[system-traders] Re: Trailing Stop (with ATR as an example)?

[Aurimas <4urimas AT gmail.com>]

oh and does anybody know how to pass the starting date of the test period to the maxinperiod indicator? because that would solve the problem temporary as I could start backtesting

On Mon, Apr 27, 2009 at 2:45 PM, Aurimas <4urimas AT gmail.com> wrote:

The algorithm is something like this:

The ATR trailing line never decreases, only increases in value, so for example:

temp_atr_trailing = I:Prices - {I:ATR}*2;

if (atr_trailing > maxtrailing)

maxtrailing = temp_atr_trailing;

if (I:Prices <= maxtrailing)

sell!;

something like this. And the KeepRunUp indicator I think it's very ineffective because it's using Max in period for every tick.

So any Ideas how to develop General Trailing Stop indicator? or just for the ATR?

Aurimas

On Mon, Apr 27, 2009 at 1:05 PM, Aurimas <4urimas AT gmail.com> wrote:

Hello Genius Traders!

Could anyone write a system on GT with trailing stop exit signal? I'd really appreciate since I have hard time making one.

Aurimas