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Since you have specified ExitAtStop = 1, and this is a trailing stop, it
must be exiting on the Low so how about:
Plot(L-ATRr,"ATR Exit",ColorBlack,StyleOwnScale);
You may have to play with the formula since I don't know what units the ATR
points are in. If 1 point = $.01 then divide by 100. If 1 point = $1 then
Plot statement is OK as is.
>From HELP:
APPLYSTOP
SYNTAX ApplyStop( type, mode, amount, exitatstop, volatile = False,
ReEntryDelay = 0 )
...
ExitAtStop = 0 - means check stops using only trade price and exit at
regular trade price (if you are trading on close it means that only close
price will be checked for exits and exit will be done at close price)
ExitAtStop = 1 " check High"-Low prices and exit intraday on price equal to
stop level on the same bar when stop was triggered
ExitAtStop = 2 " check High-Low prices but exit NEXT BAR on regular trade
price. volatile "
--
Terry
From: "Joe" <j0etr4der@xxxxxxxxx>
Reply-To: amibroker@xxxxxxxxxxxxxxx
Date: Fri, 15 Oct 2004 23:50:31 -0000
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Chandelier Exit stop price
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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