Manual Stop Set
The Manual Stop Set AFL in Amibroker allows traders to manually set stop-loss levels for their trades. Utilizing amibroker data feed capabilities, traders can execute precise risk management by defining stop-loss levels based on their trading strategies and risk tolerance. This AFL empowers traders to make informed decisions regarding their trade exits by customizing stop-loss levels according to market conditions and analysis.
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_SECTION_BEGIN("ManualStopSet V3.02");
// Manual Stop Set V3.02
// Created 15/8/06
// Modified 29/9/06
// Author OzFalcon (Michael.S.G.)
// Purpose Manualy Enter & Track Trades
// Type Indicator
// Notes Use Parameters (CTRL-R) to Set & Save
// Notes (Buybar is set with Currently Selected Bar)
///////////////////////////////////////////////////////////////////////
// Initialize AFL
///////////////////////////////////////////////////////////////////////
{
// Data Path
_N(DataPath = "BPTMSS-Data\\");
// Define Required Global Variables
global TrailBarStart,PeakValue,TrailStopValue,EvenStopPS,ProfitStopPS,MaxLossPS;
global TurnOver,TitleS,Qty,LeftoverCash,MarketValue,ReturnedCapital,RawCashGain;
global CashReturned,StockGain,RequiredGain,EvenStop,TrailPercent,Title_1,Title_2;
global DBUY,TBUY,DSELL,TSELL,AlertByte,IDList;
// Set Core Global Variables
SetChartBkColor(47); // LightGrey
_N(VersionStr="ManualStopSet V3.02");
SetBarsRequired(100000, 100000 );
BC = BarCount-1;
BNUM = BarIndex();
DNUM = DateNum();
TNUM = TimeNum();
SelectedBar = SelectedValue(BNUM);
AlertByte = 2; Title_1=""; Title_2="";Tally=0;
printf("SelectedBar:"+SelectedBar+"\n");
printf("BarCount:"+BC+"\n");
// Load ID-List (Trade Lists)
// Make sure directory exists.
fmkdir(DataPath);
// Load ID-List.
IDList=""; // Ensure IDList is defined as a string. (If file not exist 1st run).
_N(IDListFile = DataPath + "ID-List");
fh = fopen( IDListFile, "r");
if( fh )
{// If exist, Get list.
IDList = fgets(fh);
fclose( fh );
}
else
{
IDList=","; // If not exist, Write File when we create a trade.
}
// Determin EOD(0) or IntraDay(1) mode
TimeFrame = Interval();
EODRT = IIf(TimeFrame>=inDaily,0,1);
// Set Parameters
// MSS Param
TradeType = ParamToggle( "A1.Long/Short", "Long|Short",0);
HoldingsAdj = Param("A2.HoldingsAdj",0,-100,100,1); //Adj Calc Holdings
ProfitStop = Param("A3.ProfitStop",10,0,100,0.01); //Percentage of Cash
LossStop = Param("A4.LossStop",5,0,100,0.01); //Percentage of Cash
TrailStop = Param("A5.TrailStop",2,0,100,0.01); //Percentage of HH/LL
Capital = Param("A6.Capital",5000,0,100000,0.01);
CommisionX1 = Param("A6.CommisionX1",27.95,0,50,0.01);
MultiTrade = Param("A7.MultiTrade",0,0,10,1); //View/Set Calcs for specific Multi Trade
BuyAt = Param("X1.BuyAt",0,0,100,0.01);
SellAtP = Param("Y1.SellAt",0,0,100,0.01);
CreateTrade = ParamTrigger("Create Trade","");
RemoveTrade = ParamTrigger("Modify Trade","");
CloseTrade = ParamTrigger("Modify Trade","");
OpenTrade = ParamTrigger("Modify Trade","");
// CLA Param
DisplayPlot = ParamToggle("DisplayPlot","Single|Multi",0);
TitleStyleT = ParamList("DisplayText","Detail/Tally|Tally|Detail|None");
TitleSlide = Param("TitleSlide",0,0,30,1);
// Set Default BuyBar & BuyAt etc
SellAt=SellAtP;
BuyBar = SelectedBar; SellBar=BC;
if (SellAt == 0) SellAt=C[SellBar];
if (BuyAt == 0) BuyAt=O[BuyBar];
}
///////////////////////////////////////////////////////////////////////
// End of Initialize
///////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////
// Define Procedures/Functions
///////////////////////////////////////////////////////////////////////
procedure RemoveEntry(RemSym)
{
// Remove entry from IDList
NewIDList = "";
for( i = 0; ( sym = StrExtract( IDList, i ) ) != ""; i++ )
{
if (sym != RemSym) {NewIDList = NewIDList + sym + ",";}
}
IDList = NewIDList+",";
fh = fopen( IDListFile, "w");
if( fh )
{
fputs( IDList , fh );
fclose( fh );
}
}
procedure AddEntry(AddSym)
{
// Add entry to IDList
IDList = AddSym + "," + IDList;
printf(IDList);
fh = fopen( IDListFile, "w");
if( fh )
{
fputs( IDList , fh );
fclose( fh );
}
}
procedure DoCalculation(Sym)
{
// All variables should be global
// printf("Calculating: "+Sym+"\n");
Turnover = (C*V); //For Display
// Manual Flip (If Sell Selected before buy)
// Mabie should also flip SellAt open/close.
