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Dear Traders,
this seems to be an absolutely amazing formula
from my broker CMS. Sorry if I am getting on your nerves again,
but I really need your help how to EXACTLY translate the formula
into Amibrokerīs AFL for backtesting.
The trailing stop is based on a certain amount of pips ("nPip")
that you define , NOT on any kind of ATR/volatility !!
Buy/Sell and Short/Cover signals are generated, if close value
crosses the TrailingStoppLevel Line. That is the whole story.
You only have to define the amount of "nPip"īs.
The image shows the 15min chart EURUSD and 15 as the value
for the nPips parameter.
The image is in folder "Photos" of this group:
http://photos.groups.yahoo.com/group/amibroker/vwp?.dir=/&.src=gr&.dnm
=Trailing+Stop+System.jpg&.view=t&.done=http%
3a//photos.groups.yahoo.com/group/amibroker/lst%3f%26.dir=/%26.src=gr%
26.view=t[/img]
I politely ask all of you to help me EXACTLY translating this
formula into AFL for backtesting/optimizing "nPip" possibilities.
I guess it would be a great chance for all of us to trade with
a simple but very effective trading system.
Kindest regards
Robert
Here again the formula from CMS:
___________________________________________________________
{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 and CloseBuy}
OpenBuy:=
Up and (eventCount('OpenBuy')= eventCount('CloseBuy'));
CloseBuy:=
Down and (eventCount('OpenBuy')>eventCount('CloseBuy'));
{OpenSell and CloseSell}
OpenSell:=
Down and (eventCount('OpenSell')= eventCount('CloseSell'));
CloseSell:=
Up and (eventCount('OpenSell')>eventCount('CloseSell'));
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