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Hello,
If you are not using the redundant signals, I think you can do without
the J-loop :
http://www.amibroker.com/kb/2007/03/24/how-to-plot-a-trailing-stop-in-the-price-chart/
--- In amibroker@xxxxxxxxxxxxxxx, "Thomas Z." <tzg@xxx> wrote:
>
> 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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