if (SellBar < BuyBar)
{
BuyBar1 = BuyBar;BuyBar=SellBar;SellBar=BuyBar1;
BuyAt1 = BuyAt;BuyAt=SellAt;SellAt=BuyAt1;
}
// Calc Holding Stats
Avail = Capital-CommisionX1;
Qty = (int(Avail/BuyAt))+HoldingsAdj;
BuyValue = Qty*BuyAt;
MarketValue = Qty*SellAt;
RawCashGain = ((Qty*SellAt)-(Qty*BuyAt))*((TradeType*-2)+1); //LongShortFlip
CashReturned = (RawCashGain-(CommisionX1*2));
LeftoverCash = Capital-(BuyValue)-CommisionX1;
ReturnedCapital = Capital + CashReturned;
StockGain = ((CashReturned/Capital))*100; // Total Percent Gained
//Long/Short Program Branch
if (TradeType)
{ //Short
//Calc Trail Stop
Trail_Ref = BC - SellBar;
Range_Ref = SellBar - BuyBar+1;
PeakValue = LastValue(Ref(LLV(L,Range_Ref),-Trail_Ref));
Peak_Ref = LastValue(Ref(LLVBars(L,Range_Ref),-Trail_Ref));
TrailBarStart = SellBar-Peak_Ref;
TrailStopValue = PeakValue + (PeakValue * (TrailStop/100));
TrailPercent = ((Close[SellBar]/PeakValue)*100)-100;
// Calc Even Stop
EvenStopValue = (Qty*BuyAt) - CommisionX1;
EvenStopPS = EvenStopValue/Qty;
EvenStop = ((EvenStopPS/BuyAt)*100)-100;
// Calc Profit Stop
ProfitStopCalc = Capital*(ProfitStop/100);
ProfitStopValue = Capital - ProfitStopCalc - CommisionX1;
ProfitStopPS = ProfitStopValue/Qty;
RequiredGain = ((ProfitStopPS/BuyAt)*100)-100;
// Calc Loss Stop
MaxLossCalc = Capital*(LossStop/100);
MaxLossValue = Capital + MaxLossCalc - CommisionX1;
MaxLossPS = MaxLossValue/Qty;
}
else
{ //Long
//Calc Trail Stop
Trail_Ref = BC - SellBar;
Range_Ref = SellBar - BuyBar+1;
PeakValue = LastValue(Ref(HHV(H,Range_Ref),-Trail_Ref));
Peak_Ref = LastValue(Ref(HHVBars(H,Range_Ref),-Trail_Ref));
TrailBarStart = SellBar-Peak_Ref;
TrailStopValue = PeakValue - (PeakValue * (TrailStop/100));
TrailPercent = 100-((Close[SellBar]/PeakValue)*100);
// Calc Even Stop
EvenStopValue = (Qty*BuyAt) + CommisionX1;
EvenStopPS = EvenStopValue/Qty;
EvenStop = ((EvenStopPS/Buyat)*100)-100;
// Calc Profit Stop
ProfitStopCalc = Capital*(ProfitStop/100);
ProfitStopValue = Capital + ProfitStopCalc + CommisionX1;
ProfitStopPS = ProfitStopValue/Qty;
RequiredGain = ((ProfitStopPS/BuyAt)*100)-100;
// Calc Loss Stop
MaxLossCalc = Capital*(LossStop/100);
MaxLossValue = Capital - MaxLossCalc + CommisionX1;
MaxLossPS = MaxLossValue/Qty;
}
}// End DoCalculation
procedure DisplayPlots(Sym)
{
// Plot Vertical Buy Bar. (Blue)
// VLine = IIf(BuyBar==BNUM,1,0);
// Plot (VLine ,"BuyBar", colorBlue, styleHistogram | styleOwnScale,0,1);
// Plot Vertical Sell Bar. (Blue)
// VLine = IIf(SellBar==BNUM,1,0);
