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Hi,
Your code is incomplete. Where have you initialized Buy, Sell, Short, Cover, longstop, shortstop?
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "bertbulaba" <bertbulaba@xxx> wrote:
>
> Hello everyone,
>
> I hope that there is a few kind individuals out there that could have a
> look at this code I am using as an replacement for the ApplyStop()
> function, which I cannot use in my real time strategy. It is a Trailing
> Stop and a Stop-Loss built into one loop. The source of the main code is
> from the AmiBroker site, which I have then modified to suit my needs
> (added ATR() etc). There is something wrong with it since the results
> compared to ApplyStop() is very different (much worse that is). Also the
> Sell signal doesn't plot for some reason. I have been staring myself
> blind on this one, so any help is appreciated.
>
> Cheers!
>
> /************ Code starts here ***************/
> trailstop = 0;
> priceatbuy = 0;
> priceatshort = 0;
> Sum1 = Sum2 = 0;
> for( i = 1; i < BarCount; i++ )
> {
> // Calculate ATR inline using EMA (instead of Wilder's MA)
> tr[i] = Max(H[i] - L[i], Max(H[i] - C[i-1], C[i-1] - L[i]));
>
> // 34 bar EMA of True Range
> fac = 2.0 / (1.0 + 34);
> sum1 += (fac * (tr[i] - sum1));
> sum2 += (fac * (1.0 - sum2));
> etr[i] = Nz(sum1 / sum2);
>
> // Trailing Stop
> if( trailstop == 0 AND Buy[ i ] )
> {
> trailstop = High[ i ] - longstop * etr[i];
> }
> else Buy[ i ] = 0; // remove excess buy signals
>
> if( trailstop == 0 AND Short[ i ] )
> {
> trailstop = Low[ i ] + shortstop * etr[i];
> }
> else Short[ i ] = 0; // remove excess short signals
>
> if( trailstop > 0 AND Low[ i ] < trailstop )
> {
> Sell[ i ] = 1;
> SellPrice[ i ] = trailstop;
> trailstop = 0;
> }
>
> if( trailstop > 0 AND High[ i ] > trailstop )
> {
> Cover[ i ] = 1;
> CoverPrice[ i ] = trailstop;
> trailstop = 0;
> }
>
> // Stoploss
> if( priceatbuy == 0 AND Buy[ i ] ) priceatbuy = BuyPrice[ i ];
> if( priceatshort == 0 AND Short[ i ] ) priceatshort = ShortPrice[ i
> ];
>
> if( priceatbuy > 0 AND SellPrice[ i ] < (priceatbuy - stopLevel *
> etr[i]))
> {
> Sell[ i ] = 1;
> SellPrice[ i ] = priceatbuy - stopLevel * etr[i];
> priceatbuy = 0;
> }
> else Sell[ i ] = 0;
>
> if( priceatshort > 0 AND CoverPrice[ i ] > (priceatbuy + stopLevel *
> etr[i]))
> {
> Cover[ i ] = 1;
> CoverPrice[ i ] = priceatshort + stopLevel * etr[i];
> priceatshort = 0;
> }
> else Cover[ i ] = 0;
>
> }
>
> // Plot Entries and Exits
> Plot(C, "Price", 1, styleCandle);
> PlotShapes(Buy*shapeUpArrow,colorGreen,0,Low);
> PlotShapes(Sell*shapeHollowDownArrow,colorRed,0,High);
> PlotShapes(Cover*shapeHollowUpArrow,colorGreen,0,Low);
> PlotShapes(Short*shapeDownArrow,colorRed,0,High);
>
------------------------------------
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