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Hi,
I used Stephan Carrassetīs "Plot Trailing Stop", great formula!
I suppose the formula is for a long position.
Is it possible to introduce the parameters dialog function, so we
could switch and adapte for a long or for a short position.
(It works in the Chandelier Exit AFL by Geoff Mulhall AFL in the
ABlibrary).
I think the Plot Trailing Stop is more accurate than the Chandelier
Exit.
Some opinion ???
Regards. Daniel.
--- In amibroker@xxxxxxxxxxxxxxx, "Corey Saxe" <res1wgwl@xxxx> wrote:
> I'll skip the complicated questions on Sundays. ;)
>
> -CS
> ----- Original Message -----
> From: Stephane Carrasset
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, April 25, 2004 12:12 PM
> Subject: Re: [amibroker] Re: Amibroker -> Plot Trailing Stop
Level
>
>
>
> ----- Original Message -----
> From: Al Venosa
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, April 25, 2004 8:51 PM
> Subject: Re: [amibroker] Re: Amibroker -> Plot Trailing Stop
Level
>
>
> Stephane:
> Al, probably, I copy and paste too quickly and sunday was a
cannabis day.
> You have an extra close-parenthesis in your red plot
statement, after the H.
>
> Nice solutions. Thanks.
>
> Al Venosa
> ----- Original Message -----
> From: Stephane Carrasset
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, April 25, 2004 2:38 PM
> Subject: Re: [amibroker] Re: Amibroker -> Plot Trailing Stop
Level
>
>
> I think the chadelier exit <=> volatil=true in applystop:
>
> ApplyStop (stopTypeTrailing, stopModePoint, 2*ATR
(10),exitatstop=True,volatile=False,reentrydelay=1)
>
> if volatil=False
> the visual trailingstop is
> Plot(HighestSince(Buy, H - ValueWhen(Buy,2*ATR
(10))),"",colorBlue,1);
>
>
> if volatil=true // Chandelier exit
> the visual trailing stop is
> Plot(HighestSince(Buy,H) - 2*ATR(10),"",colorSeaGreen,1);
>
>
>
> stephane
>
> ----- Original Message -----
> From: traderix2003
> To: 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 amibroker@xxxxxxxxxxxxxxx, "rocou" <rocou@xxxx>
wrote:
> > 100000000000000000x thanks for your help !!!
> > I really apreciate your help!
> >
> > Kind regards
> > Robert
> >
> > --- In 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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