// Plot (VLine ,"BuyBar", colorBlue, styleHistogram | styleOwnScale,0,1);
// Plot Horizontal Buy Bar. (Yellow)
x0 = Buybar ; y0 = BuyAt;
x1 = SellBar ; y1 = y0;
Hline = LineArray(x0,y0,x1,y1,0);
Plot(HLine ,"BuyPrice",colorYellow,styleLine);
// Plot Trade Trend (BuyBar to SellBar/SellAT - Blue Dashed Line)
x0 = Buybar ; y0 = BuyAt;
x1 = Sellbar ; y1 = SellAt;
// y1 = C[Sellbar];
Hline = LineArray(x0,y0,x1,y1,0);
Plot(HLine ,"TradeTrend",colorLightBlue,styleDots);
// Plot Long/Short Trail Stop Trend
x0 = TrailBarStart; y0=PeakValue;
x1 = SellBar; y1 = C[SellBar];
Line = IIf((X1 > X0),LineArray(x0,y0,x1,y1,0),LineArray(x1,y1,x0,y0,0) ); //Reverse
Plot(Line,"TrailStop",colorViolet,styleLine);
// Plot TrailStop Horizontal (ColorViolet)
x0 = Buybar ; y0 = TrailStopValue;
x1 = SellBar ; y1=y0;
Hline = LineArray(x0,y0,x1,y1,0);
Plot(HLine ,"LossStop",colorViolet,styleLine);
// Plot BreakEven Horizontal (ColorGreen)
x0 = Buybar ; y0 = EvenStopPS;
x1 = SellBar ; y1=y0;
Hline = LineArray(x0,y0,x1,y1,0);
Plot(HLine ,"EvenStop",colorGreen,styleLine);
// Plot ProfitStop Horizontal (ColorWhite)
x0 = Buybar ; y0 = ProfitStopPS ;
x1 = SellBar ; y1=y0;
Hline = LineArray(x0,y0,x1,y1,0);
Plot(HLine ,"ProfitStop",colorWhite,styleLine);
// Plot LossStop Horizontal (ColorRed)
x0 = Buybar ; y0 = MaxLossPS;
x1 = SellBar ; y1=y0;
Hline = LineArray(x0,y0,x1,y1,0);
Plot(HLine ,"LossStop",colorRed,styleLine);
}// End DisplayPlots
procedure CreateTitleDetail(Sym)
{
// Create Title Detail
_N(BuyDate = StrFormat("%.0f",DNUM[BuyBar]));_N(BuyTime = StrFormat("%.0f",TNUM[BuyBar]));
_N(SellDate = StrFormat("%.0f",DNUM[SellBar]));_N(SellTime = StrFormat("%.0f",TNUM[SellBar]));
_N(Title_1 = ""+
" TimeInterval: " + Interval() + ", TimeFrame: " + WriteIf(EODRT,"IntraDay","EndOfDay") +
"\n\\c01 FS: " + TitleS + ",\\c29 TradeType: " + WriteIf(TradeType,"Short","Long") +
"/" + WriteIf(TimeFrame>=inDaily,"EndOfDay","IntraDay") +
"\n\\c29 BuyBar: \\c31"+ BuyBar+"\\c29 BuyDT: \\c31"+ BuyDate +"/" + BuyTime +
"\n\\c29 SellBar: \\c31"+ SellBar+"\\c29 SellDT: \\c31"+ SellDate + "/" + SellTime +
"\n\\c38 Capital \\c01"+Capital+"\\c38 CommisionX1 \\c01"+CommisionX1+
"\n\\c38 BuyAt \\c01"+BuyAt+"\\c38 SellAt \\c01"+SellAt+"\\c38 Qty \\c01"+Qty+
"\n\\c38 LeftoverCash \\c01$"+LeftoverCash+
"\n\\c38 RawMarketValue \\c01$"+MarketValue+
"\n\\c38 ReturnedCapital \\c01$"+ReturnedCapital+
// "\n\\c38 RawCashGain \\c01$"+RawCashGain+
"\n \\c38 CashReturned \\c01$"+ CashReturned +
"\n\\c38 CapitalGain \\c01 "+StockGain+"%"+
"\n\\c38 RequiredGain \\c01 "+RequiredGain+"%"+
