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What you have is a stoploss applystop
The only time it will change value is when a buy signal is encountered
Perhaps you have excess buy signal after the signal that enters the
trade. You need to remove them.
--
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 12/28/05, balin8425 <balin8425@xxxxxxxxx> wrote:
> I tried this, but it is a trailing stop. Really, try it.
> stop=2;
> ApplyStop(0,2,stop,0,0);
>
> I need a stop that doesn't move ever.
>
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "balin8425" <balin8425@xxxx> wrote:
> >
> > I'd like to write the code for a stop that is 2*ATR below the
> price
> > at which I buy the stock. I can't figure it out. I am trying to
> > translate the Turtle Trading Rules below. Has anyone tried this?
> > Can someone tell me how to do the STOP?
> >
> > I tried ApplyStop but couldn't figure it out. I am totally new to
> > AFL, and to Amibroker.
> >
> > Thanks, Balin Butler
> >
> >
> >
> >
> >
> > /// Turtle 20-Day Breakout
> > Replica //////////////////////////////////////
> >
> > vars: N(0),StopLoss(1),DV(0),BB(0),AccountBalance(0),DollarRisk
> > (0),LTT(0),
> > Tracker(0),LastTrade(0),HBP(0),LBP(0); input: InitialBalance
> > (100000),Length(20);
> >
> > if marketposition = 0 then begin
> > BB = 0;
> > N = xAverage( TrueRange, Length );
> > DV = N * BigPointValue;
> >
> > AccountBalance = InitialBalance;
> > DollarRisk = AccountBalance * .01;
> > LTT = IntPortion(DollarRisk/DV);
> > StopLoss = 2 * DV * LTT;
> >
> > if LastTrade = -1 then begin
> > buy LTT shares next bar highest(h,20) or higher;
> > buy LTT shares next bar highest(h,20) + (0.5*N) or higher;
> > buy LTT shares next bar highest(h,20) + (1.0*N) or higher;
> > buy LTT shares next bar highest(h,20) + (1.5*N) or higher;
> > sellshort LTT shares next bar lowest(l,20) or lower;
> > sellshort LTT shares next bar lowest(l,20) - (0.5*N) or lower;
> > sellshort LTT shares next bar lowest(l,20) - (1.0*N) or lower;
> > sellshort LTT shares next bar lowest(l,20) - (1.5*N) or lower;
> > end;
> >
> > if LastTrade = 1 then begin
> > buy LTT shares next bar highest(h,55) or higher;
> > buy LTT shares next bar highest(h,55) + (0.5*N) or higher;
> > buy LTT shares next bar highest(h,55) + (1.0*N) or higher;
> > buy LTT shares next bar highest(h,55) + (1.5*N) or higher;
> > sellshort LTT shares next bar lowest(l,55) or lower;
> > sellshort LTT shares next bar lowest(l,55) - (0.5*N) or lower;
> > sellshort LTT shares next bar lowest(l,55) - (1.0*N) or lower;
> > sellshort LTT shares next bar lowest(l,55) - (1.5*N) or lower;
> > end;
> >
> > end;
> >
> > // PREVIOUS TRADE TRACKER
> > if HBP = 0 and h > highest(h,19)[1] then begin
> > Tracker = 1; HBP = h; LBP = 0;
> > end;
> >
> > if LBP = 0 and l < lowest(l,19)[1] then begin
> > Tracker = -1; LBP = l; HBP = 0;
> > end;
> >
> > if Tracker = 1 then begin
> > if l < HBP - (2*N) then LastTrade = -1;
> > if h > HBP + (4*N) then LastTrade = 1;
> > end;
> >
> > if Tracker = -1 then begin
> > if h > LBP + (2*N) then LastTrade = -1;
> > if l < LBP - (4*N) then LastTrade = 1;
> > end;
> >
> > // LONG 20
> > if LastTrade = -1 and marketposition = 1 then begin
