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HI Jose
Thanks for your help. Both formula for Long And Short works.
Hope you make lots of money in your investments.
Alwin Chuah
Jose Silva <josesilva22@xxxxxxxxx> wrote:
Alwin, now you're being lazy... :)
========================
Alwun Long trailing stop
========================
---8<----------------------------------
{ Custom ATR Long "trailing stop".
http://www.metastocktools.com }
{ User inputs }
StDay:=Input("start Day",1,31,1);
StMnth:=Input("start Month",1,12,1);
StYear:=Input("start Year",1800,2200,2006);
multi:=Input("ATR multiplier",0,10,1.5);
pds:=Input("ATR periods",1,252,14);
{ Date signal }
start:=Year()>StYear
OR (Year()=StYear AND (Month()>StMnth
OR Month()=StMnth AND DayOfMonth()>=StDay));
date:=start AND Alert(start=0,2);
{ Restrict out-of-range date signal to chart }
date:=If(LastValue(Cum(date))>0,date,Cum(1)=1);
{ Long trailing stop }
TSP1:=HighestSince(1,date,H);
TSP2:=TSP1-ATR(pds)*multi;
long:=HighestSince(1,Ref(date,-1),TSP2);
{ Plot on price chart }
long
---8<----------------------------------
=========================
Alwun Short trailing stop
=========================
---8<----------------------------------
{ Custom ATR Short "trailing stop".
http://www.metastocktools.com }
{ User inputs }
StDay:=Input("start Day",1,31,1);
StMnth:=Input("start Month",1,12,1);
StYear:=Input("start Year",1800,2200,2006);
multi:=Input("ATR multiplier",0,10,1.5);
pds:=Input("ATR periods",1,252,14);
{ Date signal }
start:=Year()>StYear
OR (Year()=StYear AND (Month()>StMnth
OR Month()=StMnth AND DayOfMonth()>=StDay));
date:=start AND Alert(start=0,2);
{ Restrict out-of-range date signal to chart }
date:=If(LastValue(Cum(date))>0,date,Cum(1)=1);
{ Short trailing stop }
TSP1:=LowestSince(1,date,L);
TSP2:=TSP1+ATR(pds)*multi;
short:=LowestSince(1,Ref(date,-1),TSP2);
{ Plot on price chart }
short
---8<----------------------------------
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, Alwin Chuah <ctk188@xxx> wrote:
>
> HI Jose
> Thanks for coding the formula for Long/Short ATR.
> Could you break it up the formula one for Long and the another
> for short?
> Thanks
> Alwin Chuah
>
>
>
> Jose Silva <josesilva22@xxx> wrote:
> Alwun, your original formula plots a 3 ATR semi-trailing
> stop.
> I would code your trailing stop this way:
>
> ================================
> Alwun Long & Short trailing stop
> ================================
> ---8<----------------------------------
>
> { Custom ATR Long/Short "trailing stop".
> http://www.metastocktools.com }
>
> { User inputs }
> StDay:=Input("start Day",1,31,1);
> StMnth:=Input("start Month",1,12,1);
> StYear:=Input("start Year",1800,2200,2006);
> multi:=Input("ATR multiplier",0,10,1.5);
> pds:=Input("ATR periods",1,252,14);
> plot:=Input("Trail stop: [1]Long, [2]Short, [3]Both",1,3,3);
>
> { Date signal }
> start:=Year()>StYear
> OR (Year()=StYear AND (Month()>StMnth
> OR Month()=StMnth AND DayOfMonth()>=StDay));
> date:=start AND Alert(start=0,2);
>
> { Restrict out-of-range date signal to chart }
> date:=If(LastValue(Cum(date))>0,date,Cum(1)=1);
>
> { Long trailing stop }
> TSP1:=HighestSince(1,date,H);
> TSP2:=TSP1-ATR(pds)*multi;
> long:=HighestSince(1,Ref(date,-1),TSP2);
>
> { Short trailing stop }
> TSP1:=LowestSince(1,date,L);
> TSP2:=TSP1+ATR(pds)*multi;
> short:=LowestSince(1,Ref(date,-1),TSP2);
>
> { Plot on price chart }
> If(plot=1,long,short);
> If(plot=2,short,long)
>
> ---8<----------------------------------
>
> Note how the date signal will now accept non-trading days.
>
> jose '-)
> http://www.metastocktools.com
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, Alwin Chuah <ctk188@> wrote:
>
> Hi
> I have a formula for ATR *1.5 for long.
> Below is the formula
>
> Pday:=Input("Day of Month",1,31,3);
> Pmonth:=Input("Month of Year",1,12,1);
> PYear:=Input("Year",2000,2010,2006);
> Ppercent:=Input("ATR",1.5,5,3);
> TSP1:=BarsSince(DayOfMonth()=Pday AND Month()=Pmonth AND
> Year()=PYear);
> TSP2:=HighestSince(1,TSP1=0,H);
> TSP3:= TSP2-ATR(14)*Ppercent;
> HighestSince(1,TSP1=1,TSP3)
>
> Can you help me in editing it to create ATR *1.5 for short.
> Thanks
> Alwun Chuah ( KL,Malaysia)
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