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Hi Dan,
1 "pip" is 1/1000 of a currency unit, for example
EUR/USD -> difference from 1.2500 to 1.2501 is "1 pip".
Regards
Robert
--- In amibroker@xxxxxxxxxxxxxxx, Daniel Adams <danielwardadams@xxxx>
wrote:
> Hate to sound really dumb but what's a "pip"?
>
> Dan
>
> rocou <rocou@xxxx> wrote:
> 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'));
> ___________________________________________________________
>
>
>
> Send BUG REPORTS to bugs@xxxx
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