There is a chandelier trailing stop code in the library. On Tue, 24 Oct 2006 11:26:31 -0400, darwin_ding <[EMAIL PROTECTED]> wrote:
> Hello, > > I would like to code some sort of chandelier trailing stop (not the > built-in ATR trailing stop) and the stop line will trail the HHV since > the actual buying date. The sell instruction will then be generated > based upon the stop line. The code is something like the following: > > Stop_Line=HHV(High,BarsSince(Buy))-2.5*ATR(14); > Sell=cross(close,Stop_Line); > > However, the excessive buy signals will reset the BarsSince(Buy) value > and shift the stop line. I know the excessive buy signals can be removed > by code the following code: > buy = ExRem( buy, sell ); > > But the ExRem() function will require sell value which will rely on > correct stop line. > > Stop line --> Sell signal --> remove excessive buy signals --> get > actual buy signal --> get correct Stop line --> dead loop > > Would anybody help me to lock in the actual buying date. > Your help is highly appreciated. > > Best Regards, > > Darwin Ding > > > > > > > > > > -- Using Opera's revolutionary e-mail client: http://www.opera.com/mail/ 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 <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
