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Jose - how can you programme this in system tester?
Thanks, David
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jose
To: <A
title=equismetastock@xxxxxxxxxxxxxxx
href="">equismetastock@xxxxxxxxxxxxxxx
Sent: Thursday, April 22, 2004 3:25
PM
Subject: [EquisMetaStock Group] Re:
Trailing stop
===================================Trailing Stop -
ATR Chandelier
Exit===================================---8<---------------------------{
Trailing Stop - ATR Chandelier Exit v2.0 }{ Triggers: Long (+1) &
Short (-1) signalsat crossover of user-defined trailing stops }{
©Copyright 2003 Jose Silva }{ <A
href="">http://users.bigpond.com/prominex/pegasus.htm
}pds:=Input("ATR periods",1,252,10);pds1:=Input("ATR lookback
periods",1,252,21);multi:=Input("ATR
multiplier",0,10,2.5);plot:=Input("plot: trailing stop=1,
Long+Short=2, signals=3",1,3,1);adv:=Input("plot: today's
trailing stop=0, tomorrow's stop=1",0,1,0);delay:=Input("Entry
and Exit signal
delay",0,5,0);StLong:=HHV(C-multi*ATR(pds),pds1);StShort:=LLV(C+multi*ATR(pds),pds1);stopLong:=If(C<PREV,StLong,Max(StLong,PREV));stopShort:=If(C>PREV,StShort,Min(StShort,PREV));In:=Cross(C,Ref(stopShort,-1));Out:=Cross(Ref(stopLong,-1),C);Init:=Cum(In+Out>-1)=1;InInit:=Cum(In)=1;flag:=BarsSince(Init
OR In)< BarsSince(Init OR Out)+InInit;signals:=Ref((InInit AND
Alert(InInit=0,2)OR flag AND Alert(flag=0,2))+(flag=0 AND
Alert(flag,2))*-1,-delay);stop:=Ref(If(flag=1,stopLong,stopShort),-1+adv);If(plot=1,stop,If(plot=2,Ref(stopLong,-1+adv),0));If(plot=1,stop,If(plot=2,Ref(stopShort,-1+adv),signals))---8<---------------------------jose
'-)--- In equismetastock@xxxxxxxxxxxxxxx, "arenzo2"
<arenzo2@xxxx> wrote:> Hi,> I would like to have a simple
exit signal based for example on > close - ATR, for long
entry, but I would like that the formula can > only give higher values
(without declining) until price hit the > value (exit signal).>
> Could someone please suggest I could program it ?> >
Many thanks> > Renato
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