MetaStock™ Zone Forum & FAQ Artykuły Linki Elliott Waves EasyLanguage™ Zone

A B C D E F G H I J K L M N O P R S T U V W Y Z #

Chandelier Exit 2
Here is the Fast Chandelier Exit in full as supplied to me. It is part of an exit strategy
which you can adjust to your own trading style and comfort levels.

Chandelier Exit 2

HHVDays:=Input("Days Since Trade Opened",1,300,1);
ATRDays:=Input("ATR Days",1,30,10);
ATRHighMult:=Input("ATR Multiplier From High",1,5,3.0);
ATRCloseMult:=Input("ATR Multiplier From Close",1,5,2.5);
HHVStop:= HHV(H,HHVDays) - ATRHighMult*ATR(ATRDays);
HighStop:= H - ATRHighMult*ATR(ATRDays);
CloseStop:= C - ATRCloseMult*ATR(ATRDays);
TodaysCalc:= If(HighStop > CloseStop, HighStop, CloseStop);
TodaysStop:= If(L <= PREV, TodaysCalc, If(HHVStop < PREV, PREV,If(HHVStop > C,PREV,HHVStop)));

HHVDays:=Input("Days Since Trade Opened",1,300,1);
ATRDays:=Input("ATR Days",1,30,10);
ATRHighMult:=Input("ATR Multiplier From High",1,5,3.0);
ATRCloseMult:=Input("ATR Multiplier From Close",1,5,2.5);
HHVStop:= HHV(H,HHVDays) - ATRHighMult*ATR(ATRDays);
HighStop:= H - ATRHighMult*ATR(ATRDays);
CloseStop:= C - ATRCloseMult*ATR(ATRDays);
TodaysCalc:= If(HighStop > CloseStop, HighStop, CloseStop);
TodaysStop:= If(L <= PREV, TodaysCalc, If(HHVStop < PREV, PREV,If(HHVStop > C,PREV,HHVStop)));
TodaysStop

 

from Ian Burgoyne
 
 

 

Source / From: TOP
http://www.guppytraders.com

Equis and MetaStock® and MetaStock Professional® are registered trademarks of Equis International. Achelis Binary Wave®, The DownLoader®,
Expert Advisor®, OptionScope®, Quotecenter® and Smart Charts® are trademarks of Equis International, a Thomson Reuters company.

TradeStation® Pro, TradeStation® 2000i, OptionStation®, SuperCharts®, PowerEditor® and EasyLanguage®
are registered trademarks of TradeStation Technologies, Inc. Other names and marks referred to are the property of their respective owners.

All information provided on this website is for educational purposes only. Trading involves risk, including possible loss of principal and other losses.

Ten i inne materiały na tej stronie zostały zamieszczone zostały jedynie w celach edukacyjnych, nie ponoszę żadnej odpowiedzialno¶ci za ich stosowanie.

Gra na giełdzie i rynkach walutowych (FOREX) niesie ze sob± ryzyko poważnych strat finansowych!