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here is the version that uses loopings instead of ApplyStop,
rgds, Ed
procedure sell_proc(Buy,BuyPrice,open,high,low,close) {
global Sell;
global SellPrice;
global BuyAdjusted;
global exitLevel;
// initialise arrays
SellPrice = BuyPrice; SellPrice = 0;
Sell = SellPrice; exitLevel = Sell;
BuyAdjusted = Sell;
exitLevel[ 0 ] = buyPrice[ 0 ];
for (i = 1; i < BarCount; i++) {
exitLevel[ i ] = exitLevel[ i - 1 ];
//
if (Buy[ i ] == 1) {
BuyAdjusted[ i ] = 1;
exitLevel[ i ] = BuyPrice[ i ];
// find a sell position + sellprice
for (j = i; j < BarCount; j++) {
exitLevel[ j ] = exitLevel[ i ];
// test if profit stop is hit
if (Close[ j ] > exitLevel[ i ]) {
Sell[ j ] = 1;
SellPrice[ j ] = Close[ j ];
// enter i-loop past the last sell
i = j;
// escape from j-loop
j = BarCount;
}
}
}
}
} // end procedure
SetBarsRequired(10000,10000);
Buy = C < BBandBot(C, 10, 2);
BuyPrice = Open;
sell_proc(Ref(Buy,-1),BuyPrice,open,high,low,close);
Buy = BuyAdjusted;
SellPrice = Close;
Plot(C,"C",1,64);
Plot(exitLevel,"",colorWhite,1);
Plot(BBandBot(C, 10, 2),"",colorLightBlue,1);
PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0, yposition = BuyPrice, offset = 0 );
PlotShapes(IIF(Sell,shapeDownArrow,0),colorYellow, layer = 0, yposition = SellPrice, offset = 0 );
----- Original Message -----
From: ed nl
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, September 03, 2004 8:31 PM
Subject: Re: [amibroker] Help with entry price?
ofcourse ..... thanks TJ,
this is how it's done ....
; ----------------------------------
SetTradeDelays(1,0,1,0);
SetBarsRequired(10000,10000);
Buy = C < BBandBot(C, 10, 2);
BuyPrice = Open;
Sell = 0;
ApplyStop(stopTypeProfit,stopModePoint,0.001,ExitAtStop = 0,False,1 );
Equity(1);
SellPrice = Close;
Plot(C,"C",1,64);
Plot(BBandBot(C, 10, 2),"",colorLightBlue,1);
PlotShapes(IIf(Ref(Buy,-1),shapeUpArrow,0),colorWhite, layer = 0, yposition = BuyPrice, offset = 0 );
PlotShapes(IIF(Sell,shapeDownArrow,0),colorYellow, layer = 0, yposition = SellPrice, offset = 0 );
Title=Name()+ ", O: "+WriteVal(O)+ ", H: "+WriteVal(H)+ ", L: "+WriteVal(L)+ ", C: "+WriteVal(C);
; ------------------------------------
----- Original Message -----
From: Tomasz Janeczko
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, September 03, 2004 8:14 PM
Subject: Re: [amibroker] Help with entry price?
Hello,
> I want to exit the position whenever the close is above my entry
> price, including the close on the day of entry.
This can be successfully achieved using ApplyStop (profit target stop)
with mode set to point and profit set to small value (0.001)
Best regards,
Tomasz Janeczko
amibroker.com
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