[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Using example AFL in reference - can't set trailing stop for sigscale price



PureBytes Links

Trading Reference Links

I would like to have an OR for the trailing stop of either 
the "original Buy price OR the last sigscaleout price". Can't figure 
how to reference the last sigscaleout price. Help please.

Buy = Cross( MA( C, 10 ), MA( C, 50 ) ); 
Sell = 0; 

// the system will exit 
// 50% of position if FIRST PROFIT TARGET stop is hit 
// 50% of position is SECOND PROFIT TARGET stop is hit 
// 100% of position if TRAILING STOP is hit 

FirstProfitTarget = 10; // profit 
SecondProfitTarget = 20; // in percent 
TrailingStop = 10; // also in percent 

priceatbuy=0; 
highsincebuy = 0; 

exit = 0; 

for( i = 0; i < BarCount; i++ ) 
{ 
   if( priceatbuy == 0 AND Buy[ i ] ) 
    { 
       priceatbuy = BuyPrice[ i ]; 
    } 

   if( priceatbuy > 0 ) 
    { 
       highsincebuy = Max( High[ i ], highsincebuy ); 

      if( exit == 0 AND 
          High[ i ] >= ( 1 + FirstProfitTarget * 0.01 ) * 
priceatbuy ) 
       { 
         // first profit target hit - scale-out 
         exit = 1; 
         Buy[ i ] = sigScaleOut; 
       } 

      if( exit == 1 AND 
          High[ i ] >= ( 1 + SecondProfitTarget * 0.01 ) * 
priceatbuy ) 
       { 
         // second profit target hit - exit 
         exit = 2; 
         SellPrice[ i ] = Max( Open[ i ], ( 1 + SecondProfitTarget * 
0.01 ) * priceatbuy ); 
       } 

      if( Low[ i ] <= ( 1 - TrailingStop * 0.01 ) * highsincebuy ) 
       { 
         // trailing stop hit - exit 
         exit = 3;    
         SellPrice[ i ] = Min( Open[ i ], ( 1 - TrailingStop * 0.01 ) 
* highsincebuy ); 
       } 

      if( exit >= 2 ) 
       { 
         Buy[ i ] = 0; 
         Sell[ i ] = exit + 1; // mark appropriate exit code 
         exit = 0; 
         priceatbuy = 0; // reset price 
         highsincebuy = 0; 
       } 
    } 
} 

SetPositionSize( 50, spsPercentOfEquity ); 
SetPositionSize( 50, spsPercentOfPosition * ( Buy == 
sigScaleOut ) ); // scale out 50% of position



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/