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Would someone please be so kind as to convert this example of a long scale out, given in the help file, into a short scale out? I have spent several hours already trying to get it to work. I even used _TRACE() debugging to find out exactly what is going on in the loop. I came up with what I thought was the correct long to short conversion but for some reason when I try implementing this for a short entry it misses some, but not all, of the entry signals. Why miss some but not all? I have no idea. It's way beyond me at this stage and I sure hope one of you has the answer.
Thanks
Pete :-)
Here it is straight out of the help file. This is the long entry version, what I need is a short entry version.
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
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