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Trying to translate a system code but having a tough time determining
how to do in AB. It also seems that AB actually gives me more control
and flexibility than TS but still having problems any help would be
appreciated.
below are the inputs and variable in TS format ... I am certain that
initCapital, rskAmt, sizeMult can all be done by SetOption but the
rest is causing me grief.
Thanks in advance for any help.
{---------------------------------------------------------------------------------------------------------------------------}
{Inputs}
Inputs: adaptCeiling(7),adaptFloor(2);
Inputs: hVolTermFactor(20);
Inputs: initCapital(1000000),
Inputs: donchexit(20);
Inputs: hVolTerm(20);
Inputs: sizeMult(1);
Inputs: ceilingAmt(30), FloorAmt(10);
Inuts: ceilingAmtExit(30), FloorAmtExit(10);
Inputs: maxPosition(100000);
{----------------------------------------------------------------------------------------------------------------------------}
{Variables}
Vars: todayVolFactor(0), yesterdayVolFactor(0), deltaVolFactor(0);
Vars: todayATR(0),yesterdayATR(0),deltaATR(0);
Vars: trend(true), trigger(0);
Vars: WATR(0), WATR_F(0);
Vars: trenddays(1);
Vars: counter(0);
Vars: adaptFactor(5);
Vars: marketRisk(0), numContracts(0), tradCapital(0);
Vars: StopDollars(0);
Vars: StopPoints(0);
Vars: StopPrice(0);
Vars: lookBackDays(20), todayVolatility(0), yesterDayVolatility(0),
deltaVolatility(0);
Vars: buyPoint(0), sellPoint(0);
Vars: lookBackDaysExit(20);
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