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Hello,
i have modified your code and removed the k-loop which makes it easier. I
haven't fully checked everything but it seems to work correct. Slippage
needs to be implemented.
Let me know if it works as expected. I have added shapes and a stop line.
Buy = 0;
Sell = 0;
Stop = Null;
StopArray = Null;
EntryLongSignal = Cross(MA(C, 5), MA(C, 20));
ExitLongPosition = L == LLV(L, 20);
TakeProfit = 10 * ATR(10);
BreakevenMove = 2 * ATR(10);
StopLossAmount = 2 * ATR(10);
for (i = 1; i < BarCount; i++)
{
if (EntryLongSignal[i])
{
Buy[i] = 1;
BuyPrice[i] = O[i];
for (j = i; j < BarCount; j++)
{
if (j > i)
Buy[j] = 0;
// Calc stop
if (j == i)
Stop = BuyPrice[i] - StopLossAmount[i];
else
if (H[j-1] >= BuyPrice[i] +
BreakevenMove[i])
Stop = BuyPrice[i];
StopArray[j] = Stop;
if (ExitLongPosition[j-1] AND j > i) // Sell next
bar at open
{
Sell[j] = 1;
SellPrice[j] = O[j];
Stop = Null;
i = j;
break;
}
else
if (L[j] <= Stop) // Check stop
{
Sell[j] = 1;
SellPrice[j] = Stop;
Stop = Null;
i = j;
break;
}
else
if (H[j] >= BuyPrice[i] +
TakeProfit[i]) // Check take profit
{
Sell[j] = 1;
SellPrice[j] = BuyPrice[i] +
TakeProfit[i];
Stop = Null;
i = j;
break;
}
else
if (j == BarCount - 1)
{
Stop = Null;
i = j;
break;
}
}
}
}
Plot(C, "Close", 1, 128);
Plot(StopArray, "Stop", colorGreen, 1);
PlotShapes(Buy * shapeUpArrow, colorGreen, 0, L, -12);
PlotShapes(Sell * shapeDownArrow, colorRed, 0, H, -12);
Thomas
www.PatternExplorer.com
Von: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] Im Auftrag
von cristianc22
Gesendet: Samstag, 26. Jänner 2008 16:13
An: amibroker@xxxxxxxxxxxxxxx
Betreff: [amibroker] Loop within loop
Hello,
I am trying to create a loop for my stops. I found a lot of good
examples in the previous postings.
The "j" loop works well without adding the "k" loop.
The idea is to have the stop moved at breakeven when the market moves
in my favor.
The idea is simple. One fixed stoploss point, one profit target point
and stoploss point moved after a certain profit.
I would appreciate any suggestions.
In other words - How do I escape from loop k and go back to loop j?
(I don't know if yahoo will let me keep the formating)
for (i = 1; i < BarCount; i++)
{
if (EntryLongSignal[ i ])
{
Buy[ i ] = 1;
BuyPrice[ i ] = O[ i ];
for (j = i + 1; j < BarCount; j++)
{
if (L[ j ] <= (BuyPrice[ i ]-StopLoss))
{
Sell[ j ] = 1;
SellPrice[ j ] = BuyPrice[ i ]-StopLoss;
i = j;
j = BarCount;
}
else if (H[ j ] >= (BuyPrice[ i ] +
BreakevenMove))
{
for (k = j + 1; k < BarCount; k++)
{
if (L [ k ] <= BuyPrice [ i ] + 0.0002)
{
Sell[ k ] = 1;
SellPrice[ k ] = BuyPrice[ i ];
j = k;
k = BarCount;
}
else if (H[ k ] >= BuyPrice[ i ] +
TakeProfit)
{
Sell[ k ] = 1;
SellPrice[ k ] = BuyPrice[ i ] +
TakeProfit;
j = k;
k = BarCount;
}
}
}
else if (ExitLongPosition[ j ])
{
Sell[ j ] = 1;
SellPrice[ j ] = O[ j ];
i = j;
j = BarCount;
}
else if (j == BarCount - 1)
{
Buy[ i ] = 0;
i = BarCount;
}
}
}
}
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