|
PureBytes Links
Trading Reference Links
|
Remember that variables like ATR(period) are arrays.
Try something like:
StopPrice=BuyPrice - Ref(vaIStopVal, -BarsSince(Buy));
That will subtract the constant value of vaIStopVal on the Buy bar
from the BuyPrice so the StopPrice will be the same for every bar
since the Buy bar.
Bill
--- In amibroker@xxxxxxxxxxxxxxx, "Graham Johnson" <grahamj@xxx> wrote:
>
> Hi
>
> The bottom line with this is that I want to be able to set a stop and
> have control over it.
>
> After thinking it through, I decided that the first step was to set
> the stop for the first Buy signal and keep it at the same value until
> a Sell signal and then set it to 0 again.
>
> Seemed like a great theory but the stop value is reset at each bar
> and therefore does not maintain a constant value. Maybe it is a
> mindset thing - my professional experience was with procedural
> languages and AFL taxes my thinking processes sometimes - maybe
> something about teaching an old dog new tricks...
>
> Anyway, the snippet of code for setting the stop is as follows
>
> Buy = Ref(vaValidEntry,-1) AND Low <= Ref(vaLimitEntry, -1);
> BuyPrice = Min(Open, Ref(vaLimitEntry, -1));
> vaIStopVal = ATR(vISATRPer) * vISMult;
> vaInitStop = 0;
> vaInitStop = IIf(((Buy == 1) AND (Ref(vaInitStop, -1) == 0)) ,
> BuyPrice - (Ref(vaIStopVal, -1)), Ref(vaInitStop, -1));
> _TRACE(" | buy: " + Buy + " | stop: " + vaInitStop + " | PrevStop: "
> + Ref(vaInitStop, -1));
>
> Any ideas as to where I've gone wrong and why it is resetting the
> value each bar, please.
>
> Graham
>
> > I'm sure that a solution for this has been on the forum, but -
> after
> > much searching......
> >
> > Code is for a Long system that does not pyramid.
> >
> > I am looking to manually code the disaster stop, so need to be able
> to
> > set the stop on the day that the trade is actually entered, and not
> > have the water muddied by subsequent signals that are not taken
> because
> > the system does not pyramid.
> >
> > I know that the ApplyStop function is available, but I need to
> acquire
> > the technique for controlling stops programatically.
> >
> > Hopefully, this is clear.
> >
> > Graham
> >
>
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/
|