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You may want to consider using a loop; the advantage is that you have
complete control and know exactly what is happening. Here is an example of
an profitstop, perhaps you can modify it to your needs.
best regards,
herman
/* a sample low-level implementation of Profit-target stop in AFL: */
/* by Tomasz */
Buy = Cross( MACD(), Signal() );
priceatbuy=0;
for( i = 0; i < BarCount; i++ )
{
if( priceatbuy == 0 && Buy[ i ] )
priceatbuy = BuyPrice[ i ];
if( priceatbuy > 0 && SellPrice[ i ] > 1.1 * priceatbuy )
{
Sell[ i ] = 1;
SellPrice[ i ] = 1.1 * priceatbuy;
priceatbuy = 0;
}
else
Sell[ i ] = 0;
}
-----Original Message-----
From: ami_trader [mailto:ami_trader@xxxxxxxxx]
Sent: Friday, April 08, 2005 7:02 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: ApplyStop Question
Ed, it doesn't works.
In your code AB exit at specific price only if he find the price on
the bar; if it is not true AB exit at the default BuyPrice/SellPrice.
It is wrong.
with this code I can enter and take profit exactly always at
specific price but I have not found a way to exit at stop loss at
specific price.
Cond1=Ref (H,-1) > Ref(H,-2) && Ref(H,-2) > Ref(H,-3);
Cond2=O<Ref(H,-1);
BuyPrice=Ref(H,-1)-0.001;
Buy=Cond1 && Cond2 && L <= BuyPrice && H >= BuyPrice;
SellPrice=ValueWhen(Buy,BuyPrice)+0.0006;
Sell=L<= SellPrice && H >=SellPrice;
ApplyStop( stopTypeLoss, stopModePoint, 0.0014, 1, 0, 0);
Thanks anyway
--
Giuseppe
--- In amibroker@xxxxxxxxxxxxxxx, "ed nl" <ed2000nl@xxxx> wrote:
> hi,
>
> maybe add
>
> SetTradeDelays(0,0,0,0);
>
> to your code. And set in the AA settings window:
>
> 1) activate stops immediately
> 2) allow same bar exit
>
> and add after the Applystop in your code:
>
> SellPrice = C;
> CoverPrice = C;
>
> Equity(1);
>
> this way it will exit at the close if it exits after 5 bars. If it
hits the profit level it should exaclty exit at that price,
>
> rgds, Ed
>
>
>
> ----- Original Message -----
> From: ami_trader
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, April 08, 2005 8:30 PM
> Subject: [amibroker] Re: ApplyStop Question
>
>
>
> Ed, unfortunately this code don't exit at specifc price.
> He exit when the stop reach your level but he exit at open price.
>
> I need exit exactly at 1.25
>
> Thank you anyway
>
> ---
> Giuseppe
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ed nl" <ed2000nl@xxxx> wrote:
> > hi,
> >
> > I have some code I used before pasted below. It uses ATR(10)
for a
> stopprofit (from the entryprice), or in terms of an absolute
price
> it takes a profit at: BuyPrice + ATR(10) or at ShortPrice -
ATR
> (10). If profit target is not hit it exits after 5 days. You can
put
> the code in a chart and do a backtest on the symbol for all
quotes.
> Then you will see arrows appearing in the chart.
> >
> > Applystop can not use the absolute price. So the absolute exit
> price BuyPrice + ATR(10) can not be used in Applystop. Instead
it
> needs the points with respect to the BuyPrice which is ATR(10).
