// Downloaded From https://www.WiseStockTrader.com _SECTION_BEGIN("Oz Trail Stop Long v6"); // E.M.Pottasch, Feb 2014 // based on http://www.tradernexus.com/advancedstop/advancedstop.html _N(PersistentPath="C:\\Program Files\\AmiBroker64\\PersistentVariables\\"); // **** You need to create a directory to store the persistent variable **** selectDate=ParamDate("Start Date","08/01/2013",0); selectTime=ParamTime("Start Time","09:30:00",0); per1=Param("Length ATR",20,1,150,1); //ATR length fac1=Param("ATR Multiple (Initial)",1,0.1,10,0.1); //Initial ATR multiple, first bar fac2=Param("ATR Multiple (Trail)",2,0.1,10,0.1); //Trail ATR multiple tog1=ParamToggle("Trail value","Close|High&Low",1); //trail calculated with respect to the High or the Close price tog2=ParamToggle("Display Exit Levels","No|Yes",1); // tog3=ParamToggle("Trail Method","Ed's|Geoff's",1); // trail method, slight difference between my code and Geoff Mulhall's code nlev=Param("Number of target Levels",2,0,12,1); levMultiple=Param("Target Level Multiple",2,0,12,1); entryPrice=Param("Entry Price Trade",0,0,150000,0.01); //entry price, use 0 for Close price trg1=ParamTrigger("Save Changes", "Click Here"); //press to save changes every time you change parameter settings trg2=ParamTrigger("Remove Persistent Variable", "Click Here"); //remove persistant trail for active symbol idx1=idx2=0;bi=BarIndex();//trailArray=0; // if selecting date and time with mouse use // 1) select bar with curson and click on chart // 2) press F12 => now a marker line appears (or double click with mouse) // 3) then press the save changes button // 4) remove the marker line with CTRL-F12 if(BeginValue(bi)>0) { selectDate=BeginValue(DateNum()); selectTime=BeginValue(TimeNum()); } if(entryPrice==0) { if (Interval()>=86400) { ttt=IIf(DateNum()==selectDate,1,0); entryPrice=LastValue(ValueWhen(ttt,C)); } else { ttt=IIf(DateNum()==selectDate AND TimeNum()==selectTime,1,0); entryPrice=LastValue(ValueWhen(ttt,C)); } } function conDate(nDate) { string=StrFormat("%0.9g",nDate); aa=StrLeft(string,3);mm=StrMid(string,3,2);dd=StrRight(string,2); aa1=StrToNum(aa)+1900; // ONLY CORRECT AFTER 2000 result= mm + "/" + dd + "/" + NumToStr(aa1,1,False); return result; } function PersistentArraySet(VarName,infoArray) { fh=fopen( PersistentPath+VarName+".pva","w" ); if(fh) { cnt=0; while(!IsEmpty(infoArray[cnt])) { String=NumToStr(infoArray[cnt])+"\n"; fputs( String,fh); cnt=cnt+1; } fclose(fh); } } function PersistentArrayGet(VarName) { infoArray=0; fh = fopen( PersistentPath+VarName+".pva","r" ); if(fh) { cnt=0; while(!feof(fh)) { infoArray[cnt]=StrToNum(fgets( fh )); cnt=cnt+1; } fclose(fh); } return infoArray; } function PersistentVarRemove(VarName) { Fn=PersistentPath+VarName+".pva"; fh=fdelete(Fn) ; } infoArrayLONG=Null; infoArrayLONG[0]=selectDate; infoArrayLONG[1]=selectTime; infoArrayLONG[2]=per1; infoArrayLONG[3]=fac1; infoArrayLONG[4]=fac2; infoArrayLONG[5]=tog1; infoArrayLONG[6]=tog3; infoArrayLONG[7]=LastValue(entryPrice); infoArrayLONG[8]=nlev; infoArrayLONG[9]=levMultiple; infoLONG=PersistentArrayGet("LONG"+Name()); lvspLONG=LastValue(Cum(infoLONG)); if(trg1)PersistentArraySet("LONG"+Name(),infoArrayLONG); if(trg2)PersistentVarRemove("LONG"+Name()); procedure displayTargetLevels(trailArray,entryPriceArr,idx1,idx2,unitStop,nlevArr,levMultipleArr) { lgth=5; validWindow=Flip(idx1==bi,Ref(idx2==bi,-1)); for(i=1;i<=nlevArr;i++) { ll=IIf(trailArray,entryPriceArr+unitStop*i*levMultipleArr,0); if(LastValue(Cum(ll))>0) { sig=Cross(H,ll) AND validWindow;sig=ExRem(sig,idx2==bi); //Plot(ll,"",ColorRGB(60,60,60),styleLine,Null,Null,0,-1,1); //PlotText(""+ll[idx1],BarCount,ll[idx1],ColorRGB(100,100,100)); line=LineArray(BarCount-lgth,ll[idx1],BarCount,ll[idx1]); Plot(line,"",ColorRGB(100,100,100),styleLine,Null,Null,lgth,0,1); PlotShapes(IIf(sig,shapeSmallCircle,shapeNone),colorOrange,0,Max(O,ll),0); PlotShapes(IIf(sig,shapeDownArrow,shapeNone),colorOrange,0,H,-15); } } // entry