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You could try saving the buyprice (at the time it first occurs) or the
initial stop in a static variable, so they are not lost or changed until you
change them
----- Original Message -----
From: "stevemajors" <stevemajors@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, December 11, 2008 9:39 AM
Subject: [amibroker] Re: Van Tharp trading exits
> Sorry the cut and paste did not work well.
>
> Stop #3 would be to change the multiple of the ATR to 1.6 from 3
> after the position has moved up 4 times the initial risk (buyprice -
> 3 * ATR(10))
>
> Thanks
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>>
>> Would you clarify #3. I don't understand your description
>>
>> ara
>>
>> ----- Original Message -----
>> From: "stevemajors" <stevemajors@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Wednesday, December 10, 2008 9:18 PM
>> Subject: [amibroker] Van Tharp trading exits
>>
>>
>> > Has anybody already coded Van Tharps suggested Exits as follows:
>> >
>> > 1. Initial stop - entry price minus three-times-volatility (3*
> 10 Day ATR)
>> >
>> > 2. Second, - whenever the market moves twice the daily
> volatility from
>> > yesterday's close against you in a single Day (2 * Avg 10 Day
> ATR)
>> >
>> > 3. Lastly, a 4-R profit will after a 4-R profit is triggered,
> your
>> > trailing volatility stop moves up to 1.6 times the average True
> range
>> > (i.e., instead of 3 times).
>> >
>> > I have the following for the AFL code for 1 and 2:
>> >
>> > //1. Initial stop
>> > ApplyStop( stopTypeLoss, stopModePoint, 3 * ATR( 10 ), True );
>> >
>> > //2. Second stop
>> > Sell = (Ref(C,-1) - C > 2 * ATR(10));
>> >
>> > I'm not sure how to calculate the last exit (3. 4-R profit)?
>> > If I give buyprice = ... same as buy formula, how do I keep the
> value
>> > of (3 * ATR(10)) at the time the buy occurs to calculate initial
> risk?
>> >
>> > Thanks
>> >
>> >
>> > ------------------------------------
>> >
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>
>
>
> ------------------------------------
>
> **** IMPORTANT ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> *********************
> TO GET TECHNICAL 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
>
>
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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
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