Re: [amibroker] Help to Lock in the Actual Buyiny Date

["Jerry Laster" <laster@xxxxxxxxxxxx>]

There is a chandelier trailing stop code in the library.

On Tue, 24 Oct 2006 11:26:31 -0400, darwin_ding <darwin_ding@xxxxxxxxxxxx>  
wrote:

> Hello,
>
> I would like to code some sort of chandelier trailing stop (not the
> built-in ATR trailing stop) and the stop line will trail the HHV since
> the actual buying date. The sell instruction will then be generated
> based upon the stop line. The code is something like the following:
>
> Stop_Line=HHV(High,BarsSince(Buy))-2.5*ATR(14);
> Sell=cross(close,Stop_Line);
>
> However, the excessive buy signals will reset the BarsSince(Buy) value
> and shift the stop line. I know the excessive buy signals can be removed
> by code the following code:
> buy = ExRem( buy, sell );
>
> But the ExRem() function will require sell value which will rely on
> correct stop line.
>
> Stop line --> Sell signal --> remove excessive buy signals --> get
> actual buy signal --> get correct Stop line --> dead loop
>
> Would anybody help me to lock in the actual buying date.
> Your help is highly appreciated.
>
> Best Regards,
>
> Darwin Ding
>
>
>
>
>
>
>
>
>
>



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