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That would certainly be very handy. Let us know if you can find someone to
program that.
Herve
-----Original Message-----
From: Dave Nadeau <dave_nadeau@xxxxxxxxx>
To: Metastockusers@xxxxxxxxxxxxxxx <Metastockusers@xxxxxxxxxxxxxxx>;
MetaStock Listserver <metastock@xxxxxxxxxxxxx>
Cc: metastockpro@xxxxxxxxx <metastockpro@xxxxxxxxx>
Date: Wednesday, 5 September 2001 1:53
Subject: RE: [Metastockusers] Re: An Easy Solution to BarsSinceEntry,
EntryPrice, PREV, etc.
>Stephane,
>
>Here's an example of how I think this .dll would work, and how it
>could be used.
>
>Let's say you want to code a breakout system, entering as the market
>opens, using Donchian Channels. (Price=HHV(last 10 bars) for example.
>I'll stick to the long side only.)
>
>Your trading signal would be TradSig:=Open>Ref(HHV(High,10),-1);
>Let's say your system enters at the Open + 1 point on a Buy Stop
>order. You want to save this value for further and future
>calcualtions. But, if this market is trending upwards, the Open
>TradSig will continue to be true: that is, the open will often keep
>breaking the previous 10 bar highs. Buy you don't want that original
>entry value to be reset each time it does that.
>
>Value1:=If(TradeSig,Open+1,0); {This establishes the value that you
>want to store}
>Value2:=If(TradeSig,1,If(ExitLongSig,0,-99)); {Assumes you have an
>Exit Long Signal defined}
>
>EntryStopValue:= creative_catchy_name_for_dll_here(Value1,Value2);
>{This returns the remembered value from the .dll--or if it's the first
>Value2=1 meaning an entry after some previous bar's Value2=0 meaning
>an exit, then it will take the Value1 that is passed and return it.}
>
>You then have EntryStopValue for your use in the Metastock code in
>calculations in later bars. You can do the same with Value1:=Cum(1),
>which will remember the bar number that you entered on.
>
>EntryBarNum:=creative_catchy_name_for_dll_here(Value1,Value2);
>
>Then later in Metastock code, you could say Cum(1)-EntryBarNum to get
>the number of bars in a trade.
>
>The logic of the .dll would work something like this:
>
>If Value2 is =1 then
> If TradeFlag=True then begin
> Remember=Value1;
> TradeFlag=False;
>End;
>
>If Value2 is =0 then
> Remember=0;
> TradeFlag=True;
>
>Return;
>
>It's that simple! The hard part is to get all the coding and syntax
>correct for the Metastock .dll form in C++ or Delphi or PowerBasic.
>
>================
>Dave Nadeau
>Fort Collins, CO
>
>
>
>> -----Original Message-----
>> From: Stephane Carrasset [mailto:nena@xxxxxxxxx]
>> Sent: Tuesday, September 04, 2001 2:45 PM
>> To: Metastockusers@xxxxxxxxxxxxxxx
>> Subject: [Metastockusers] Re: An Easy Solution to BarsSinceEntry,
>> EntryPrice, PREV, etc.
>>
>>
>> Dave,
>>
>> Not clear for me and my poor english,
>> could you give an example with a simple trading system ( mov
>> crossoverà)
>>
>> stephane
>> > and is competent in one of the programming languages it uses
>> > (PowerBasic, Delphi, C++). I would do this myself, but I'm not
>> > competent in any of those languages...or rather, I'm not a
>> programmer
>> > at all really...
>> >
>
>
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