"\n\\c27 EvenStop :" + Prec(EvenStop,4) + "%, $" + EvenStopPS +
"\n\\c02 ProfitStop:" + ProfitStop + "%, $" + ProfitStopPS +
"\n\\c31 LossStop :" + LossStop + "%, $" + MaxLossPS +
"\n\\c29 TrailStop :\\c01" + TrailStop + "%, $" + TrailStopValue +
"\n\\c29 TrailVariance :\\c01" +TrailPercent + "% "+
"");
}// End CreateTitle
procedure LoadID(FileName)
{// Load ID
printf("loading: '"+FileName+"'\n");
fh = fopen( FileName, "r");
if( fh )
{// File open for read
TradeType = StrToNum(fgets( fh ));
TimeFrame = StrToNum(fgets( fh ));
DBUY = StrToNum(fgets( fh ));
TBUY = StrToNum(fgets( fh ));
DSELL = StrToNum(fgets( fh ));
TSELL = StrToNum(fgets( fh ));
BuyAt = StrToNum(fgets( fh ));
SellAt = StrToNum(fgets( fh ));
HoldingsAdj = StrToNum(fgets( fh ));
ProfitStop = StrToNum(fgets( fh ));
LossStop = StrToNum(fgets( fh ));
TrailStop = StrToNum(fgets( fh ));
Capital = StrToNum(fgets( fh ));
CommisionX1= StrToNum(fgets( fh ));
AlertByte = StrToNum(fgets( fh ));
fclose( fh );
TitleS="ReadFile";
}// End file open for read
else
{// File not found
printf("File Not Found\n");
TitleS="Error";
}// End file not found
}// End Load ID
procedure SaveID(FileName)
{// Write ID
printf("saving: '"+FileName+"'\n");
fh = fopen( FileName, "w");
if( fh )
{// File open for write
fputs( StrFormat("%.00f\n",TradeType ), fh );
fputs( StrFormat("%.00f\n",TimeFrame ), fh );
fputs( StrFormat("%.00f\n",DBUY ), fh );
fputs( StrFormat("%.00f\n",TBUY ), fh );
fputs( StrFormat("%.00f\n",DSELL ), fh );
fputs( StrFormat("%.00f\n",TSELL ), fh );
fputs( StrFormat("%.02f\n",BuyAt ), fh );
fputs( StrFormat("%.02f\n",SellAt ), fh );
fputs( StrFormat("%.02f\n",HoldingsAdj ), fh );
fputs( StrFormat("%.02f\n",ProfitStop ), fh );
fputs( StrFormat("%.02f\n",LossStop ), fh );
fputs( StrFormat("%.02f\n",TrailStop ), fh );
fputs( StrFormat("%.02f\n",Capital ), fh );
fputs( StrFormat("%.02f\n",CommisionX1 ), fh );
fputs( StrFormat("%.00f\n",AlertByte ), fh );
fclose( fh );
TitleS = "SaveFile";
}// End File open for write
}// End WriteID
///////////////////////////////////////////////////////////////////////
// End Define Procedures/Functions
///////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////
// Start core section.
///////////////////////////////////////////////////////////////////////
{
if (OpenTrade == 1)
{// Open trade.
AlertIf( 1, "", "Open trade", 0,3 );
IDName = Name()+"-"+MultiTrade;
TrailName = DataPath + IDName;
LoadID(TrailName);
SellAt=0;DSELL=0;TSELL=0;
SaveID(TrailName);
}// End Open trade
if (CloseTrade == 1)
{// Close trade.
