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Hi rocou,
this may help
<TABLE
cellSpacing=0 cellPadding=0 border=1>
<TD
vAlign=top width=289>
<FONT
face="Times New Roman"><FONT
color=#008000>Metastock<?xml:namespace prefix = o ns =
"urn:schemas-microsoft-com:office:office"
/>
<TD
vAlign=top width=306>
<FONT
face="Times New Roman"><FONT
color=#008000>AmiBroker
<TD
vAlign=top width=289>
<SPAN
>Input(“prompt”,min,max,default)
<TD
vAlign=top width=306>
<SPAN
>Param(“prompt”,default,min,max,step)
<TD
vAlign=top width=289>
<SPAN
>MOV(?,?,E)
<TD
vAlign=top width=306>
<SPAN
>EMA(?,?)
<TD
vAlign=top width=289>
<SPAN
>MOV(?,?,S)
<TD
vAlign=top width=306>
<SPAN
>MA(?,?)
<TD
vAlign=top width=289>
<SPAN
>:=
<TD
vAlign=top width=306>
<SPAN
>=
<TD
vAlign=top width=289>
<SPAN
>expression
<TD
vAlign=top width=306>
<SPAN
>Plot(expression,....)
<TD
vAlign=top width=289>
<SPAN
>{comment}
<TD
vAlign=top width=306>
<SPAN
>//
comment
<TD
vAlign=top width=289>
<SPAN
>{comment}
<TD
vAlign=top width=306>
<SPAN
>/*
comment */
<TD
vAlign=top width=289>
<SPAN
>Z
=(A*B)+(C*PREV);
<TD
vAlign=top width=306>
<SPAN
>Z
= AMA2( A(rray), B, C );
<TD
vAlign=top width=289>
<SPAN
>x
= FactorA*Close+(FactorB*PREV(x));
<TD
vAlign=top width=306>
<SPAN
>x
=
AMA2(Close,FactorA,FactorB);
-john
----- Original Message -----
From: "rocou" <<A
href=""><FONT face=Arial
size=2>rocou@xxxxxxxxx>
To: <<A
href=""><FONT face=Arial
size=2>amibroker@xxxxxxxxxxxxxxx<FONT face=Arial
size=2>>
Sent: Friday, April 23, 2004 12:18 PM
Subject: [amibroker] Re: CMS Trailing Stop System
in AFL
<FONT face=Arial
size=2>Hello Stephane, thanks for your answer. The definition of "PREV"
and "Ref" is:PREVThe PREV constant allows you to create
self-referencing formulas. A self referencing formula is one that is able to
reference the "previous" period''s value of itself.RefReferences
a previous OR subsequent element in a DATA ARRAY. A positive PERIOD
references "n" periods in the future; a negative PERIOD references "n"
periods ago.So how could we "translate" these formula from CMS´s
language into AFL ?The trading system should look like this - we
still have to substitute "PREV" and "Ref"
..._________________________________________________________________nPips=Optimize("nPips",1,1,50,1);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)))));Buy
= Cross(Close,TrStopLevel);Sell = Cross(TrStopLevel,Close);Short =
Cross(TrStopLevel,Close);Cover =
Cross(Close,TrStopLevel);PositionSize =
100000;_________________________________________________________________Thanks
for your help again in
advanceRegardsRobert--- In <A
href=""><FONT face=Arial
size=2>amibroker@xxxxxxxxxxxxxxx, "Stephane
Carrasset" <<FONT face=Arial
size=2>s.carrasset@x...> wrote:>
Hello,> > I am not sure to have done a correct interpretation of
Prev but it is a begin> > Stephane> > >
> TrStop[0]=Null;> > nP=0.1;> >
for(i=1;i<BarCount;i++)> > {> >
if(C[i]==TrStop[i-1])> > {> >
TrStop[i]=TrStop[i-1];> > }> > else> >
{> > if(C[i-1]<TrStop[i-1] &&
C[i]<TrStop[i-1])> > {> >
TrStop[i]=Min(TrStop[i-1],C[i]*(1+nP));> > }> >
else> > {> > if(C[i-1]>TrStop[i-1] &&
C[i]>TrStop[i-1])> > {> >
TrStop[i]=Max(TrStop[i-1],C[i]*(1-nP));> > }> >
else> > {> > if(C[i]>TrStop[i-1])>
> {> > TrStop[i]=C[i]*(1-nP);> > }>
> else> > {> > TrStop[i]=C[i]*(1+nP);>
> }> > }> > }> > }>
> }> > > > > > Up=
Cross(Close,TrStop);> > Down= Cross(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,"",1,64);>
> Plot(TrStop,"TrStop",2,1);> > PlotShapes(IIf(up,>
> shapeUpArrow,shapeNone),colorGreen,0,L,-10); > >
PlotShapes(IIf(down,> >
shapeDownArrow,shapeNone),colorRed,0,H,-10); > > -----
Original Message ----- > From: rocou > To:
<FONT face=Arial
size=2>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 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'));> >
> > > > > Send BUG REPORTS to
bugs@x<FONT
face=Arial size=2>...> Send SUGGESTIONS to <A
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