[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[EquisMetaStock Group] Re: TRAILING STOP LOSS in system tester



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/