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Have a look at the following thread which I believe covers the same
idea:
http://finance.groups.yahoo.com/group/amibroker/message/127917
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "pinkheadedbug" <john.brownlow@xxx>
wrote:
>
> I'm trying to implement the original turtle trader rules. So far so
good but one thing has
> me foxed. I'm using a daily tick and end of day prices.
>
> I want to pyramid in to a particular security every time the price
rises by a certain amount.
>
> However, each trade should have its own separate stop level,
independently triggered.
>
> So for example, imagine I bought 1000 shares at four different
prices p1, p2, p3 and p4.
>
> Each block of shares has its own stop level s1, s2, s3 and s4 which
are triggered intraday.
>
> So let's say one day the price closes above s1 and s2 but below s3
and s4.
>
> Therefore I want to sell 1000 shares at s3 and 1000 shares at s4.
>
> Similarly, if the price rises enough, I might want to buy two or
three blocks of 1000 shares
> at different prices on the same day.
>
> The only way I can think of to do this is to create a composite
buy/sell order for 2000
> shares at the average buy/sell price and keep my own accounts of
the actual prices,
> numbers of shares, and stop levels.
>
> Is there a better approach?
>
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