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). >
