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Hello,
It did not work, let me try to explain what we are actually trying
to do.
We would like to optimize a formula on 30 days of the crude oil
future and we would like to trade only between 14:00 and 18:00. The
problem we encountered is that if a trade is not sold before 18:00,
it will stay overnight until next day. That is not what we want
because it is far too risky! Therefore, when a trade is still open
after 18:00, it should have a have a trailing-stop applied to it,
with a maximum loss of 20 cents.
Exmaple of a trailing-stop:
At 17:44 the system buy's one contract at $68.00, at 18:00 it is
still not sold and the price is at $67.70, at 18:01 a trailing-stop
is applied with 20 cents max. loss (max loss is if price goes to
goes to $67.50).
The price goes to 68.10, and the contract is still not sold, but the
trailing stop is moved from $67.50 to $67.90. Then the price falls
to 67.90 and the stop order is executed and the contract is sold
(with a loss of 10 cents)
I hope this is clear that somebody can help me code this stop. I
have asked the support of AmiBroker but they did not reply in a few
days and we are kind of in a hurry.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> you cannot use applystop like this
> try this, it might work
>
> Sell = Cross( Signal( fa, sa, sig ), MACD( fa, sa ) )
> or cross( valuewhen( timecondition2, C-0.1 ), L );
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
>
> On 09/05/07, iliagold1 <iliagold1@xxx> wrote:
> > Hello all,
> >
> > I would like to add a trailing stop after the last order of the
day
> > of 10 cents, how would I put that in the formula?
> >
> > I tried something like this but it does not work, please help.
> >
> > tn2 = TimeNum();
> > timecondition2 = tn2 >= 180001;
> >
> > if( LastValue( Buy AND timecondition2 ) )
> >
> > {
> > ApplyStop( 2, 2, 1, 100, False, 1 );
> > }
> >
> >
> > ----------
> >
> > Bellow is the full formula:
> >
> > /* variable = optimize( "Description", default, min, max, step )
*/
> > fa = Optimize( "MACD Fast", 661, 1, 1000, 10 );
> > sa = Optimize("MACD Slow", 221, 1, 400, 10 );
> > sig = Optimize( "Signal average", 171, 1, 200, 10 );
> >
> > tn = TimeNum();
> > timecondition = tn >= 140000 AND tn < 180000;
> >
> > tn2 = TimeNum();
> > timecondition2 = tn2 >= 180001;
> >
> > Buy = Cross( MACD( fa, sa ) , Signal( fa, sa, sig ) );
> > Sell = Cross( Signal( fa, sa, sig ), MACD( fa, sa ) );
> >
> > Short = Sell;
> > Cover = Buy;
> >
> > Buy = Buy AND timecondition;
> > Short = Short AND timecondition;
> > //Sell = Sell OR NOT timecondition;
> > //Cover = Cover OR NOT timecondition;
> >
> > if( LastValue( Buy AND timecondition2 ) )
> >
> > {
> > ApplyStop( 2, 2, 1, 100, False, 1 );
> > }
> >
> > PositionSize = MarginDeposit = 1;
>
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