|
PureBytes Links
Trading Reference Links
|
Hi Gordon,
Do you suppose you can post those files in the Files folder or
someplace? The attachments aren't showing up in the post :( I just see:
Attachment(not stored)
Chandelier.dll
--- In amibroker@xxxxxxxxxxxxxxx, "Gordon Sutherland" <gosuth@xxx> wrote:
>
> Hi Larry,
>
> I believe iterating through the price array using loops is the best
> solution. For those (like me) uncomfortable with looping there is
some code
> that I believe will do what you want in the form of a custom
function posted
> by Geoff Mulhall on 24th October 2004. I attach:
>
> 1. The dll file to be placed in your \AmiBroker\Plugins folder
> 2. The AFL file
> 3. Text readme file
> 4. Graphic illustration png file
>
> I hope this helps with your Chandelier Exits.
>
> Regards,
>
> Gordon
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of onelkm
> Sent: Saturday, 26 January 2008 8:38 a.m.
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Q regarding removing succeeding signals from
> HighestSince or LowestSince
>
> I have struggled with the same issue.... can someone help - is there
> a solution?
> Larry
>
> --- In amibroker@xxxxxxxxxxxxxxx, "janhausd" <janhaus@> wrote:
> >
> > Hi,
> >
> > I did some searching in the posts, and it looks like many people
> have
> > asked for methods to remove the extraneous signals from HighestSince
> > or LowestSince so that the function can return the very first signal
> > and not the ones which appear afterwards.
> >
> > I've tried copying the code from these two posts, using loops or
> loops
> > + global vars, or some combination of ExRem, or Flip or ExRemSpan
> but
> > I have not yet gotten it working:
> > http://finance.groups.yahoo.com/group/amibroker/message/117998
> > http://finance.groups.yahoo.com/group/amibroker/message/72151
> >
> > Is there a simple way to accomplish this? Otherwise, the trailing
> > stops don't work correctly since HighestSince is reset with each
> > succeeding Buy signal and vice versa for LowestSince. The below is
> the
> > code I'm looking to fix:
> >
> > ---
> > Buy = Signal1 & Signal2;
> > Short = Signal1Rev & Signal2Rev;
> > Buy = Ref(Buy,-1);
> > Short = Ref(Short,-1);
> > BuyPrice = O;
> > ShortPrice = O;
> > SetTradeDelays(0,0,0,0);
> >
> > sellstopline = HighestSince( Buy, High ) * STrailingStopPct;
> > BuyBarsSince = BarsSince(Buy == 1);
> > sellprofitline = Ref(BuyPrice, -BuyBarsSince) * SProfitStopPct;
> > sellex = sellstopline > P;
> > sellex2 = P > sellprofitline;
> > Sell= IIf(sellex,4,(IIf((sellex2),3,0)));
> > SellPrice = O;
> >
> > coverstopline = LowestSince( Short, Low ) * BTrailingStopPct;
> > ShortBarsSince = BarsSince(Short == 1);
> > coverprofitline = Ref(ShortPrice, -ShortBarsSince) * BProfitStopPct;
> > buyex = P > coverstopline;
> > buyex2 = coverprofitline > P;
> > Cover= IIf(buyex==1, 4, (IIf((buyex2),3,0)));
> > CoverPrice = O;
> > Equity(1,0);
> > --
> >
>
>
>
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
> /* CHANDELIER EXIT Geoff Mulhall 24 Oct 2004
> (Refer Folder:\GBS Notes\Chandelier Exits\Chandelier Zip - GBS)
> ---------------------------------------------------------------
>
> Vers 1.02 - Improvements to problem data handling. Thks to James Kung
>
> The chandelier exit is described at Chuck Le Beau's System Traders
Club. Refer :
>
> http://traderclub.com/cgi-bin/discus/show.cgi?107/107
>
> If you are not familiar with the Chandelier Exit please refer to
that site
> before continuing.
>
> The plugin provided here is a true Chandelier Exit ie it is always
hung from
> the highest high or highest close not as in the compromise version
below which
> readers may have seen else where ie
>
> Chandelier = HHV(High - 3 * ATR(15),10); // Long Trade Exit
> Chandelier = LLV(Low + 3 * ATR(15),10); // Short Trade Exit
>
> As you will see from the PNG file attached the plugin provides a
single function
> which can be used for both short and long trades.
> This is achieved by flipping whenever the close pierces the exit.
>
> To plot a Chandelier exit hung from the close code as follows -
>
> Plot(ChandelierCl(ATR(15),3),"ChandelierCl",colorBlue,styleLine);
>
> To plot a Chandelier exit hung from the high or low code as follows -
>
> Plot(ChandelierHL(ATR(15),3),"ChandelierHL",colorRed,styleLine);
>
> Note both functions accept two parameters
> 1. The ATR array - in this case a 15 period - in this example
ATR(15) and
> 2. The ATR multiplier - in this example 3
>
> A trading system can be built using the functions provided as follows
>
> Buy = Close > Ref( ChandelierCl(ATR(15),3), -1);
> Sell = Close < Ref( ChandelierCl(ATR(15),3), -1);
>
> Note the ref function is required due to the way the exit switches
> between a long and short trade.
>
> To install the the plugin
> 1. Shut down Amibroker
> 2. Copy the file Chandelier.dll to C:\Program Files\Amibroker\Plugins
> 3. Restart Amibroker (You will get a warning message that a new plugin
> has been installed).
>
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> 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/
|