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GP,
since you seem pretty handy with this stuff maybe
you can have a look at the code below. I write most of my exit code using
loops. Below an example how I usually do it. In this example I code an nBar
stop. Note that I let the j loop deliberately go to j < barcount since within
the j loop I can put all other types of exit code and sometime I remove the nbar
stop.
Do you see any problems with this
code?
thanks, ed
procedure
nbarStop_proc(Buy,Short,nBar) {
global
Sell;
global SellPrice;
global BuyAdjusted;
global Cover;
global CoverPrice;
global ShortAdjusted;
//
initialise arrays
SellPrice = 0;
Sell = 0;
BuyAdjusted =
0;
CoverPrice = 0;
Cover = 0;
ShortAdjusted =
0;
for (i = 1; i < BarCount; i++) {
if (Buy[ i ] == 1) {
BuyAdjusted[ i ] = 1;
for (j = i; j < BarCount; j++) {
if (j - i == nBar) {
Sell[ j ] = 5;
SellPrice[ j ] = O[ j
];
i =
j;
break;
} else if (j == BarCount - 1) {
i =
BarCount;
}
}
} else if (Short[ i ] == 1) {
ShortAdjusted[ i ] = 1;
for (j = i; j < BarCount; j++)
{
if (j - i == nBar) {
Cover[ j ] = 5;
CoverPrice[ j ] = O[ j ];
i =
j;
break;
} else if (j == BarCount - 1) {
i =
BarCount;
}
}
}
}
}
SetBarsRequired(10000,10000);
per =
20;
nbar = 10;
Buy = C
< BBandBot(C,per,2); Buy = Ref(Buy,-1);
BuyPrice = O;
Short = C > BBandTop(C,per,2); Short = Ref(Short,-1);
ShortPrice = O;
nbarStop_proc(Buy,Short,nBar);
Buy = BuyAdjusted;
Short = ShortAdjusted;
SetChartOptions(0, chartShowDates);
GraphXSpace = 5;
Plot(C,"C",1,64);
Plot(BBandBot(C,per,2),"",colorGold,1);
Plot(BBandTop(C,per,2),"",colorGold,1);
PlotShapes(IIf(Buy,shapeUpTriangle,0),colorWhite, layer = 0, yposition = BuyPrice, offset = 0 );
PlotShapes(IIf(Short,shapeDownTriangle,0),colorYellow, layer = 0,
yposition = ShortPrice, offset = 0 );
PlotShapes(IIf(Sell,shapeHollowDownTriangle,0),colorWhite, layer = 0,
yposition = SellPrice, offset = 0 );
PlotShapes(IIf(Cover,shapeHollowUpTriangle,0),colorYellow, layer = 0,
yposition = CoverPrice, offset = 0 );
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