Fwd: [amibroker] Quick code question please

["alta hob" <altahob@xxxxxxxxxxxxxx>]

This is the updated code (thanks to people who have helped with this so far) if anyone else in the community is interested.  I just tried backtesting GBPJPY daily data with this and it does what I wanted (triggers a buy/sell order when a two bar high/low is created on next bar if it breaks).  I'm only working with historic data to help my edge when manual trading.

If anyone can run this on intraday let me know (very new to this) or if the trailing two bar stop can be made to be initially under the bar before the entry bar and only trail when a higher high is created (if long of course and the opposite when short).

Any interesting ways of trailing stop are of interest to me so would be cool to see people play with this.

best

AH

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/* two bar high/low backtest.  trade entered when 1 pip higher than tbh or 1 pip lower than two bar low.  stop is trailed two bars behind extreme

*/

AbsHighDiff = abs(H - Ref(H, -1));

AbsLowDiff = abs(L - Ref(L, -1));

tbh = AbsHighDiff < 0.02; // max. 2 pips difference

tbl = AbsLowDiff < 0.02; // max. 2 pips difference

PositionSize = -33;

tbhyesterday = Ref( tbh, -1 ); // new array - tbh shifted forward 1 bar

tblyesterday = Ref( tbl, -1 ); // new array - tbl shifted forward 1 bar


HigherHigh = High > Ref( High, -1 );

LowerLow = Low < Ref( Low, -1 );

Buy = tbhyesterday AND HigherHigh;

BuyPrice = Ref ( High, -1 );

Sell = L < Ref(LLV(L,2),-1);

SellPrice = Ref(LLV(L,2),-1);

Short = tblyesterday AND LowerLow;

ShortPrice = Ref ( Low, -1 );

Cover = H > Ref( High, -2 );

CoverPrice = Ref ( High, -2 );

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