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<FONT face=Arial color=#0000ff
size=2>Roy,
<FONT face=Arial color=#0000ff
size=2>
Thanks
for sharing this code for multi-exits using a latch. As you mentioned, the
example below is more complex, so I guess I have something to try and get my
head around for the next few days!
<FONT face="Kunstler Script" color=#008000
size=5>Regards,
<FONT face="Kunstler Script" color=#008000
size=5>
Gordon
Sutherland
<FONT
face=Tahoma size=2>-----Original Message-----From: Roy Larsen
[mailto:rlarsen@xxxxxxxxxxxxxx] Sent: Monday, 11 August 2003 10:49
a.m.To: equismetastock@xxxxxxxxxxxxxxxSubject: Re:
[EquisMetaStock Group] Metastock Fixed Trailing Stop
LossGordonHere's an example on the more
complex side. This code is intended as acompanion for 'Trade Equity' so
don't be concerned if it doesn't make muchsense. It's a little dated and
probably not bug-free, but if you look at thefirst 'Tr' variable you'll
see how a range of possible exits are tested bythe latch. The second 'Tr'
variable to cover intraday trade situations whenusing EOD data (entry and
exit on the same bar).Roy {Trade Stop LE Trail} {V2.7
long equal}No:=Input("Enter 1=O 2=C 3=H 4=L 5=Stop",1,5,2);Xo:=Input("
Exit 1=O 2=C 3=H 4=L 5=Stop",1,5,2);Nd:=Input("Entry
Delay",0,3,0);Xd:=Input(" Exit Delay",0,3,0);Cm:=Input("Entry
Commission $",0,99,50);Cx:=Input(" Exit Commission
$",0,99,50);Cp:=10000; {* trade capital *}Ls:=12.5 {stop loss % }
/100;Xc:=2; {timing, 1=C/O+ 2=C/C 3=Stop/C 4=Stop}Am:=3;
{multiplier}Ap:=3; {trail from price, 1=MP 2=C 3=H
4=L}N:=Cross(Mov(C,15,E),Mov(C,25,E));Ns:=0;X:=
0;Xs:=0; {end of user
area}Ap:=If(Ap=2,C,If(Ap=3,H,If(Ap=4,L,MP())));Am:=Ap-ATR(10)*Am;
Ap:=Ref(Am,-1);N:=N AND Alert(N=0,2);X:=X AND
Alert(X=0,2);N:=If(Nd=0,N,Alert(N,Nd+1) AND
Alert(N,Nd)=0);N:=If(N>0,If(No=1,O,If(No=3,H,If(No=4,L,C))),0);N:=If(No=5,If(Ns>0,Max(L,Ns),0),N);X:=If(Xd=0,X,Alert(X,Xd+1)
AND
Alert(X,Xd)=0);X:=If(X>0,If(Xo=1,O,If(Xo=3,H,If(Xo=4,L,C))),0);X:=If(Xs>0
AND
Xo=5,Max(L,Xs),X);Lf:=Min(1,(Cp*(1-Ls)+Cx)/(Cp-Cm));Tr:=If(PREV=0,If(N>0
AND X=0 AND(No=2 OR If(Xc<3,C,L)>Max(Lf*N,Ap)),N,0), If(X>0
ORIf(Xc<3,C,L)<=HighestSince(1,PREV=0,Ap)
OR(If(Xc<3,C,L)<=Lf*PREV AND
Ls<>.99),0,PREV));Tr:=If(Alert(Tr>0,2)=0 AND N>0
AND(((If(Xc<3,C,L)<=Max(Lf*N,Ap))AND No<>2) OR (X>0 AND
Nd+Xd<1 AND No<>2 ANDXo>1 AND (Max(No,Xo)>4 OR
No<>Xo))),-N,Tr);Xb:=(Tr=0 AND Alert(Tr>0,2)) OR (Tr<0 AND
Alert(Tr=0,2));Cx:=ValueWhen(1,Cum((N+Ns+X+Xs+Ap)>-1)=1 OR
Tr<>0,Abs(Tr));Cm:=Max(HighestSince(1,Alert(Tr,2)=0,Ap),Cx*Lf);Cm:=If(Xb,If(Xc<3
AND C<=Cm,C,If(Xc>2 AND
L<=Cm,Cm,0)),0);Cm:=If(Cm>0,If(Cm>=.5,PREC(Cm,2),If(Cm<.1,PREC(Cm,3),PREC(Cm*2,2)/2)),0);Cm:=If(Xc=4
AND Cm>0,Max(L,Min(If(Tr<0,H,O),Cm)),Cm);Cm:=If((Xc=2 OR Xc=3) AND
Cm>0,C,If(Xc=1 AND Xo<5,Ref(Cm,-1),Cm));Cm:=If(Xc=1 AND Cm>0 AND
Xo<5,O,Cm);Cx*Alert(Tr<>0,2);
Cx*Lf*Alert(Tr<>0,2);HighestSince(1,Alert(Tr<>0,2)=0,Am)*Alert(Tr<>0,2);If(Cm>0,Cm,If(Xs>0
AND Xo=5,X,0));To
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