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The Chandelier Exit calculates the points below the (Close, Low, I
don't know which) for this type of stop:
ApplyStop(stopTypeTrailing, stopModePoint, [points], 1, True)
Ploting or listing the [points] does not show the stop price.
--- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> Two choices,
>
> Plot(ATRr,"ATRr",ColorBlack,StyleOwnScale);
> // OR
> Filter = Sell; //or maybe Sell == 4, try it.
> AddColumn(ATRr,"ARTr"1.3);
> --
> Terry
>
>
> From: "Joe" <j0etr4der@xxxx>
> Reply-To: amibroker@xxxxxxxxxxxxxxx
> Date: Fri, 15 Oct 2004 17:45:50 -0000
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Chandelier Exit stop price
>
>
> I can see the stop being applied in AA Results and on the chart as
> shown in the original post (below.)
>
> But I can't see is what the trailing stop price is prior to the stop
> being executed. I can't tell my broker at the end of the day what my
> intraday stop price *was*. :-)
>
> Any ideas on how to chart the stop price from what the Chandelier
> Exit provides?
>
> Thanks.
>
> /joe
>
> --- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> > It will show in your backtest under Ex Price. You can recognize
> Stop exits
> > because they will be marked in the Trade column as such (unless
you
> have
> > done an ExRem, which wipes out the Stop flags.
> > --
> > Terry
> >
> >
> > From: "Joe" <j0etr4der@xxxx>
> > Reply-To: amibroker@xxxxxxxxxxxxxxx
> > Date: Thu, 14 Oct 2004 22:59:51 -0000
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Chandelier Exit stop price
> >
> >
> > How do I get the stop price using the Chandelier Exit? Thanks.
> >
> > /joe
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Terry <MagicTH@xxxx> wrote:
> > > I donšt understand your question. What are you looking for?
Where?
> > > --
> > > Terry
> > >
> > >
> > > I'm using the Chandelier Exit described in the Help and
> implemented
> > > so:
> > >
> > > //====================Chandelier
Exit==========================//
> > > ATRp = 2;//Optimize("ATRp",3,2,8,1); // ATR period
> > > ATRc = 3.4;//Optimize("ATRc",3.4,2.5,4.55,0.1); //Chandelier
> > > multiplier
> > > ATRr = ATRc*ATR(ATRp);
> > > ApplyStop(stopTypeTrailing, stopModePoint, ATRr, 1, True);
> > >
> > > I can see it triggering in the Back Test results and on the
chart:
> > > Equity(1);
> > > Plot(Sell==4,"Trailing",colorOrange,shapeSmallDownTriangle);
> > >
> > > My question is, how do I get the actually stop price prior to AB
> > > showing it after the stop is triggered?
> > >
> > > Thanks,
> > >
> > > /joe
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