> >
> > Don't have code lying around which you could use with futures
but
> the idea is the same. Hope this helps,
> >
> > rgds, Ed
> >
> >
> >
> >
> > SetBarsRequired(10000,10000);
> > SetChartOptions(0, chartShowDates);
> >
> > Buy = Ref(StochK(10),-1) < 10;
> > BuyPrice = O;
> >
> > Short = Ref(StochK(10),-1) > 90;
> > ShortPrice = O;
> >
> > // absolute value
> > absV = ATR(10);
> >
> > profitStop = ValueWhen(Buy OR Short,absV);
> >
> > Sell = 0;
> > Cover = 0;
> > ApplyStop(stopTypeProfit,stopModePoint,profitStop,ExitAtStop =
> 1,Volatile = False, ReentryDelay = 1 );
> > nnb = 5;;
> > ApplyStop( stopTypeNBar,stopModeBars,nnb,ExitAtStop =
1,Volatile =
> False, ReentryDelay = 1 );
> >
> > Equity(1);
> >
> > // these profitStop levels I add as illustration inside the
chart
> > profitLevelLong = ValueWhen(Buy,BuyPrice + absV) * Flip
> (Buy,Sell) ;
> > profitLevelLong = IIf(profitLevelLong,profitLevelLong,Null);
> > profitLevelShort = ValueWhen(Short,ShortPrice - absV) * Flip
> (Short,Cover);
> > profitLevelShort = IIf
(profitLevelShort,profitLevelShort,Null);
> >
> > // chart
> > Plot(C,"C",1,64);
> > Plot(profitLevelLong,"profitStop level for a Long
> position",colorBrightGreen,1);
> > Plot(profitLevelShort,"profitStop level for a Short
> position",colorRed,1);
> > PlotShapes(IIf(Buy,shapeUpArrow,0),colorLightBlue, layer = 0,
> yposition = BuyPrice, offset = 0 );
> > PlotShapes(IIf(Sell,shapeDownArrow,0),colorYellow, layer = 0,
> yposition = SellPrice, offset = 0 );
> > PlotShapes(IIf(Short,shapeDownTriangle,0),colorLightBlue,
layer =
> 0, yposition = ShortPrice, offset = 0 );
> >
> >
> >
> > ----- Original Message -----
> > From: ami_trader
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Friday, April 08, 2005 7:06 PM
> > Subject: [amibroker] Re: ApplyStop Question
> >
> >
> >
> > Thank you ed.
> > It doesn't work for me, but maybe I don't understand.
> >
> > My pseudocode is:
> >
> > Buy this bar at yesterday H - 10 tick
> > Stop Loss when the price is -14 tick from entry price
> > Take Profit when the price is +6 tick from entry price
> >
> > Can you give me an example?
> >
> > ---
> > Giuseppe
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "ed nl" <ed2000nl@xxxx>
wrote:
> > > hi,
> > >
> > > yes it is possible. If you use stopModePoint then the
value
> you
> > enter is the the number of points with respect to the
> entryprice. So
> > you have to rewrite it in such a way that you can use an
> absolute
> > price.
> > >
> > > For instance you buy at 40 and you want to take a profit
at
> 42.
> > Then you can use for instance:
> > >
> > > profitStop = ValueWhen(Buy, abs(40 - 42));
> > > ApplyStop
(stopTypeProfit,stopModePoint,profitStop,ExitAtStop =
> > 1,Volatile = False, ReentryDelay = 1 );
> > >
> > > I could give a more complete example if needed,
> > >
> > > rgds, Ed
> > >
> > >
> > >
> > > ----- Original Message -----
> > > From: ami_trader
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Friday, April 08, 2005 5:52 PM
> > > Subject: [amibroker] Re: ApplyStop Question
> > >
> > >
> > >
> > > Please, help me.
> > >
> > > How do I exit or enter at specific price ?
> > > Is it possible with AB?
> > >
> > > ---
> > > Giuseppe
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "ami_trader"
> <ami_trader@xxxx>
> > > wrote:
> > > >
> > > > Is it possible to exit exactly at stop loss price?
> > > >
> > > > ApplyStop( stopTypeLoss, stopModePoint, 0.0014, 0, 0,
0);
> > > >
> > > > Exit exactly at stop loss value (Entry Price - 0.0014)
> > > >
> > > >
> > > > Thanks in advance
> > > >
> > > >
> > > > ---
> > > > Giuseppe
> > >
> > >
> > >
> > >
> > >
> > > Please note that this group is for discussion between
users
> only.
> > >
> > > To get support from AmiBroker please send an e-mail
directly
> to
> > > SUPPORT {at} amibroker.com
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > >
> > >
> > >
> > >
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