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Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "janhausd" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Friday, January 25, 2008 10:15 PM Subject: [amibroker] Re: Q regarding removing succeeding signals from HighestSince or LowestSince > Hi Gordon, > > Do you suppose you can post those files in the Files folder or > someplace? The attachments aren't showing up in the post :( I just see: > > Attachment(not stored) > Chandelier.dll > > > > --- In [email protected], "Gordon Sutherland" <[EMAIL PROTECTED]> > wrote: >> >> Hi Larry, >> >> I believe iterating through the price array using loops is the best >> solution. For those (like me) uncomfortable with looping there is > some code >> that I believe will do what you want in the form of a custom > function posted >> by Geoff Mulhall on 24th October 2004. I attach: >> >> 1. The dll file to be placed in your \AmiBroker\Plugins folder >> 2. The AFL file >> 3. Text readme file >> 4. Graphic illustration png file >> >> I hope this helps with your Chandelier Exits. >> >> Regards, >> >> Gordon >> >> -----Original Message----- >> From: [email protected] [mailto:[EMAIL PROTECTED] > On Behalf >> Of onelkm >> Sent: Saturday, 26 January 2008 8:38 a.m. >> To: [email protected] >> Subject: [amibroker] Re: Q regarding removing succeeding signals from >> HighestSince or LowestSince >> >> I have struggled with the same issue.... can someone help - is there >> a solution? >> Larry >> >> --- In [email protected], "janhausd" <janhaus@> wrote: >> > >> > Hi, >> > >> > I did some searching in the posts, and it looks like many people >> have >> > asked for methods to remove the extraneous signals from HighestSince >> > or LowestSince so that the function can return the very first signal >> > and not the ones which appear afterwards. >> > >> > I've tried copying the code from these two posts, using loops or >> loops >> > + global vars, or some combination of ExRem, or Flip or ExRemSpan >> but >> > I have not yet gotten it working: >> > http://finance.groups.yahoo.com/group/amibroker/message/117998 >> > http://finance.groups.yahoo.com/group/amibroker/message/72151 >> > >> > Is there a simple way to accomplish this? Otherwise, the trailing >> > stops don't work correctly since HighestSince is reset with each >> > succeeding Buy signal and vice versa for LowestSince. The below is >> the >> > code I'm looking to fix: >> > >> > --- >> > Buy = Signal1 & Signal2; >> > Short = Signal1Rev & Signal2Rev; >> > Buy = Ref(Buy,-1); >> > Short = Ref(Short,-1); >> > BuyPrice = O; >> > ShortPrice = O; >> > SetTradeDelays(0,0,0,0); >> > >> > sellstopline = HighestSince( Buy, High ) * STrailingStopPct; >> > BuyBarsSince = BarsSince(Buy == 1); >> > sellprofitline = Ref(BuyPrice, -BuyBarsSince) * SProfitStopPct; >> > sellex = sellstopline > P; >> > sellex2 = P > sellprofitline; >> > Sell= IIf(sellex,4,(IIf((sellex2),3,0))); >> > SellPrice = O; >> > >> > coverstopline = LowestSince( Short, Low ) * BTrailingStopPct; >> > ShortBarsSince = BarsSince(Short == 1); >> > coverprofitline = Ref(ShortPrice, -ShortBarsSince) * BProfitStopPct; >> > buyex = P > coverstopline; >> > buyex2 = coverprofitline > P; >> > Cover= IIf(buyex==1, 4, (IIf((buyex2),3,0))); >> > CoverPrice = O; >> > Equity(1,0); >> > -- >> > >> >> >> >> >> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> http://www.amibroker.com/devlog/ >> >> For other support material please check also: >> http://www.amibroker.com/support.html >> >> Yahoo! Groups Links >> >> >> >> >> /* CHANDELIER EXIT Geoff Mulhall 24 Oct 2004 >> (Refer Folder:\GBS Notes\Chandelier Exits\Chandelier Zip - GBS) >> --------------------------------------------------------------- >> >> Vers 1.02 - Improvements to problem data handling. Thks to James Kung >> >> The chandelier exit is described at Chuck Le Beau's System Traders > Club. Refer : >> >> http://traderclub.com/cgi-bin/discus/show.cgi?107/107 >> >> If you are not familiar with the Chandelier Exit please refer to > that site >> before continuing. >> >> The plugin provided here is a true Chandelier Exit ie it is always > hung from >> the highest high or highest close not as in the compromise version > below which >> readers may have seen else where ie >> >> Chandelier = HHV(High - 3 * ATR(15),10); // Long Trade Exit >> Chandelier = LLV(Low + 3 * ATR(15),10); // Short Trade Exit >> >> As you will see from the PNG file attached the plugin provides a > single function >> which can be used for both short and long trades. >> This is achieved by flipping whenever the close pierces the exit. >> >> To plot a Chandelier exit hung from the close code as follows - >> >> Plot(ChandelierCl(ATR(15),3),"ChandelierCl",colorBlue,styleLine); >> >> To plot a Chandelier exit hung from the high or low code as follows - >> >> Plot(ChandelierHL(ATR(15),3),"ChandelierHL",colorRed,styleLine); >> >> Note both functions accept two parameters >> 1. The ATR array - in this case a 15 period - in this example > ATR(15) and >> 2. The ATR multiplier - in this example 3 >> >> A trading system can be built using the functions provided as follows >> >> Buy = Close > Ref( ChandelierCl(ATR(15),3), -1); >> Sell = Close < Ref( ChandelierCl(ATR(15),3), -1); >> >> Note the ref function is required due to the way the exit switches >> between a long and short trade. >> >> To install the the plugin >> 1. Shut down Amibroker >> 2. Copy the file Chandelier.dll to C:\Program Files\Amibroker\Plugins >> 3. Restart Amibroker (You will get a warning message that a new plugin >> has been installed). >> > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > >
