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Gordon
Thanks for your input. I am a little confused as to how to get to
your files which were posted. Don't see them in the AB library
(Amibroker.com) and don't see them in my mailbox yet.
Thanks for helping
Larry
--- In amibroker@xxxxxxxxxxxxxxx, "Gordon Sutherland" <gosuth@xxx>
wrote:
>
> For anybody interested, I have spent a little time with the AFL
file that I
> posted earlier today and I have tweaked this code to:
>
>
>
> 1. Remove redundant signals from charts using Equity(1,0)
>
> 2. Added tooltips function to read the price arrays easier on
charts
>
> 3. Added a buy/sell trigger ribbon
>
> 4. Other minor tweaks
>
>
>
> The code seems to demonstrate expected behavior i.e. buys and sells
on the
> correct bars and at the expected prices!
>
>
>
> Cheers,
>
>
>
> Gordon
>
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Gordon Sutherland
> Sent: Saturday, 26 January 2008 10:14 a.m.
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Re: Q regarding removing succeeding
signals from
> HighestSince or LowestSince
>
>
>
> 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/
>
>
>
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>
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>
>
>
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>
>
>
>
>
>
>
>
>
>
>
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>
>
>
> 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/
>
>
>
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>
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>
> /* 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:
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