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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
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RSI with EMA & CCI for Amibroker (AFL)
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 | _SECTION_BEGIN ( "CCI + EMA + RSI" ); // This combines three signals into a trading Signal, EMA crossing, CCI and RSI. // The default values are: // EMA 5 and 15 crossing // RSI > 30 = Buy, < 70 = short // CCI > 100 = Buy, < -100 = short // all the parameters are exposed for ease of use // two functions are exposed, plot and signal (default) PositionSize = 100000 / 15; sigPlot = ParamToggle ( "Display signal" , "No|Yes" , 1); perCCI = Param ( "CCI Period" , 30, 2, 200, 1 ); ptCrossCCI = Param ( "CCI crossover point" , 100, 10, 200, 1); myCCI = CCI ( perCCI ); perRSI = Param ( "RSI Period" , 15, 1, 200, 1 ); ptBuyRsi = Param ( "RSI Buy point" , 30, 0, 100, 1); ptShtRsi = Param ( "RSI Short point" , 30, 0, 100, 1); myRSI = RSI ( perRSI ); pf = ParamField ( "EMA Price field" , 3); PeriodShort = Param ( "EMA1 Period" , 5, 2, 200, 1, 10 ); myEma1 = EMA ( pf, PeriodShort ); PeriodLong = Param ( "EMA2 Period" , 15, 2, 200, 1, 10 ); myEma2 = EMA ( pf, PeriodLong ); // ema upEma = IIf (myEma1 > myEma2 , 1, 0); // fast ema is above slow, long condition myBuy = upEma AND myRSI > ptBuyRsi AND myCCI > ptCrossCCI ; myShort = !upEma AND myRSI < 70 AND myCCI < -ptCrossCCI ; Buy = Cover = ExRem (myBuy, myShort); Short = Sell = ExRem (myShort, myBuy); if (sigPlot) { Plot ( Buy * C , "CCI(" + NumToStr (perCCI,1.0) + ") EMA(" + NumToStr (PeriodShort ,1.0) + "," + NumToStr (PeriodLong ,1.0) + ") RSI(" + NumToStr (perRSI ,1.0) + ") - myBuy " , colorGreen ); // a positive spike that indicates a buy or cover trade. Plot ( - Short * C , "Short " , colorBlue ); & |