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<DIV>If(PdsTrade>0,TodaysStop,0)</DIV>
<DIV> </DIV>
<DIV>Regards,<BR>Ton Maas<BR><A
href="mailto:ms-irb@xxxxxxxxxxxxxxxx";>ms-irb@xxxxxxxxxxxxxxxx</A><BR>Dismiss the
".nospam" bit (including the dot) when replying.<BR>Homepage <A
href="http://home.planet.nl/~anthmaas";>http://home.planet.nl/~anthmaas</A></DIV>
<DIV> </DIV>
<DIV> </DIV>
<BLOCKQUOTE dir=ltr
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Kornberg Family </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A title=metastock@xxxxxxxxxxxxx
href="mailto:metastock@xxxxxxxxxxxxx";>Metastock List</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> maandag 24 april 2000 3:04</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Chandelier Exit</DIV>
<DIV><BR></DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000>Hi,</SPAN></FONT></DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000></SPAN></FONT> </DIV>
<DIV><FONT face=Arial size=2><SPAN class=900480001-24042000>Below is a
Chandelier exit based on Chuck Le Beau's articles (web). Barry Marx had
the original idea of a Chandelier exit resetting and I thank him for his help
and code. Others on the list have helped with particular bits,
particularly the lastvalue() idea.</SPAN></FONT></DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000></SPAN></FONT> </DIV>
<DIV><FONT face=Arial size=2><SPAN class=900480001-24042000>The only other
thing I would like to do is to only plot the Chandelier from the day of entry
- any suggestions would be gratefully accepted.</SPAN></FONT></DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000></SPAN></FONT> </DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000>Andrew</SPAN></FONT></DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000></SPAN></FONT> </DIV>
<DIV><FONT face=Arial size=2><SPAN class=900480001-24042000>Chandelier
Stop</SPAN></FONT></DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000>_____________</SPAN></FONT></DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000></SPAN></FONT> </DIV>
<DIV><FONT face=Arial size=2><SPAN class=900480001-24042000>Day1 := Input("Day
of Trade",1,31,4);<BR>Month1 := Input("Month of Trade",1,12,1);<BR>Year1 :=
Input("Year of Trade",1900,2400,2000);</SPAN></FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000>ATRDays:=Input("ATR
Days",1,30,10);<BR>ATRHighMult:=Input("ATR Multiplier From
High",1,5,3.0);<BR>ATRCloseMult:=Input("ATR Multiplier From
Close",1,5,2.5);</SPAN></FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000>PdsTrade:=BarsSince(DayOfMonth()=Day1 AND Month()=
Month1 AND Year()= Year1);</SPAN></FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000>HHVValue:=HHV(H,LastValue(PdsTrade));</SPAN></FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2><SPAN class=900480001-24042000>{The stop from the
HHV}<BR>HHVStop:= HHVValue -
ATRHighMult*ATR(ATRDays);</SPAN></FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2><SPAN class=900480001-24042000>{The stop from
that bar's H}<BR>HighStop:= H - ATRHighMult*ATR(ATRDays);<BR>{The stop from
that bar's C}<BR>CloseStop:= C -
ATRCloseMult*ATR(ATRDays);</SPAN></FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2><SPAN class=900480001-24042000>{Calculates the
Highest stop from the H stop or the C stop - Puts the stop at the highest
stop}<BR>TodaysCalc:= If(HighStop > CloseStop, HighStop,
CloseStop);</SPAN></FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2><SPAN class=900480001-24042000>{After the H or C
stop is highest, it compares that to the HHV stop. The stop is then
calculated on the highest value}<BR>TodaysStop:= If(L <= PREV, TodaysCalc,
If(HHVStop < PREV, PREV, If(HHVStop
><BR>C,PREV,HHVStop)));</SPAN></FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000>TodaysStop;</SPAN></FONT></DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000></SPAN></FONT> </DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000></SPAN></FONT> </DIV>
<DIV><FONT face=Arial size=2><SPAN
class=900480001-24042000></SPAN></FONT> </DIV></BLOCKQUOTE></BODY></HTML>
</x-html>From ???@??? Mon Apr 24 07:58:25 2000
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Message-ID: <003601bfadf5$81c928a0$81d879c3@xxxxx>
From: "A.J. Maas" <anthmaas@xxxxxxxxx>
To: "Metastock-List" <metastock@xxxxxxxxxxxxx>
References: <20000424041302.86502.qmail@xxxxxxxxxxx>
Subject: Re: Volume Moving Average Study
Date: Mon, 24 Apr 2000 16:00:38 +0200
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Status:
>> It means running through the Downloader an extra time each download.
