Re: [amibroker] code for a half-on-loss strategy (chande)

[Evo1 <Evo1@xxxxxxxxxxx>]

Hi,

Awesome !!!!

Thanks for sharing ;-)
Evo1


cagigas00 a écrit :

>The following code implements a half-on-loss strategy (chande, "beyond 
>technical analysis) with stocks. The risk depends on the outcome of 
>the previous trade (regardless long or short). If previous trade was a 
>winner then risk=6% of total equity. If previous trade was a loser 
>then risk=3% of total equity.
>
>
>//-----------------------------------------------------//
>e=Equity(1);
>profit_l=ValueWhen(Sell,e)-ValueWhen(Ref(Buy,-1),e);
>profit_s=ValueWhen(Cover,e)-ValueWhen(Ref(Short,-1),e);
>longt= profit_l != Ref(profit_l,-1);
>Shortt=profit_s != Ref(profit_s,-1);
>profit=Flip(Longt,Shortt)*profit_l+Flip(Shortt,Longt)*profit_s;
>Plot(profit_l,"ProfitL",colorBlue,styleLine);
>Plot(profit_s,"ProfitS",colorGreen,styleLine);
>Plot(profit,"Profit",colorBrown,styleLine);
>rsk=IIf(profit>0,6,3);
>Plot(rsk,"risk",colorRed,styleLine);
>Risk = rsk*0.01* Equity(1);
>Shares = risk/ATR(10);
>PositionSize = shares * BuyPrice;
>//------------------------------------------------------//
>
>cheers
>Oscar
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>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
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>For other support material please check also:
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