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oz trail v2 for Amibroker (AFL)
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_SECTION_BEGIN("Oz Trail Stop Long"); // 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","08/01/2011",0); per1=Param("Length ATR",20,1,150,1); // ATR length fac1=Param("Chandelier Factor",2,1,10,0.1); // chandelier factor tog1=ParamToggle("Trail value","Close|High&Low",1); entryPrice=Param("Entry Price Trade",0,0,150000,0.01); //entry price trg1=ParamTrigger("Save Changes", "Click Here"); if(entryPrice==0) { ttt=IIf(DateNum()>=selectDate,1,0); ttt=ttt-Ref(ttt,-1); entryPrice=LastValue(ValueWhen(ttt,C)); } function conDate(nDate) { result=""; 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= dd + "/" + mm + "/" + NumToStr(aa1,1,False); return result; } function PersistentArraySet(VarName,infoArray) { global PersistentPath; 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) { global PersistentPath; 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; } infoArray=Null; infoArray[0]=selectdate; infoArray[1]=per1; infoArray[2]=fac1; infoArray[3]=tog1; infoArray[4]=LastValue(entryPrice); sdatep=PersistentArrayGet("ss"+Name()); lvsp=LastValue(Cum(sdatep)); if(lvsp==0)PersistentArraySet("ss"+Name(),infoArray); if(trg1)PersistentArraySet("ss"+Name(),infoArray); function vstopLong_func(trBull,tog1,per,idx,entryPrice) { trailArray=0; if(tog1) { hh=H; ll=L; } else { hh=C; ll=C; } trailArray[idx]=entryPrice-trBull[idx]; // calculate trail if((idx+1)<BarCount AND idx>0) { cnt=0; for(i=idx+1;i<BarCount;i++) { prev=trailArray[i-1];cnt=i; if (C[i]>=prev AND C[i-1]>=prev)//long continuation { trailArray[i]=Max(prev,hh[i]-trBull[i]); } else if (C[i]<prev AND C[i-1]>=prev)//short trigger { break; } } for(i=cnt;i<BarCount;i++) { trailArray[i]=trailArray[i-1]; } } return trailArray; } sdatep=PersistentArrayGet("ss"+Name()); selectDateArr=sdatep[0]; per1Arr=sdatep[1]; fac1Arr=sdatep[2]; tog1Arr=sdatep[3]; entryPriceArr=sdatep[4]; bi=BarIndex();tt=IIf(DateNum()>=selectDateArr,1,0); tt=tt-Ref(tt,-1);idx=LastValue(ValueWhen(tt,bi)); trBull=fac1Arr*ATR(per1Arr); trailArray=vstopLong_func(trBull,tog1Arr,per1Arr,idx,entryPriceArr);trailArray=IIf(trailArray==0,Null,trailArray); if(tog1Arr==0) trailRef="Close"; else trailRef="High"; Title = "Entry Date: " + conDate(selectDateArr) +"\n"+ "ATR Period: " + per1Arr +"\n"+ "ATR Multiple: " + fac1Arr +"\n"+ "Trail reference: " + trailRef +"\n"+ "Entry Price: " + entryPriceArr +"\n"; 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,"\nPrice",IIf(C>O,ColorRGB(0,255,0),IIf(C<=O,ColorRGB(255,0,0),colorLightGrey)),64); Plot(trailArray,"\ntrailLong",ColorRGB(0,255,0),styleStaircase); _SECTION_END();