- Katılım
- 23 Eki 2020
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- 1,826
Here is the Fast Chandelier Exit in full as supplied to me. It is part of an exit strategy which you can adjust to your own trading style and comfort levels.
Chandelier Exit 2
HHVDays:=Input("Days Since Trade Opened",1,300,1);
ATRDays:=Input("ATR Days",1,30,10);
ATRHighMult:=Input("ATR Multiplier From High",1,5,3.0);
ATRCloseMult:=Input("ATR Multiplier From Close",1,5,2.5);
HHVStop:= HHV(H,HHVDays) - ATRHighMult*ATR(ATRDays);
HighStop:= H - ATRHighMult*ATR(ATRDays);
CloseStop:= C - ATRCloseMult*ATR(ATRDays);
TodaysCalc:= If(HighStop > CloseStop, HighStop, CloseStop);
TodaysStop:= If(L <= PREV, TodaysCalc, If(HHVStop < PREV, PREV,If(HHVStop > C,PREV,HHVStop)));
HHVDays:=Input("Days Since Trade Opened",1,300,1);
ATRDays:=Input("ATR Days",1,30,10);
ATRHighMult:=Input("ATR Multiplier From High",1,5,3.0);
ATRCloseMult:=Input("ATR Multiplier From Close",1,5,2.5);
HHVStop:= HHV(H,HHVDays) - ATRHighMult*ATR(ATRDays);
HighStop:= H - ATRHighMult*ATR(ATRDays);
CloseStop:= C - ATRCloseMult*ATR(ATRDays);
TodaysCalc:= If(HighStop > CloseStop, HighStop, CloseStop);
TodaysStop:= If(L <= PREV, TodaysCalc, If(HHVStop < PREV, PREV,If(HHVStop > C,PREV,HHVStop)));
TodaysStop
from Ian Burgoyne
Source / From:
http://www.guppytraders.com
