PureBytes Links
Trading Reference Links
|
Hello there - curious if you have found any additional information
on this problem. I personally am looking for a way to tell the
system tester in MS to recognize the day a trade is entered, as
opposed to the day the most recent signal ocurred (since many buy
signals can occur even after a trade is entered), for the purpose of
triggering the 1st day of calculation of the trailing stop. I have
not tried it yet, but "Trader Nexus" Advanced Trailing Stop may
provide an excellent solution. Have you / anyone tried this
particular solution, or have you found any else that seem to work?
(particularly with regard to when a system has more than one entry
signal.)
thank you.
--- In equismetastock@xxxxxxxxxxxxxxx, "Sharad Lohia"
<sharadlohia@xxxx> wrote:
> The problem is that my trade entry rules are several in number and
thus using them to track the position gets extremely cumbersome.
>
> I noticed a significant increase in the time taken for the system
tester to generate the results. There must be a more efficient
method.
>
> Also - how does one reset the reference high once the position
changes - without using the above method. Alert is one option but
that has to predefine the number of periods which is not a correct
way of doing this.
>
> Does anybody else have any suggestions.
>
> Thanks
>
> Regards
> ----- Original Message -----
> From: mgf_za_1999
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Monday, May 09, 2005 12:30 PM
> Subject: Re: [EquisMetaStock Group] TRAILING STOP LOSS
>
>
> Hi there, as far as I know there is not such a function, but I
may be
> wrong. To get the current position, use your own formulae, the
ones
> you use to enter & exit long and short. It is easiest if you
have
> just one formula for all of them, say a moving average crossover
like
>
> C>Mov(C,10,S) or cross(C,Mov(C,10,S))
>
> enters long and
>
> C<=Mov(C,10,S) or cross(Mov(C,10,S),C)
>
> enters short
>
> Then this formula
>
> C - Mov(C,10,S)
>
> gives you your current position.
>
> Regards
> MG Ferreira
> TsaTsa EOD Programmer and trading model builder
> http://www.ferra4models.com
> http://fun.ferra4models.com
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Sharad Lohia"
> <sharadlohia@xxxx> wrote:
> > Thanks a ton - but that is exactly what i am struggling with -
> >
> > I can manage the code logic for the trailing stop loss but am
stuck with
> >
> > "Suppose you have a variable, EnterLong, that becomes positive
when
> you enter, then simply do something like.."
> >
> > How to program a variable which will track the change in
position OR
> the current position ?
> >
> > what is the function for checking the current position and the
> change in position ?
> >
> >
> > Regards
> > ----- Original Message -----
> > From: MG Ferreira
> > To: equismetastock@xxxxxxxxxxxxxxx
> > Sent: Friday, May 06, 2005 7:15 PM
> > Subject: Re: [EquisMetaStock Group] TRAILING STOP LOSS
> >
> >
> > OK, so this gives the all time high. Well, then let us work
with
> > that. Suppose you want to use a level say 10% below this,
then simply
> > use something like
> >
> > StopLevel := 0.9 * X;
> >
> > to get it. Also, if you don't want the all time high, just
the
> > highest high since entry, then simply reset it on entry.
Suppose you
> > have a variable, EnterLong, that becomes positive when you
enter, then
> > simply do something like
> >
> > X := Max( PREV, Y ) * ( EnterLong > 0 ) + Y * ( EnterLong <=
0 );
> >
> > and the level will be equal to Y (probably the close) as
long as you
> > are out.
> >
> > Regards
> > MG Ferreira
> > TsaTsa EOD Programmer and trading model builder
> > http://www.ferra4models.com
> > http://fun.ferra4models.com
>
>
>
>
>
>
>
>
> Yahoo! Groups Links
------------------------ Yahoo! Groups Sponsor --------------------~-->
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/BefplB/TM
--------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|