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ami_trader,
not sure what the problem is you have.
I do not have futures data so I can not check your problem exactly but this code
exits at the levels you give it. But you could also use Applystop for this to
keep your program more simple. I gave this code to illustrate how you can write
your own stop procedure,
good luck,
Ed
----- Original Message -----
Sent: Saturday, April 09, 2005 8:35
PM
Subject: [amibroker] Re: ApplyStop
Question
Thank you so much Ed.
I'll look at your
script.
There is errors for my tick/dollars count.
It is very
complicated in AB a simply strategy that buy and sell at
specific price
instead O H L C.
Thank you.
---
Giuseppe
--- In amibroker@xxxxxxxxxxxxxxx, "ed nl"
<ed2000nl@x...> wrote:
>
ami_trader,
>
> this is an example of how I use loopings instead
of Applystop
(example is for long trades only). This is for your specific
problem. Note you have to change the stopProfitLevel and
stopLossLevel.
>
> Change:
>
> // set profit
level at 2%
> stopProfitLevel = BuyPrice + BuyPrice * (2 / 100);
>
> // set stop level at 5%
> stopLossLevel = BuyPrice - BuyPrice *
(5 / 100);
>
> to
>
> // profit at 6 points
>
stopProfitLevel = BuyPrice + 6;
>
> // stop loss 10
points
> stopLossLevel = BuyPrice - 10;
>
> also
adjust:
>
> BuyPrice = Ref(H,-1) - 0.001;
>
>
to
>
> BuyPrice = Ref(H,-1) - 10;
>
>
> rgds,
Ed
>
>
>
>
> procedure
sell_proc
(Buy,BuyPrice,Open,High,Low,Close,stopProfitLevel,stopLossLevel)
{
>
> global Sell;
> global SellPrice;
> global
BuyAdjusted;
> global stopProfitLevelAdjusted;
> global
stopLossLevelAdjusted;
>
> // initialise arrays
>
SellPrice = 0;
> Sell = 0;
> stopProfitLevelAdjusted = 0;
> stopLossLevelAdjusted = 0;
> BuyAdjusted = 0;
>
>
> for (i = 1; i < BarCount; i++) {
>
> if (Buy[ i ] == 1) {
>
>
BuyAdjusted[ i ] = 1;
>
stopProfitLevelAdjusted[ i ] = stopProfitLevel[ i ];
> stopLossLevelAdjusted[ i ] =
stopLossLevel[ i ];
>
> // find a sell position +
sellprice
> for (j = i; j <
BarCount; j++) {
>
>
stopProfitLevelAdjusted[ j ] = stopProfitLevel[ i ];
>
stopLossLevelAdjusted[ j ] = stopLossLevel[ i ];
>
> // test if stop
loss is hit
>
if((Low[ j ] <= stopLossLevelAdjusted[ j ]) AND (Open[
j ] >=
stopLossLevelAdjusted[ j ])) {
>
>
Sell[ j ] = 1;
>
SellPrice[ j ] = stopLossLevelAdjusted[ j ];
>
>
i = j;
>
>
j = BarCount;
>
> // stop loss
exceeded at the open
> } else if
(Open[ j ] < stopLossLevelAdjusted[ j ]) {
>
>
Sell[ j ] = 1;
>
SellPrice[ j ] = Open[ j ];
>
>
i = j;
>
>
j =
BarCount;
>
> // test if
profit stop is hit
> } else if
(High[ j ] >= stopProfitLevelAdjusted[ j ] AND
Open[ j ] <=
stopProfitLevelAdjusted[ j ]) {
>
>
Sell[ j ] = 1;
>
SellPrice[ j ] = stopProfitLevelAdjusted[ j ];
>
>
i = j;
>
>
j = BarCount;
>
> // stop profit
exceeded at open
> } else if
(Open[ j ] > stopProfitLevelAdjusted[ j ]) {
>
>
Sell[ j ] = 1;
>
SellPrice[ j ] = Open[ j ];
>
>
i = j;
>
>
j =
BarCount;
>
>
> } else if (j ==
BarCount - 1) {
>
>
i = BarCount;
>
>
}
>
> }
>
>
}
>
> }
>
>
> } // end procedure
>
>
>
>
> SetChartOptions(0, chartShowDates);
>
SetBarsRequired(10000,10000);
>
> 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;
>
> // set profit level at 2%
> stopProfitLevel =
BuyPrice + BuyPrice * (2 / 100);
>
> // set stop level at 5%
> stopLossLevel = BuyPrice - BuyPrice * (5 / 100);
>
>
sell_proc
(Buy,BuyPrice,Open,High,Low,Close,stopProfitLevel,stopLossLevel);
> Buy = BuyAdjusted;
>
> // remove zeros
>
stopProfitLevelAdjusted = IIf(stopProfitLevelAdjusted == 0, Null,
stopProfitLevelAdjusted);
> stopLossLevelAdjusted =
IIf(stopLossLevelAdjusted == 0, Null,
stopLossLevelAdjusted);
>
> Plot(C,"C",1,64);
>
Plot(stopProfitLevelAdjusted,"",colorBrightGreen,1);
>
Plot(stopLossLevelAdjusted,"",colorRed,1);
>
PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0,
yposition =
BuyPrice, offset = 0 );
>
PlotShapes(IIf(Sell,shapeDownArrow,0),colorYellow, layer = 0,
yposition =
SellPrice, offset = 0 );
>
> Title=Name()+ ", O: "+WriteVal(O)+
", H: "+WriteVal(H)+ ",
L: "+WriteVal(L)+ ", C: "+WriteVal(C);
>
> Filter = 1;
> AddColumn(Buy,"Buy");
>
AddColumn(Sell,"Sell");
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Please note that this group is for discussion between users only.
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For other support material please check also:
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