signal PlotShapes(IIf(idx1==bi,shapeSmallCircle,shapeNone),colorLightBlue,0,EntryPriceArr,0); PlotShapes(IIf(idx1==bi,shapeUpArrow,shapeNone),colorGreen,0,L,-15); // exit signal PlotShapes(IIf(idx2==bi,shapeSmallCircle,shapeNone),colorOrange,0,C,0); PlotShapes(IIf(idx2==bi,shapeDownArrow,shapeNone),colorRed,0,H,-15); // entry level th=IIf(trailArray,entryPriceArr,Null);//+unitStop; th=LineArray(BarCount-lgth,th[idx1],BarCount,th[idx1]); Plot(th,"",ColorRGB(0,0,160),styleLine,Null,Null,lgth,0,1); // background color trade Plot(validWindow,"",ColorRGB(10,10,10),styleArea|styleOwnScale|styleNoLabel,0,1,0,-5); } ///////////// Chandelier code by Geoff Mulhall function aChandelierCl(AtrARRAY,fac1,AtrMult,entryPrice) { result=0; result[idx1]=entryPrice-fac1*AtrARRAY[idx1];iTrade = "LT"; HHC[idx1]=C[idx1];LLC[idx1]=C[idx1];cnt=0; if((idx1+1)0) { for( i = idx1+1; i < BarCount; i++ ) { cnt=i; if (iTrade == "LT") { if (C[i] >= result[i-1]) { // Long Trade is continuing if (C[i] > C[i-1]) { HHC[i] = C[i]; } else { HHC[i] = HHC[i-1]; } result[i] = HHC[i] - AtrMult * AtrARRAY[i]; if (result[i] < result[i-1]) { result[i] = result[i-1]; } } else { // Long trade Exit triggered idx2=i; break; } } } if(idx2>0) { for(i=cnt;i0) { for( i = idx1+1; i < BarCount; i++ ) { cnt=i; if (iTrade == "LT") { if (C[i] >= result[i-1]) { // Long Trade is continuing if (H[i] > H[i-1]) { HHC[i] = H[i]; } else { HHC[i] = HHC[i-1]; } result[i] = HHC[i] - AtrMult * AtrARRAY[i]; if (result[i] < result[i-1]) { result[i] = result[i-1]; } } else { // Long trade Exit triggered idx2=i; break; } } } if(idx2>0) { for(i=cnt;i0) { cnt=0; for(i=idx1+1;i=prev AND C[i-1]>=prev)//long continuation { trailArray[i]=Max(prev,hh[i]-fac2*ATRBull[i]); } else if (C[i]=prev)//short trigger { idx2=i; break; } } if(idx2>0) { for(i=cnt;i0) { if (Interval()>=86400) { tt=IIf(DateNum()==selectDateArr,1,0); idx1=LastValue(ValueWhen(tt,bi)); } else { tt=IIf(DateNum()==selectDateArr AND TimeNum()==selectTimeArr,1,0); idx1=LastValue(ValueWhen(tt,bi)); } if(tog3Arr) { AtrARRAY=ATR(per1Arr); if(tog1Arr) { trailArray=aChandelierHL(AtrARRAY,fac1Arr,fac2Arr,entryPriceArr);trailArray=IIf(trailArray==0,Null,trailArray); } else { trailArray=aChandelierCl(AtrARRAY,fac1Arr,fac2Arr,entryPriceArr);trailArray=IIf(trailArray==0,Null,trailArray); } } else { ATRBull=ATR(per1Arr); trailArray=vstopLong_func(ATRBull,fac1Arr,fac2Arr,tog1Arr,per1Arr,entryPriceArr);trailArray=IIf(trailArray==0,Null,trailArray); } } else { trailArray=Null; } GraphXSpace=5;SetChartBkColor(colorBlack);SetChartOptions(0,chartShowDates); SetBarFillColor(IIf(C>O,ColorRGB(0,75,0),IIf(C<=O,ColorRGB(75,0,0),colorLightGrey))); Plot(C,"",IIf(C>O,ColorRGB(0,255,0),IIf(C<=O,ColorRGB(255,0,0),colorLightGrey)),64,Null,Null,0,0,1); Plot(trailArray,"",ColorRGB(0,255,0),styleStaircase,Null,Null,0,0,1); if(lvspLONG>0) { if(tog1Arr==0)trailMeth="Close"; else trailRef="High"; if(tog3Arr==0)trailRef="Ed's"; else trailMeth="Geoff's"; unitStop=(entryPriceArr-trailArray[idx1]); barsInTrade=0; if(idx1>0 AND idx2==0) { barsInTrade=BarsSince(idx1==bi)+1; } else if(idx1>0 AND idx2>0) { barsIntrade=(idx2-idx1)+1; } Title= EncodeColor(colorBrightGreen) + "POSITION LONG\n" + EncodeColor(colorWhite) + "Entry Date: " + conDate(selectDateArr) +"\n"+ "Entry Time: " + selectTimeArr +"\n"+ "ATR Period: " + per1Arr +"\n"+ "ATR Multiple (Initial): " + fac1Arr +"\n"+ "ATR Multiple (Trail): " + fac2Arr +"\n"+ "Trail reference: " + trailRef +"\n"+ "Trail method: " + trailMeth +"\n"+ "Entry Price: " + entryPriceArr +"\n"+ "Number of Levels: " + nlevArr +"\n"+ "Multiple of Unitstop: " + levMultiple +"\n"+ EncodeColor(colorYellow) + "UnitStop: " + unitStop +"\n"+ "Bars in Trade: " + barsInTrade; if(tog2 AND nlevArr>0 AND levMultipleArr>0) { displayTargetLevels(trailArray,entryPriceArr,idx1,idx2,unitStop,nlevArr,levMultipleArr); } } else { Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ); } _SECTION_END();