[amibroker] Re: Advanced Trailing Stop
--- In amibroker@yahoogroups.com, zebdez [EMAIL PROTECTED] wrote:
Does anyone have the AFL version of the MetaStock plugin for
the Advanced Trailing Stop that is based on Chandelier Exit
developed by Chuck Le Beau? I have enough information to develop it,
but prefer to not re-invent the wheel.
Thanks,
Rob
Please post your code if you find it or if you develop it yourself!
Would be appreciated!
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Re: [amibroker] Re: Advanced Trailing Stop
This from the AFL reference for ApplyStop:
/* single-line implementation of Chandelier exit */
ApplyStop(stopTypeTrailing, stopModePoint, 3*ATR(14), True, True );
carlacash26 wrote:
--- In amibroker@yahoogroups.com, zebdez [EMAIL PROTECTED] wrote:
Does anyone have the AFL version of the MetaStock plugin for
the Advanced Trailing Stop that is based on Chandelier Exit
developed by Chuck Le Beau? I have enough information to develop it,
but prefer to not re-invent the wheel.
Thanks,
Rob
Please post your code if you find it or if you develop it yourself!
Would be appreciated!
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Please note that this group is for discussion between users only.
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[amibroker] Re: Advanced Trailing Stop
--- In amibroker@yahoogroups.com, carlacash26 [EMAIL PROTECTED]
wrote:
--- In amibroker@yahoogroups.com, zebdez robduff@ wrote:
Does anyone have the AFL version of the MetaStock plugin for
the Advanced Trailing Stop that is based on Chandelier Exit
developed by Chuck Le Beau? I have enough information to develop
it,
but prefer to not re-invent the wheel.
Thanks,
Rob
This is the code I have created starting from the Metastock DLL of
Richard Dale for the Chandelier Exit (see the site
http://www.tradernexus.com/advancedstop/advancedstop.html).
Opt2=Optimize(Initstop,2,1.5,2.5,0.5);
Opt6=Optimize(Pyramidpoint1,4,4,4,0.5);
Opt7=Optimize(Pyramidpoint2,6,6,6,0.5);
//
// BUY
//
Buy=; Insert here yours rule
//
// SHORT
//
Short=; Insert here yours rule
//
// SELL
//
Sell=0;
//
// COVER
//
Cover=0;
priceatbuy=0;
priceatshort=0;
exit=0;
myATR=ATR(10);
for( i = 0; i BarCount; i++ )
{
if( priceatbuy == 0 AND Buy [ i ] )
{
priceatbuy = BuyPrice [ i ];
pricestop=priceatbuy-(Opt2*myATR[i]);
priceattrail=pricestop;
pyramidpoint1=priceatbuy+(Opt6*myATR[i]);
pyramidpoint2=priceatbuy+(Opt7*myATR[i]);
priceatshort=0;
}
if( priceatshort == 0 AND Short [ i ] )
{
priceatshort = ShortPrice [ i ];
pricestop=priceatshort+(Opt2*myATR[i]);
priceattrail=pricestop;
pyramidpoint1=priceatshort-(Opt6*myATR[i]);
pyramidpoint2=priceatshort-(Opt7*myATR[i]);
priceatbuy=0;
}
if( priceatbuy 0 AND Close[i]pricestop )
{
exit = 1;
_TRACE( Exit Stop Loss in Buy);
}
if( priceatshort 0 AND Close[i]pricestop )
{
exit = 1;
_TRACE( Exit Stop Loss in Short);
}
if( priceatbuy 0 AND exit==0 )
{
if (Close[i] = pyramidpoint1)
{
mytrail=High[i] - (opt2+0.5) * myATR[i];
}
if (Close[i] pyramidpoint1 AND Close[i] =pyramidpoint2)
{
mytrail=High[i] - (opt2-0.5) * myATR[i];
}
if (Close[i] pyramidpoint2)
{
mytrail=High[i] - (opt2-1) * myATR[i];
}
priceattrail = Max(mytrail,priceattrail);
if (Close[i] priceattrail)
{
exit = 3;
_TRACE( Exit Trailing Stop in Buy);
}
}
if( priceatshort 0 AND exit==0 )
{
if (Close[i] = pyramidpoint1)
{
mytrail=Low[i] + (opt2+0.5) * myATR[i];
}
if (Close[i] pyramidpoint1 AND Close[i] =pyramidpoint2)
{
mytrail=Low[i] + (opt2-0.5) * myATR[i];
}
if (Close[i] pyramidpoint2)
{
mytrail=Low[i] + (opt2-1) * myATR[i];
}
priceattrail = Min(mytrail,priceattrail);
if (Close[i] priceattrail)
{
exit = 3;
_TRACE( Exit Trailing Stop in Short);
}
}
if( priceatbuy 0 )
{
if( exit 0 )
{
Buy [ i ] = 0;
Sell [ i ] = exit + 1;
exit = 0;
priceatbuy = 0;
}
}
if( priceatshort 0 )
{
if( exit 0 )
{
Short [ i ] = 0;
Cover [ i ] = exit + 1;
exit = 0;
priceatshort = 0;
}
}
}
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[amibroker] Re: Advanced Trailing Stop
The code I received from Mr. Valley has been posted to
http://www.amibroker.com/library/list.php. Search on Chandelier to
find at least three postings.
My thanks to those who responded to my original posting. I
appreciate the input.
Rob
--- In amibroker@yahoogroups.com, carlacash26 [EMAIL PROTECTED]
wrote:
--- In amibroker@yahoogroups.com, zebdez robduff@ wrote:
Does anyone have the AFL version of the MetaStock plugin for
the Advanced Trailing Stop that is based on Chandelier Exit
developed by Chuck Le Beau? I have enough information to develop
it,
but prefer to not re-invent the wheel.
Thanks,
Rob
Please post your code if you find it or if you develop it
yourself!
Would be appreciated!
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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