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Hate to sound really dumb but what's a "pip"?
Danrocou <rocou@xxxxxxxxx> wrote:
Dear Traders, this seems to be an absolutely amazing formulafrom my broker CMS. Sorry if I am getting on your nerves again, but I really need your help how to EXACTLY translate the formulainto Amibroker“s 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 valuecrosses the TrailingStoppLevel Line. That is the whole story.You only have to define the amount of "nPip"“s.The image shows the 15min chart EURUSD and 15 as the valuefor the nPips parameter.The image is in folder "Photos" of this group: <A
href="">http://photos.groups.yahoo.com/group/amibroker/vwp?.dir=/&.src="";>=Trailing+Stop+System.jpg&.view=t&.done=http%3a//photos.groups.yahoo.com/group/amibroker/lst%3f%26.dir=/%26.src="">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 witha simple but very effective trading system.Kindest regardsRobert 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'));___________________________________________________________Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to suggest@xxxxxxxxxxxxx-----------------------------------------Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check group FAQ at: <A
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