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Can anyone tell me what my exit is on this formula? I know it is an
odd question as I wrote the formula. In my testing I was getting 45%
approx return over 2 years. I then scrolled down and saw the
Applystop which I had not realized was there. I deleted it then
retested and return dropped to 30% approx .
As I understand it isn't the Applystop the same as the second part
of my sell formula except of course for the different ATR values.
If I delete either the "OR" formula or the Applystop and change the
ATR value in the part I have not deleted I get less of a return. I
seem to be using a combination of both these lines as an initial
fixed stop.
Thanks in advance for any help . Phill.
ATRperc = (ATR(100)/Close) * 100;
Turnover = MA(Close,21) * MA(Volume,21);
Capital = 100000;
TrailStopAmount = 2 * ATR(30);
Risk = 0.01 * Capital;
PositionSize = (Risk/TrailStopAmount) * BuyPrice;
Buy = Close > Ref( HHV( High, 20 ), -1 )
AND MA( Close, 100 ) > (Ref( MA( Close, 100 ), -50 ) + 4.5*ATR(100))
AND MA(Close,21) * MA(Volume,21) > 500000
AND MA(Close,21) * MA(Volume,21) < 15000000
AND Close > 1
AND Close < 10
AND (ATR(30)/Close)*100 > 2
AND (ATR(30)/Close)* 100 < 8
AND MA(Close,21) > Ref(MA(Close,21),-1)
AND OBV() > MA(OBV(),30)
AND Ref(turnover,-20) > 500000;
Filter = Buy ;
Sell = Cross(HighestSince(Buy,H) - 3.6 * ATR(100),C)
OR Cross(ValueWhen(Buy,BuyPrice) - 2*ATR(100),C);
ApplyStop(0,2,2*ATR(30),False,True);
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