PureBytes Links
Trading Reference Links
|
Sell=Cross(Ref(LLV(L,LBak),-1),C);
I use the above code as a trailing stop.
The problem is that it can allow the trailing stop to fall without an
exit being triggered.i.e. The stop is actually lowered.
What I would like to do, is to maintain the highest value that has been
achieved in the lookback period, and ignore any subsequent lower values.
I can't help but feel there is a pretty simple answer - however, it
eludes me Im afraid.
Can anyone help me out on this?
Cheers,
Ian
------------------------ Yahoo! Groups Sponsor --------------------~-->
GFT Forex Trading Accounts As low as $250 with up to 400:1 Leverage. Free Demo.
http://us.click.yahoo.com/lpv1TA/jlQNAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|