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Tim
Don't panic - I'm taking a closer look at your code now and will try and
incorporate my earlier suggestions.
Roy
----- Original Message -----
From: "timinwaedi" <timinwaedi@xxxxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Thursday, May 22, 2003 4:36 AM
Subject: Re: [EquisMetaStock Group] Referencing the most recent occurrence
> --- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@xxxx>
> wrote:
> > Tim
> >
> > > Can anyone suggest how I can reference the price at which a the
> most
> > > recent occurrence of a long entry took place. I need to know this
> > > price in order to define a stop loss or stop profit exit.
> >
> > Here's some more "latch" practice.
> >
> > There are many ways you can configure this latch. By not storing
> the entry
> > price in the latch but referencing it using ValueWhen(entry) we
> eliminate
> > one PREV.
> >
> > Have fun.
> >
> > Roy
> >
> > {Trade Stop Tim}
> > N:=Fml("long entry signal (price spike)");
> > X:=Fml("nominal exit");
> > I:=Cum(N+X>-1)=1;
> > Tr:=If(PREV<=0,N>0,If( X {standard exit}
> > OR {10% profit stop}
> > ValueWhen(1,PREV=0, N {entry price} )>=C*1.1,
> > {OR any other entry related exit}
> > -1 {negative spike exit signal},
> > 1)); {or trade continues}
> > Xb:=Tr<0; {exit bar}
> > Tr:=Abs(Tr)*ValueWhen(1,I OR (Alert(Tr=0,2)
> > AND Tr),N); {trade acitive * entry price}
> > Tr;
>
> Thanks Roy,
>
> I've included an expert which functions ok, and I wanted to
> add to the long and short exit conditions a percentage profit
> target.I've added pseudo code to the exit conditions which I trust
> will explain my plight.
>
> ------------------------------
> {Enter on correction in trend with ATR stop or 10% profit target}
>
> {Long Entry}
>
> LE:=C <= Ref(C,-1) AND
> Ref(C, -1) <= Ref(C, -2) AND
> Ref(C, -2) <= Ref(C, -3) AND
> Mov(C, 21, E) > Ref(Mov(C, 21, E), -1)
> OR
> C <= Ref(C,-1) AND
> Ref(C, -1) <= Ref(C, -2) AND
> Ref(C, -2) <= Ref(C, -3) AND
> Ref(C, -3) <= Ref(C, -4) AND
> Mov(C, 21, E) > Ref(Mov(C, 21, E), -1);
>
> {Short Entry}
>
> SE:=C >= Ref(C,-1) AND
> Ref(C, -1) >= Ref(C, -2) AND
> Ref(C, -2) >= Ref(C, -3) AND
> Mov(C, 21, E) < Ref(Mov(C, 21, E), -1)
> OR
> C >= Ref(C,-1) AND
> Ref(C, -1) >= Ref(C, -2) AND
> Ref(C, -2) >= Ref(C, -3) AND
> Ref(C, -3) >= Ref(C, -4) AND
> Mov(C, 21, E) < Ref(Mov(C, 21, E), -1);
>
> {Long Exit}
>
> LongNumatr:=4;
> LongPeriods:=4;
> LongSL:=L-LongNumatr*ATR(LongPeriods);
> Longstop:=If(L<PREV,LongSL,If(LongSL>PREV,LongSL,PREV));
> LX:=L<Ref(Longstop,-1){or high >= Long entry price * 1.1};
>
> {Short Exit}
>
> ShortNumatr:=4;
> ShortPeriods:=4;
> ShortSL:=H+ShortNumatr*ATR(ShortPeriods);
> Shortstop:=If(H>PREV,ShortSL,If(ShortSL<PREV,ShortSL,PREV));
> SX:=H>Ref(Shortstop,-1){or low<= Short entry price /1.1};
>
> Trade:=If( LE=1, 1, If(SE=1, -1, If((LX AND PREV=1) OR (SX AND
> PREV=-1),0,PREV)));
>
> Long Entry: cross( trade, 0.5 )
> Short Entry: cross( -0.5, trade )
> Long Exit: cross( 0.5, trade )
> Short Exit: cross( trade, -0.5 )
>
> -----------------------------------------------------
>
> I understand that the use of the ValueWhen function can be used to
> store values of most recent occurrences, but am not sure how to
> integrate it. Would be grateful for your remarks.
>
> Regards,
>
> Tim
>
>
>
>
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>
>
>
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