<FONT color=#0000ff
size=1>IIf(<FONT face="Courier New"
size=1>up,
shapeUpArrow,shapeNone),colorGreen,<FONT
color=#ff00ff size=1>0,L,-<FONT color=#ff00ff
size=1>10);
PlotShapes(<FONT color=#0000ff
size=1>IIf(<FONT face="Courier New"
size=1>down,
shapeDownArrow,shapeNone),colorRed,<FONT
color=#ff00ff size=1>0,H,-<FONT color=#ff00ff
size=1>10);
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
rocou
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 23, 2004 8:47
AM
Subject: [amibroker] CMS Trailing Stop
System in AFL
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 regardsRobert{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'));Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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__________
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by NOD32 antivirus system.<A
href="">http://www.nod32.com
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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