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I think the chadelier exit <=> <FONT
color=#ff0000>volatil=true in
applystop:
ApplyStop (stopTypeTrailing, stopModePoint,
2*ATR(10),exitatstop=True,<FONT
color=#0000ff>volatile=False,reentrydelay=1)
if volatil=False
the visual trailingstop is
Plot(HighestSince(Buy,
H - ValueWhen(Buy,2*ATR(10))),"",colorBlue,1<FONT
size=1>);
if volatil=true //
Chandelier exit
the visual trailing stop is
Plot(HighestSince(Buy,H) -
2*ATR(10),"",colorSeaGreen,1);
stephane
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
traderix2003
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, April 24, 2004 10:11
PM
Subject: [amibroker] Re: Amibroker ->
Plot Trailing Stop Level
ATTN. STEPHANE CARRASSET:Hi, is this formula a
variation of "the Chandelier Exit" or it it more reliable?Thxs.
Daniel--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "rocou"
<rocou@x...> wrote:>
100000000000000000x thanks for your help !!!> I really apreciate your
help!> > Kind regards> Robert> > --- In <A
href="">amibroker@xxxxxxxxxxxxxxx,
"Stephane Carrasset" > <s.carrasset@xxxx> wrote:> >
below an example> > BarsToTest = 1000;> > > >
Trade = IIf((BarIndex() > (LastValue(BarIndex()) - >
BarsToTest)),1,0);> > > > Buy= DayOfWeek()==5 AND Trade
AND BarIndex() > 10;> > > > Sell=0;// exit on
applystop> > > > BuyPrice= C ;> > > >
ApplyStop (stopTypeTrailing, stopModePoint, 2*ATR>
(10),exitatstop=True,volatile=False,reentrydelay=1) ;> > >
> > > > > Equity(1,0);> > > >
Plot(Close,"close",IIf( Buy, colorGreen, IIf(Sell , > colorRed ,1
)),64);> > > > PlotShapes(IIf(Buy,> > >
> shapeUpArrow,shapeNone),colorGreen,0,C,-20); > > > >
PlotShapes(IIf(Sell,> > > >
shapeDownArrow,shapeNone),colorRed,0,H,-20);> > > >
Plot(HighestSince(Buy, H - ValueWhen(Buy,2*ATR>
(10))),"",colorBlue,1);> > > > Title=Name() + " ApplyStop
Trail=" + WriteVal(HighestSince(Buy, H - >
ValueWhen(Buy,2*ATR(10)))) + EncodeColor(colorWhite) + " Open="+ >
WriteVal(Open);> > > > ----- Original Message
----- > > From: rocou > > To:
amibroker@xxxxxxxxxxxxxxx > > Sent: Saturday, April 24,
2004 5:22 PM> > Subject: [amibroker] Amibroker ->
Plot Trailing Stop Level> > > > > >
Hi traders, > > > > May I ask for your
help again -> > > > how can I plot a "
trailing stop line" that continously> > represents the
trailing stop level ?> > > > Thanks for your
help> > Regards> > Robert>
> > >
_____________________________________________________________> >
> > MA1Pr=Optimize("MA1Pr",1,1,3,1);>
> LBPr=Optimize("LBPr",3,3,9,1);> >
LBD=Optimize("LBD",1,1,3,1);> > > > Buy =
Cross(BBandBot(Close,LBPr,LBD), EMA(Close,MA1Pr));> >
Sell = Cross(EMA(Close,MA1Pr), BBandTop(Close,LBPr,LBD));>
> Short = Cross(EMA( Close,MA1Pr),
BBandTop(Close,LBPr,LBD));> > Cover =
Cross(BBandBot(Close,LBPr,LBD), EMA(Close,MA1Pr));> > >
> ApplyStop(2, 2, Optimize("max.loss stop level", 0.0055,
0.0005, > > 0.0100, 0.0005 ), 2, False, 1 );
> > > > PositionSize = 100000;>
>
______________________________________________________________> >
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