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This is like a Chandelier exit with different parameters (instead of
ATR). I had to use loops to implement this. You need to keep track of
the previous highest stop, but it's not that simple because you need to
reset the values with every exit/new trade.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of ianjw2
Sent: Monday, May 01, 2006 03:26
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Fixing a trailing stop
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
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