> > BB = BB + 1;
> > if currentshares = LTT then begin
> > buy LTT shares next bar highest(h,20)[BB] + (0.5*N) or higher;
> > buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher;
> > buy LTT shares next bar highest(h,20)[BB]+ (1.5*N) or higher;
> > end;
> >
> > if currentshares = LTT * 2 then begin
> > buy LTT shares next bar highest(h,20)[BB] + (1.0*N) or higher;
> > buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher;
> > end;
> >
> > if currentshares = LTT * 3 then
> > buy LTT shares next bar highest(h,20)[BB] + (1.5*N) or higher;
> > end;
> >
> > // LONG 55
> > if LastTrade = 1 and marketposition = 1 then begin
> > BB = BB + 1;
> > if currentshares = LTT then begin
> > buy LTT shares next bar highest(h,55)[BB] + (0.5*N) or higher;
> > buy LTT shares next bar highest(h,55)[BB] + (1.0*N) or higher;
> > buy LTT shares next bar highest(h,55)[BB]+ (1.5*N) or higher;
> > end;
> > if currentshares = LTT * 2 then begin
> > buy LTT shares next bar highest(h,55)[BB] + (1.0*N) or higher;
> > buy LTT shares next bar highest(h,55)[BB] + (1.5*N) or higher;
> > end;
> > if currentshares = LTT * 3 then
> > buy LTT shares next bar highest(h,55)[BB] + (1.5*N) or higher;
> > end;
> > sell ("out-S") next bar lowest(l,10) or lower;
> >
> > // SHORT 20
> > if LastTrade = -1 and marketposition = -1 then begin
> > BB = BB + 1;
> > if currentshares = LTT then begin
> > sellshort LTT shares next bar lowest(l,20)[BB] - (0.5*N) or lower;
> > sellshort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower;
> > sellshort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;
> > end;
> > if currentshares = LTT * 2 then begin
> > sellshort LTT shares next bar lowest(l,20)[BB] - (1.0*N) or lower;
> > sellshort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;
> > end;
> > if currentshares = LTT * 3 then
> > sellshort LTT shares next bar lowest(l,20)[BB] - (1.5*N) or lower;
> > end;
> >
> > // SHORT 55
> > if LastTrade = 1 and marketposition = -1 then begin
> > BB = BB + 1;
> > if currentshares = LTT then begin
> > sellshort LTT shares next bar lowest(l,55)[BB] - (0.5*N) or lower;
> > sellshort LTT shares next bar lowest(l,55)[BB] - (1.0*N) or lower;
> > sellshort LTT shares next bar lowest(l,55)[BB] - (1.5*N) or lower;
> > end;
> > if currentshares = LTT * 2 then begin
> > sellshort LTT shares next bar lowest(l,55)[BB] - (1.0*N) or lower;
> > sellshort LTT shares next bar lowest(l,55)[BB] - (1.5*N) or lower;
> > end;
> > if currentshares = LTT * 3 then
> > sellshort LTT shares next bar lowest(l,55)[BB] - (1.5*N) or lower;
> > end;
> > buytocover ("out-B") next bar highest(h,10) or higher;
> >
> > // STOPS
> > if currentshares = (2 * LTT) then StopLoss = DV * 3.5 * LTT;
> > if currentshares = (3 * LTT) then StopLoss = DV * 4.5 * LTT;
> > if currentshares = (4 * LTT) then StopLoss = DV * 5.0 * LTT;
> > setstoploss (StopLoss);
> >
> > // COMMENTARY
> > commentary ("LTT: ",LTT,Newline);
> > commentary ("CurrentShares: ",CurrentShares,Newline);
> > commentary ("StopLoss: ",StopLoss,Newline);
> > commentary ("AccountBalance:",AccountBalance,NewLine);
> > commentary ("LastTrade: ",LastTrade,NewLine);
> >
>
>
>
>
>
>
>
>
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