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[amibroker] Re: Stoploss that moves to break-even point and stays there


  • Date: Fri, 19 Feb 2010 02:52:51 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: Stoploss that moves to break-even point and stays there

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Hi,

1. You should not be passing expressions like "exitAtStop = True" for parameters. Just pass True. The "=" part is for documentation only.

2. You don't need a loop here. ApplyStop accepts dynamic stop values via an array. Try the following (assuming that Buy does not have any redundant signals - i.e. use ExRem):

PriceBought = ValueWhen(Buy, Close);
Threshold =
Close >= 1.05 * PriceBought;
Threshold =
Flip(Threshold, Sell);

Stop =
IIF(Threshold, 0, 1);
ApplyStop(stopTypeLoss, stopModePercent, Stop, 1, true);

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "smrcek18" <smrcek18@xxx> wrote:
>
>
>
>
>
>
> Anyone knows what is wrong with the code below? It gives me strange results. It ignores BreakevenTarget variable...
>
> BreakevenTarget = 5;
> priceatbuy=0;
> highsincebuy = 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( highsincebuy >= ( 1 + BreakevenTarget * 0.01 ) * priceatbuy )
> {
> // 5% target hit
> sellpercent = 0;
> } else {
> sellpercent = 1;
> }
> }
> }
>
> ApplyStop(stopTypeLoss, stopModePercent, sellpercent,exitatstop=True,volatile=True,ReEntryDelay=False);
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "smrcek18" smrcek18@ wrote:
> >
> > Hello,
> >
> > Can anyone help me with coding a stoploss that goes to break-even point and stays there?
> >
> > Let's look at this simple code:
> >
> > BuyPrice = C;
> > SellPrice = C;
> >
> > Buy=C>Ref(H,-1);
> > Sell=C<Ref(L,-1);
> >
> > ApplyStop(stopTypeLoss, stopModePercent, 1, True);
> >
> > I would like that when the price reaches +5% the stoploss moves from 1% to break-even point (zero+commision+spread) and stays there. Second option is to have a stoploss that goes to break-even point after a couple of days (lets say 10 days) and stays there.
> >
> > I was looking at similar example here http://www.mail-archive.com/amibroker@xxxxxxxxxxxxxxx/msg45865.html, but it's too complicated for me :(
> >
> > I would appreciate if anyone could help me with that. Thanx.
> >
>


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