[EquisMetaStock Group] Question #2

["Big Papa" <denver69692002@xxxxxxxxx>]

I am using an ATR stop loss, one for stopping out a long, the other for stopping out a short position.

My stop long reads:
{Volatility Stop (Long)}
Pds1:= Input("ATR Lookback?",2,100,10);
Mult:= Input("ATR Multiplier?",1,20,3);
Pds2:= Input("HHV Lookback?",2,100,20);
PrelimStop:= HHV(H,Pds1) - ATR(Pds1)*Mult;
ActualStop:= HHV(PrelimStop,Pds2);
ActualStop

How would I convert this into a formula that I could optimize via cross formula?
Plus, I can figure and program the cross of the close and the open, but how would I code the cross of any price point that penetrates the stop loss?

Thanks,

Big



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