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Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "janhausd" <janhaus@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, January 25, 2008 10:15 PM
Subject: [amibroker] Re: Q regarding removing succeeding signals from HighestSince or LowestSince
> 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
>
>
>
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
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