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this looks to the future for the next buy signal
fInitExtrmPr = ValueWhen (Buy, High, 0);
to look back to the last buy signal (or if current bar has buy signal) is
fInitExtrmPr = ValueWhen (Buy, High, 1);
same again
fInitStpLss = ValueWhen (Buy, (LLV(Low, 6),0) - 0.0020; ?? bracket
count wrong or missed a copy/paste
fInitStpLss = ValueWhen (Buy, LLV(Low, 6), 0) - 0.0020;
this below seems unnecessary way to reference current bar signal, and
has surplus information than needed
CondNewBuySignal = (Ref (Buy, 0) == 1) AND (Ref (Buy, -1) ==0);
instead you could use
CondNewBuySignal = Buy AND Ref(Buy, -1) ==0;
just to day Buy defaults to same as Buy==1, just as you have done in
the valuewhen functions
"// fPrBolicStpLss = Stuck here... Psuedo Code:
The initial stop is the lowest low of the last 6 bars since the Buy
Logic became true minus 0.0020."
in the AB AFL library there is a code placed there by Tomacz showing
how the SAR is constructed. You could use this to reverse engineer the
value you want
hope this helps
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 8/31/05, Techguy <forex_bots@xxxxxxxxxxx> wrote:
> Dear Forum:
>
> I am having some problems coding a Parabolic Stop. This is not a
> Parabolic Stop and Reverse (PSAR), just a parabolic stop which gets
> instantiated when a long or a short trade entry trigger is made. It
> will be for intraday data (15 Minutes), and I am only focusing on
> Long trades now.
>
> I have two main problems that I can't figure out:
> 1. How can I set the "Extreme Price" ? Please see code notes below
> for a description. The psuedo code would be : The High of the bar
> that the trade began, and thereafter, the Highest High since the
> trade began.
> 2. How can I set the calculated parabolic stop price referencing
> the next bar into future?
>
> Here is what I have so far:
>
> ///////////////////////////////////////////////////////////
> // Set up the Parabolic Stop.
> // The standard formula for the parabolic stop is:
> // Parabolic Stop price for the NEXT bar = the current Parabolic
> Stop OR the
> // Initial Stop Loss price
> // (LLV of last 6 bars minus 20 pips) if this is the very first bar
> of the
> // trade) +
> // (Acceleration Factor * (Extreme Price - Parabolic Stop (current
> bar)))
>
> // The Acceleration Factor; the default value begins at 0.02 and
> increments by
> // 0.02 on each subsequent bar, to a maximum value of 0.20.
>
> // The "Extreme Price" since the trade was initiated is equal to the
> Highest
> // High since the trade began.
>
> // Variable initialization:
>
> // Initialize the Extreme Price from todays High if Buy conditions
> are met.
> fInitExtrmPr = ValueWhen (Buy, High, 0);
>
> // fExtremePrice = ??? Psuedo Code. The High of the first bar of the
> trade or the Highest High since the trade began.
>
> Question: How can I keep this variable from taking on new values
> each time the Buy logic is satisfied AND I am already in a trade?
> Can Exrem or ExRemSpan be incorporated?
>
> // Initial Acceleration Factor.
> fInitAccFact = Optimize ("Init Accl Fct", 0.02, 0.01, 0.10, 0.01);
>
> // Subsequent additional acceleration if there is a new higher high
> during the trade.
> fSubsqAccFact = Optimize ("Subsq Accl Fct", 0.02, 0.01, 0.10, 0.01);
>
> // Maximum Parabolic Stop acceleration factor.
> fMaxAccFact = Optimize ("Max Accl Fct", 0.02, 0.01, 0.40, 0.01);
>
> // Set the initial Stoploss to the Lowest Low Value of the last 6
> bars if Buy // is true, minus 20 pips (FOREX).
> fInitStpLss = ValueWhen (Buy, (LLV(Low, 6),0) - 0.0020;
>
> // Initialize a Boolean Flag that we are in a trade.
> bInLngTrd = 0;
>
> // Attempt to set a Boolean flag that we are in a trade if Buy logic
> becomes
> // true.
> CondNewBuySignal = (Ref (Buy, 0) == 1) AND (Ref (Buy, -1) ==0);
>
> IIf (CondNewBuySignal == 1, bInTrdLng = 1, Null);
>
> // fPrBolicStpLss = Stuck here... Psuedo Code:
> The initial stop is the lowest low of the last 6 bars since the Buy
> Logic became true minus 0.0020.
> There after the parabolic stop is equal to The Current Bars Stop
>
> // Apply a Trailing Stop that utilizes the Parabolic Stop and
> increments by points.
> ApplyStop (stopTypeTrailing, stopModePoint, fPrBolicStpLss,
> ExitAtStop = 2, True, 0);
>
> _______________________________________________
>
> That's what I have so far. Any help or concepts I'm not getting
> appreciated.
>
> Thanks,
>
>
> Denton
>
>
>
>
>
>
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