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Hello,
I was often dispointed with applystops, so i have written my own loop
to manage differents exits.
of course the code is a "little" long, but if you take some time to
try it you must find it usefull, below is an example to get two
differents profit, so you can change it to get two differents stoploss
Stephane
Title= "Rem afl";
Setup=Cross( MFI(3),0);
/*****************************/
BuyCond= Ref(Setup,-1);
Entryprice=O;
Exitprice=Low;// or Close
Stoploss=LLV(L,3)-0.75*ATR(10) ;
Stoptrail=LLV(L,3)-1.75*ATR(10);
Pf=7;
Stopprofit=(1+(Pf/100))*Entryprice;
//Initialize
Buy=Sell=0;
SellPr=Null;
TrailPr=Null;
TargetPr=Null;
StopLossPr=Null;
lastbuyprice=0;
stoplossprice=0;
profitprice=0;
trailingprice=0;
oldtrailingprice=0;
trailingstop=0;
Count=0;
Empty=IsNull(stoploss) OR IsNull(stoptrail) OR IsNull(stopprofit);
for( i = 0; i < BarCount; i++ )
{
if(buycond[i] AND NOT(Empty[i]))
{
Buy[i]=1;
Sell[i]=0;
}
/*Remove Buy signals if trade was already initiated*/
if(lastbuyprice>0 )
{
Buy[i]=0;
Count++;
}
/*get the buyprice AND the stoplossprice AND the profitprice*/
if (lastbuyprice == 0 )
{
if( Buy[ i ] == 1)
{
trailingstop = 0;
trailingprice = 0;
oldtrailingprice = 0;
lastbuyprice= entryprice[i];
stoplossprice=stoploss[i];
profitprice=stopprofit[i];
}
}
// CONDITIONS EXIT
if(lastbuyprice>0)
{
//StopLoss price
StopLossPr[i]=stoplossprice;
//stopTrail price
trailingprice = stoptrail[i] ;
if (trailingprice < oldtrailingprice)
trailingprice = oldtrailingprice;
else
oldtrailingprice = trailingprice;
TrailPr[i]=trailingprice; // pour connaitre l'array
du trailing price init;
//Target Price array
if(Count<5)
TargetPr[i]=profitprice;
else
TargetPr[i]=profitprice + profitprice-trailingprice;
if (Exitprice[i] <= Max
(stoplossprice,trailingprice ))//stoploss
{
if(Exitprice[i]==Low
[i])
{
if(Open[i]
<=Max(stoplossprice,trailingprice ))
SellPr
[i]=Open[i];
else
SellPr
[i]=Max(stoplossprice,trailingprice );
}
else
{
if(exitprice
[i]==Close[i])
SellPr
[i]=Close[i];
}
Sell[i]=1;
lastbuyprice=0;
stoplossprice=0;
profitprice=0;
trailingprice = 0;
oldtrailingprice = 0 ;
trailingstop=0;
Count=0;
}
else
{
if( High[i] > TargetPr[i] )
// trailingstop stoploss
{
if(Open[i]> TargetPr[i] )
SellPr[i]=Open[i];
else
SellPr[i]= TargetPr[i] ;
Sell[i] = 1;
lastbuyprice = 0;
stoplossprice = 0;
profitprice = 0;
trailingprice = 0;
oldtrailingprice = 0;
trailingstop=0;
Count=0;
}
}
}
if(Sell[i]==0)
SellPr[i]=Close[i];
nCpt[i]=Count;
}
Plot(Close,"Close",IIf( Buy, colorGreen, IIf(Sell ,
colorRed ,1 )),64);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen,0,L,-20);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-20);
Plot(TrailPr,"",colorGreen,1);
Plot(StopLossPr,"",colorRed,1);
Plot(TargetPr,"",colorBlue,1);
Plot(ValueWhen(Sell,SellPr),"SellPr",colorYellow,1);
//Plot(ncpt,"",colorBlue,1);
>
> Thank you for pointing out the flaw. I changed the code from day()
to
> datenum() which gives a unique day for the trade.
>
>
> StopLvl = 0.0030;
>
> Buydate = ValueWhen(Buy,Datenum()); // Determine buy date
>
> StopLvlWid = 0.0010;
>
> StopLvl = IIf( Datenum()!=Buydate, StopLvl+StopLvlWid, StopLvl);
>
> ApplyStop(stopTypeLoss, stopModePoint, StopLvl, True, True);
>
>
> With an addcolumn, I can see StopLvl changes from 0.0030 to 0.0040
> when the date changes but the trade is still stopped out at 0.0030
on
> the following day.
>
> Still puzzled.
>
> Regards
> Alan
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> >
> > Your formula logic is flawed.
> >
> > Day() represents DAY NUMBER (1-31) not date,
> > so
> > ValueWhen(Buy,Day())
> > will be true EVERY MONTH when day is the same as day of the entry
> > (previous month(s))
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "firehorse888uk" <firehorse888uk@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Friday, May 27, 2005 7:50 PM
> > Subject: [amibroker] 'Simple!' dynamic applystop help please
> >
> >
> > > Hi,
> > >
> > > I'm backtesting forex.
> > >
> > > On the day of the trade, I want the stop loss to be 30pts.
> > > On subsequent days, I want the stop loss to be 40pts.
> > > Edited relevant section of code follows:
> > >
> > > StopLvl = 0.0030;
> > >
> > > Buydate = ValueWhen(Buy,Day()); // Determine buy day
> > >
> > > StopLvlWid = 0.0010;
> > >
> > > StopLvl = IIf( Day()!=Buydate, StopLvl+StopLvlWid, StopLvl);
> > >
> > > ApplyStop(stopTypeLoss, stopModePoint, StopLvl, True, True);
> > >
> > >
> > > Can anyone see why the above code doesn't work.
> > > I've tracked StopLvl and it changes correctly for the following
> day.
> > > I've set dynamic level to true so I don't understand why the
trade
> > > stops out at 30pts rather than 40pts on subsequent days.
> > >
> > > Thanks
> > > Alan
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