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Jose - thanks very much. David
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jose
To: <A
title=equismetastock@xxxxxxxxxxxxxxx
href="">equismetastock@xxxxxxxxxxxxxxx
Sent: Friday, April 23, 2004 7:48
AM
Subject: [EquisMetaStock Group] Re:
Trailing stop
---8<----------------x:=Fml("Trailing
Stop - ATR Chandelier
Exit");ExitLong:=Cross(x,C);ExitShort:=Cross(C,x);---8<----------------jose
'-)--- In <A
href="">equismetastock@xxxxxxxxxxxxxxx,
"david castley" <drc1939@x...>
wrote:> Jose - how can you programme this in system tester? Thanks,
David> ----- Original Message ----- >
From: Jose > To: 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) signals> at 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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