Not exact. If you create sub child folders beneath the main parent folder, than by
converting to the parent only (and when "Traverse Destination subfolders" and
"Create New Securities" are checked on the Destination TAB) you will have
all of the secs being updated and kept up to date all of the time.
I recently have send a sample of my setup (see futher below), but you can create
many more (and naturaly different) child folders. In your example, that could be:
-DATA {parent}
|---A or HotStocks {child, first 200}
|---B or WatchList {child, next 200}
|---C or Part3 {child, 401-1000}
|---D or Part4 {child,1001-1500 or even smaller}
|---E or Part5 {child,1501-2000 or even smaller}
|---F or Part6 {child, 2001-3000 or even smaller}
etc. etc.
and replace A-Z and Part 3-n with any catchy nickname that will explain what's in
that particular folder.
All you would have to do now is to Explore the HotStocks (and/or combined with
the WatchList) folder.
Convert will then only have to take place to the parent folder, so in your
example ONLY to the C:\Data folder.
Here at home I am also using the (asterix) *.prn for Source File setting
(eg source file that is to be found in a therefore especialy created D:\Temp folder,
eg a folder that is soly dedicated to the daily from datavendor received and daily
self created PRN files). Files thus, that can than be always found in my D:\Temp
folder and for Destination Folder my below D:\MSK folder is used.
No need to adjust this setting anymore, since Convert will remember it everyday !!!!!
(actulay it is stored in the Windows Registry, and all the Downloader does
is call request Windows and its Register for this information, eg each time the
Convert Tool is started).
Personal automation in the simpliest, but also in the most precisest form.
Regards,
Ton Maas
ms-irb@xxxxxxxxxxxxxxxx
Dismiss the ".nospam" bit (including the dot) when replying.
Homepage http://home.planet.nl/~anthmaas
D:\
|
|__ MSK
|______Optionable secs, Prefered secs, Prefered idxs, Prefered rates(daily explored folder)
|
|______Indexes(idx)
|
|______Local A-N
|
|______Local O-Z
|
|______Leftovers(Exchange remainders that come auto with providers' conversion file(s))
|
|______Others(i.e foreign stocks,valuta's,yields,ADRs,)
----- Original Message -----
From: "Ian Burgoyne" <iburgy@xxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: maandag 24 april 2000 21:13
Subject: RE: Volume Moving Average Study
> No I didn't do a volume test on these securities because they are all highly
> liquid - I follow the top 200 stocks in the ASX (mainly warrants) and to be
> in the ASX200 they have to pass a liquidity test.
>
> But the point I didn't express very well Nicholas was you could perform your
> volume test as you described but instead of discarding the securities that
> fail the test keep them in another folder and continue to update them so
> that in the future if any show signs of life you can reinstate them
> instantly and the data will up to date. It means running through the
> Downloader an extra time each download.
> But in the meantime your smaller folder with highly liquid securities will
> be leaner and meaner and easier and faster to manage...especially
> explorations.
> Ian
>
> >From: "Nicholas Kormanik" <nkormanik@xxxxxxxxxx>
> >Reply-To: metastock@xxxxxxxxxxxxx
> >To: <metastock@xxxxxxxxxxxxx>
> >Subject: RE: Volume Moving Average Study
> >Date: Sun, 23 Apr 2000 20:58:11 -0600
> >
> >Ian writes, "I mainly use two other folders which have about 200 securities
> >in each."
> >
> >Did those approximately 400 stocks in 'topstocks' and 'watchlist' have to
> >clear a volume hurdle?
> >
> >What makes them all that different from the other 3,000 securities?
> >
> >Thanks,
> >Nicholas
> >
>
> ________________________________________________________________________
> Get Your Private, Free E-mail from MSN Hotmail at http://www.hotmail.com
>
>
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