AlertIf( 1, "", "Close trade", 0,3 );
IDName = Name()+"-"+MultiTrade;
TrailName = DataPath + IDName;
LoadID(TrailName);
DSELL = DNUM[SelectedBar];TSELL = TNUM[SelectedBar];
SellAt=C[SelectedBar];
if (SellAtP != 0) {SellAt=SellAtP;}
SaveID(TrailName);
}// End Close trade
if (RemoveTrade == 1)
{// Remove Entry
AlertIf( 1, "", "Remove trade", 0,3 );
IDName = Name()+"-"+MultiTrade;
RemoveEntry(IDName);
}// End Remove Entry
if (CreateTrade == 1)
{// Write Data
AlertIf( 1, "", "Write trade", 0,3 );
// Set name & add to master index
IDName = Name()+"-"+MultiTrade;
RemoveEntry(IDName);
AddEntry(IDName);
TrailName = DataPath + IDName;
// Write data to file
DBUY = DNUM[BuyBar]; TBUY = TNUM[BuyBar];
DSELL = 0; TSELL = 0; SellAT = 0;
SaveID(TrailName);
}// End Write data
// Calc & Display
IDName = Name()+"-"+MultiTrade;
printf("Current: "+IDName+"\n\n");
// Create Title Tally Header.
Title_H1 = "\\c01 ID PROFIT EVEN LOSS TRAIL CASH CASH\n";
Title_H2 = "SYMBOL STOP STOP STOP STOP GAIN$ GAIN%\n";
Title_2 = Title_H1+Title_H2;
if (DisplayPlot == 0)
{// DisplayPlot
// Plot Price & Volume.
Color = IIf(O > C, colorBlack, colorLightYellow);
Plot( Close, "Price", color, styleCandle );
PlotForeign( GetBaseIndex(), GetBaseIndex(), colorAqua, styleLine | styleOwnScale);
Plot( Volume, _DEFAULT_NAME(), colorBlueGrey , styleHistogram | styleOwnScale | styleThick );
if (StrFind(IDList,Name()) == 0)
{// Symbol not found in IDList, use selected.
TitleS="NoFile";
DoCalculation(Name());
DisplayPlots(Name());
CreateTitleDetail(Name());
}// End Symbol not found
else
{// Symbol found in IDList.
if (StrFind(IDList,IDName) == 0)
{// Exact symbol not found in IDList, use selected.
TitleS="NoFile";
DoCalculation(Name());
DisplayPlots(Name());
CreateTitleDetail(Name());
}// End Exact symbol not found
}// End Symbol found
}// End DisplayPlot
for( i = 0; ( sym = StrExtract( IDList, i ) ) != ""; i++ )
{// Loop
TrailName = DataPath + sym;
symleft = StrLeft(sym, StrFind(sym,"-")-1); CurrentSym = Name();
// printf("SymLeft: "+symleft+" Current: "+CurrentSym+"\n\n");
// Set Ticker/Trade Environment.
SetForeign(symleft);
// Load & Do Calculation
LoadID(TrailName);
TimeFrameSet(TimeFrame); // after load
BuyBar = LastValue(Cum(DNUM= ProfitStopPS ,True,False);
EvenStopFlag = IIf( C[SellBar] >= EvenStopPS,True,False);
LossStopFlag = IIf( C[SellBar] <= MaxLossPS,True,False);
TrailStopFlag = IIf(TrailPercent >= TrailStop,True,False);
// Generate Alerts Strings for Display
PSD = WriteIf(ProfitStopFlag,"\\c15ALERT ","\\c01 OK ");
ESD = WriteIf(EvenStopFlag,"\\c15ALERT ","\\c01 OK ");
LSD = WriteIf(LossStopFlag,"\\c15ALERT ","\\c01 OK ");
TSD = WriteIf(TrailStopFlag,"\\c15ALERT ","\\c01 OK ");
// Create Title Tally Strings
ListAlerts = PSD + ESD + LSD + TSD; Tally = Tally + CashReturned;
Title_2 = Title_2 + " \\c29" + sym + " " + ListAlerts +
"\\c29$" + StrFormat("%08.2f",CashReturned) + " \\c27" + StrFormat("%+06.2f",StockGain) + "%\n";
if (sym == IDName)
{// Exact match, Create title.
CreateTitleDetail(sym);
}// End Exact match
// Select Plot Display
if (DisplayPlot == 1) {Plot(C,"Close:"+symleft,i+16,styleLine | styleOwnScale);}
if ((DisplayPlot == 0) AND (symleft == CurrentSym)) {DisplayPlots(sym);}
// Cleanup
TimeFrameRestore();
RestorePriceArrays();
}// End loop
// End of Calc & Display
// Dynamic Title
TSpace = "";
for( i = 0; i