ScyberLabPreview
Open in TheBrain

Trailing Stop

    <p class=default>
      
        <b>Trailing Stop by Andrzej Herman</b>
      
      
         
      
    </p>

<p>

      
        <b>strata:=10;</b>
      
      
         
      
    <br/>
      
        <b>If(</b>
      
      
         
      
    <br/>
      
        <b>     C=PREV,</b>
      
      
         
      
    <br/>
      
        <b>           PREV,</b>
      
      
         
      
    <br/>
      
        <b>     If(</b>
      
      
         
      
    <br/>
      
        <b>          ((Ref(C,-1)<PREV) AND (C<PREV)),</b>
      
      
         
      
    <br/>
      
        <b>               Min(PREV,C*(1+strata/100)),</b>
      
      
         
      
    <br/>
      
        <b>          If(</b>
      
      
         
      
    <br/>
      
        <b>              (Ref(C,-1)>PREV) AND (C>PREV),</b>
      
      
         
      
    <br/>
      
        <b>                    Max(PREV,C*(1-strata/100)),</b>
      
      
         
      
    <br/>
      
        <b>              If(</b>
      
      
         
      
    <br/>
      
        <b>                    C>PREV,</b>
      
      
         
      
    <br/>
      
        <b>                           C*(1-strata/100),</b>
      
      
         
      
    <br/>
      
        <b>                    C*(1+strata/100)</b>
      
      
         
      
    <br/>
      
        <b>               )</b>
      
      
         
      
    <br/>
      
        <b>          )</b>
      
      
         
      
    <br/>
      
        <b>      )</b>
      
      
         
      
    <br/>
      
        <b>)</b>
      
      
         
      
    <br/>
      
        
      
    </p>

Attachments