[amibroker] Fixing a trailing stop

Mon, 01 May 2006 02:33:30 -0700

Sell=Cross(Ref(LLV(L,LBak),-1),C);

I use the above code as a trailing stop.
The problem is that it can allow the trailing stop to fall without an
exit being triggered.i.e. The stop is actually lowered.

What I would like to do, is to maintain the highest value that has been
achieved in the lookback period, and ignore any subsequent lower values.

I can't help but feel there is a pretty simple answer - however, it
eludes me Im afraid.

Can anyone help me out on this?

Cheers,

Ian






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