// Downloaded From https://www.WiseStockTrader.com
_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");
trg2=ParamTrigger("Remove Persistent Variable", "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;
}
function PersistentVarRemove(VarName)
{
global PersistentPath;
Fn=PersistentPath+VarName+".pva";
fh=fdelete(Fn) ;
//return fh;
}
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);
if(trg2)PersistentVarRemove("ss"+Name());
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];
if(lvsp>0)
{
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);
}
else
{
trailArray=Null;
}
if(lvsp>0)
{
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();