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Ralph,
There may be better ways but this should work:
out=0;
in=True;//your buy here
s=Optimize("S",1,1,10,1)*.01;
n=Optimize("N",1,1,10,1);
Buy=ExRem(in,out);
out=BarsSince(Buy)>N AND (C-BuyPrice)/BuyPrice < S;
Sell=ExRem(out,in);
Walt
You should also take a look at the "equity" statement notes in the
help files. And try fiddleing with the "activate stops immediately"
in the settings (if you want to try using the buit-in stops)...
--- In amibroker@xxxxxxxxxxxxxxx, "rkp1" <rkp1@xxxx> wrote:
>
> I am currently trading a counter-trend system on select stocks.
> Profitable trades average ~5 bars, losers are usually > ~10 bars. I
> would like to test various N-bar stops to see if they can improve
> drawdown and/or returns. Specifically as a first cut I would like
to
> try this pseudo-code, optimizing on N(bars) and S(%):
>
> if (Trade_Length > N) and (Position_Profit < S) then SELL
>
> What would be the simplest way to code this?
>
> My reasoning on this is that I've tried the built in N-bar stop in
> settings, which makes results worse, because by the time you stop
> out sometimes you hit the peak loss, whereas if you let it ride to
> the normal exit the loss shrinks. I thought maybe it could work
with
> a set loss percentage below which you ride the trade out, otherwise
> stop out.
>
> Thanks in advance,
>
> Ralph
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