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Dear List:
Below is the code for Chuck LeBeau's Chandelier Exit. It's not plotting if
I use anything beyond 991231 as the entry date for a trade.
I've tried various combinations, including 100 for 2000 for the year.
I've also changed the format to YYYMMDD. No luck.
Since I know almost nothing about EL, the solution is probably obvious to
those who do know EL & before contacting OR, if someone has a solution, I'd
appreciate it.
Much appreciated,
FPI
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Input: StrtDate(0), {Date you want plot to start, YYMMDD format}
StrtTime(0), {Optional time to start if intraday data, HHMM 24 hour format}
Pos("L"), {Position - use "L" for Long "S" for Short (including quotes)}
Fac(3), {True range multiplier}
ATRLen(10); {Length of average}
Vars:
MaxChand(-999999), {Chandelier exit var}
MinChand(999999) {Chandelier exit var};
If Pos="L" then begin {Long Trade}
if Time>=StrtTime and Date>=StrtDate then begin
If (H -Fac*Average(TrueRange,ATRLen)) > MaxChand then
MaxChand= (H -Fac*Average(TrueRange,ATRLen));
Plot1(MaxChand,"LongExit");
end;
end;
If Pos="S" then begin {Short Trade}
if Time>=StrtTime and Date>=StrtDate then begin
if (L +Fac*Average(TrueRange,ATRLen)) < MinChand then
MinChand= (L +Fac*Average(TrueRange,ATRLen));
Plot2(MinChand,"ShortExit");
end;
end;
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