Re: RSI Band

Ezen a linken:

http://traders.com/Documentation/FEEDbk_docs/2009/06/TradersTips.html#TT4

mindjárt van is egy jó kis trailing stop kód:

Version(5.20); // requires v5.20

SetBarsRequired(sbrAll);

// get start date

Start = Cross( DateNum(), ParamDate("Start date", "2005-10-30" ) );

Started = Flip( Start, 0 );

StopMode = ParamList("Stop Mode", "Fixed|Chandelier|Modified ATR" );

StopLevel = Param("Fixed perc %", 14, 0.1, 50, 0.1)/100;

StopATRFactor = Param("ATR multiple", 4, 0.5, 10, 0.1 );

StopATRPeriod = Param("ATR period", 14, 3, 50 );

// calculate support and resistance levels

if( StopMode == "Fixed" ) // fixed percent trailing stop

{

sup = C * ( 1 - stoplevel );

res = C * ( 1 + stoplevel );

}

else // Chandelier ATR-based stop

if( StopMode == "Chandelier" )

{

sup = C - StopATRFactor * ATR( StopATRPeriod );

res = C + StopATRFactor * ATR( StopATRPeriod );

}

else

{

HL = H - L;

MAHL = 1.5 * MA( HL, StopATRPeriod );

HiLo = IIf( HL trailstop )

trailstop = Max( trailstop, sup[ i ] );

else

if( C[ i ] < trailstop AND C[ i - 1 ] trailstop, sup[ i ], res[ i ] );

trailARRAY[ i ] = trailstop;

}

// generate buy/sell signals based on crossover with trail stop line

Buy = Start OR Cross( C, trailArray );

Sell = Cross( trailArray, C );

PlotShapes(Buy*shapeUpArrow,colorGreen,0,trailarray);

PlotShapes(Sell*shapeDownArrow,colorRed,0,trailarray);

Plot( Close,"Price",colorBlack,styleBar);

//SetBarFillColor( colorYellow );

Plot( trailARRAY,"trailing stop level", colorRed, styleLine );