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atr; atr;
stpprice = max (Highestthi. 2, cb), entryprice + mwtp * atr); break; case 2: case 3: case 4: limprice = entryprice ptlim l atr;
stpprice = entryprice + nmletp f atr;
break; default: nrerror("mvalid I ts.exitshortlimit('C', ts.exitshortstop('D', 1 else (
modeltype");
limprice); stpprice);
stpprice = max(stpprice, Lowesf(lo,Z,cb)); break; case 2: stppcice = max(stpprice, cls[cbl -stpa*atr); break; case 3: trap = tbiicbl atpa * at=) - stpprice; if(tmp > 0.0) stpprice += stpb l tmp; break; case 4: mp = ChiIcbl sepa * atrl sfpprice; if(tmp > 0.0) stpprice += stpb * tmp; limprice = limprice - ptga'(limprice-cls[cbl); break; ) ts.exiflonglimit('F', limprice); ts.exitlongstopC'G', stpprice); if(cb-entrybar >= maxhold) ts.exitlongclose('E'l; 1 else if(ts.positionO < 0) ( // shorts ewitch(modeltype) ( case 1: stpprice = min(stpprice, Highesf(hi,P,cb)); break; case 2: stpprice = min(stpprice, cls[cbl+stpa*atr); break;
case
ts.exitshortatop( J , if<&-entrybar 1 ) >=
s t p p r i c e ) ; maxhold) ts.exitshortclose( H );
The code fragment above shows the implementation of the shrinking limit, along with the MEMA stop reported in Table 14-4. Table 14-5 provides information on the portfolio performance as the initial profit target limit @lim in the code, INIT in the table) and the shrinkage coefficient @&a in the code, COEFF in the table) are varied. The parameter that controlled the initial placement of the profit target, in average tree range units away from the price, was stepped from 2 to 6 in increments of 0.5. The shrinkage coefficient was stepped from 0.05 to 0.4 in increments of 0.05. The best combination of parameters produced a solution that was an improvement over the fixed profit target limit. The risk-to-reward ratio became - 1.32, the percentage of winning trades remained the same at 37%, but the average loss per trades was less at $1,325. Again, the model was well behaved with respect to variations in the parameters. The results indicate that care has to be taken with profit targets: They tend to prematurely close trades that have large profit potential. As can be seen in Table 14-5, as the initial profit target placement became tighter and tighter, the percentage of winning trades dramatically increased, as more and more trades hit the profit target and were closed out with a small profit. On the down side, the risk-to-reward ratio and the average worsened, demonstrating that the increased percentage of winning trades could not compensate for the curtailment of profits that resulted from the tight profit target. Sometimes it is better to have no profit target at all than to have an excessively tight one. The same was tme for the shrinkage rate. Profit targets that too quickly moved into the market tended to close trades early, thereby cutting profits short.
TEST OF THE EXTENDED TIME LIMIT
In all the tests conducted so far, a position was held for only a maximum of 10 days. Any position that still existed-that had not previously been closed out by
Portfolio Performance as a Function of the initial Profit Target Limit Placement and the Shrinkage Coefficient
the stop or profit target-was closed out after 10 days, regardless of its profitability. In this test, an exit strategy that uses an adaptive MEMA stop, with optimal parameters and a shrinking profit target, is examined. The only difference between the test reported in Table 14-6 and the one reported in Table 14-5 is in the extension of the maximum time a trade may be held, from 10 to 30 days. The initial profit target limit is reoptimized by stepping it from 5 to 7 in increments of 0.5. Likewise, the shrinkage rate coefficient is stepped from 0.05 to 0.4 in increments
of 0.05. The code is the same as for the previous test. Only the setting of the maxhold parameter, which controls the maximum time a trade may be held, is changed. The best performance was achieved with an initial target parameter of 5.5 and a shrinkage coefficient of 0.1. The average risk-to-reward ratio went from - 1.32 to ~ 1.22. The percentage of wins remained the same, but the average trade lost only $1,236, rather than $1,325 in the previous test. Extension of the time limit improved results, but not dramatically. Most trades were closed out well before the time limit expired; i.e., the average trade only lasted between 6 and 10 bars (days).
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