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Direct MessagesDate/Time: Tue, 14 May 2024 03:54:17 +0000
[User Discussion] - ACSIL Trading offsets
View Count: 875
| [2016-02-13 23:24:08] |
| rhovega - Posts: 279 |
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Looking into ACSIL documentation and examples. For any of the following (all taken from the provided tradingsystems.cpp): NewOrder.Target1Offset = 8*sc.TickSize; NewOrder.Stop1Offset = 8*sc.TickSize; NewOrder.TriggeredTrailStopTriggerPriceOffset=8*sc.TickSize; Would it work to replace "8*sc.TickSize" by "sc.ATR(sc.BaseDataIn[SC_LAST], sc.Subgraph[0], 20, MOVAVGTYPE_SIMPLE)" (or another Intermediate Study Calculation Function)? Documentation here https://www.sierrachart.com/index.php?page=doc/doc_ACSILTrading.html#StopOffset would indicate that ACSIL can only use either ticks or actual price values as inputs for offsets, but not sure. Thank you |
| [2016-02-14 01:13:46] |
| Kiwi - Posts: 375 |
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It seems likely that it would work. Try it in sim and see what happens.
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| [2016-02-14 02:38:03] |
| rhovega - Posts: 279 |
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EUREKA! As reference for anyone interested, this is what I did: On an existing trading system (from tradingsystem.cpp): 1. Defined: SCSubgraphRef ATRSubgraph = sc.Subgraph[5] 2. Calculated the ATR: sc.ATR(sc.BaseDataIn, ATRSubgraph, 20, MOVAVGTYPE_SIMPLE) 3. Got the ATR's value: float ATRAtIndex = sc.Subgraph[5].Data[sc.Index] 4. In the target/stop function, replaced "X*sc.TickSize" by "ATRAtIndex" Thanks Kiwi btw use the trailing stop you made a lot, awesome work! |
| [2017-05-09 14:06:27] |
| User333736 - Posts: 22 |
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Kiwi's Trailing Stop - what is the correct way to set this up Kiwi?
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