Displaying Ed Saykota EMA Pastie For Amibroker (AFL)

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/*==============================================================================
    Global Settings
==============================================================================*/
SetOption("InitialEquity", 1000000);
SetOption("MinShares", 50);
SetOption("NoDefaultColumns", True );
SetOption("CommissionMode", 2); //$$ per trade
SetOption("CommissionAmount", 0); // commission is accounted for in skid
SetOption("MarginRequirement", 10);
SetOption("UsePrevBarEquityForPosSizing", True);
SetOption("UseCustomBacktestProc", True );
 
SetTradeDelays( 1, 1, 1, 1 );
 
/*==============================================================================
    User-defined Functions
==============================================================================*/
function EMA0(A, p)
{
    r[0] = a[0];
    ep = 2/(p+1);
    for(i = 1; i < BarCount; i++)
    {
        r[i] = r[i-1] + (a[i] - r[i-1]) * ep;
    }
    return r;
}
 
function OptimizeNot(a1, a2, a3, a4, a5)
{
    return a2;
}
 
/*==============================================================================
    Entry and Exit Rules
==============================================================================*/
tr = Max(H-L, Max(abs(H-Ref(C, -1)), abs(Ref(C, -1)-L)));
tr[0] = H[0] - L[0];
 
fast = EMA0(C, Optimize("FastEMA", 15, 20, 140, 5));
slow = EMA0(C, Optimize("SlowEMA", 150, 150, 1000, 10));
Buy = Cross(fast, slow);
Sell = Cross(slow, fast);
Buy[1] = 0; // to avoid false signal at the beginning
//ApplyStop(stopTypeLoss, stopModePoint, ATR_multi*Ref(ATR0, -1), True, True);
 
/*==============================================================================
    Skid of Executions
==============================================================================*/
BuyPrice = (H+O)/2;
SellPrice = (L+O)/2;
 
/*==============================================================================
    Position Sizing
==============================================================================*/
ATR_multi = OptimizeNot("ATP Multi", 5, 1, 9, 1);
ATR0 = EMA0(tr, 20);
 
Risk_Per_Share = Ref(ATR0, -1) * ATR_multi;
Heat = OptimizeNot("Heat", 0.10, 0.01, 0.50, 0.01);
 
PosSizeFactor = Heat / Risk_Per_Share; 
// the real position size value is calculated within CBT
SetPositionSize(PosSizeFactor, spsValue);
 
/*==============================================================================
    Automatic Analysis Action Options
==============================================================================*/
AAAction = Status("action");
if(AAAction == actionIndicator)
{
    Plot(fast, "FastEMA", colorRed);
    Plot(slow, "SlowEMA", colorYellow);
}
else if(AAAction == actionExplore)
{
    Filter = 1;
    AddColumn( DateTime(), "Date", formatDateTime ); 
    //AddColumn(DayOfWeek(), "DayOfWeek", 1);
    AddColumn(O, "Open");
    AddColumn(H, "High");
    AddColumn(L, "Low");
    AddColumn(C, "Close");
    //AddColumn(Avg, "AVG");
    AddColumn(fast, "FastEMA", 1.3);
    AddColumn(slow, "SlowEMA", 1.3);
    AddColumn(ATR0, "ATR", 1.3);
    //AddColumn(Risk_Per_Share, "Risk/Share");
    AddColumn(IIf(Buy, 111, IIf(Sell, 222, 0)) , "Buy1Sell2", 1);
    AddColumn(PosSize, "PosSize%Eq");
    AddColumn(Equity() , "Equity");
}   
else if(AAAction == actionPortfolio)
{
    bo = GetBacktesterObject();
    bo.PreProcess(); // Initialize backtester
    for( bar=0; bar < BarCount; bar++)
    {
        eq =  bo.Equity;
        for ( sig=bo.GetFirstSignal(bar); sig; sig=bo.GetNextSignal(bar) )
        {
            if (sig.isExit())
            {
                if(bo.ExitTrade(bar,sig.symbol,sig.Price))
                { 
                    _TRACE("EXIT: " + sig.symbol + "@" + sig.Price);
                }
            }
        }
 
        // update stats after closing trades
        bo.UpdateStats(bar, 1 );
        
        for ( sig=bo.GetFirstSignal(bar); sig; sig=bo.GetNextSignal(bar)) 
        { 
            if (sig.isEntry()) 
            { 
                // sig.PosSize is passed from Phase I.
                ps = round(( eq * sig.PosSize)/250)*250 * sig.Price; 
 
                if(bo.EnterTrade(bar, sig.symbol, True, sig.Price, ps,
sig.PosScore,sig.RoundLotSize)) 
                {
                    _TRACE("ENTRY: " + sig.symbol + " @" + sig.Price + " PosScore=" +
sig.PosScore + " PosSize=" + ps);
                }
            }
        }
 
        //bo.HandleStops(bar); // MUST BE PLACED HERE TO WORK FOR N-BAR STOPS (not before enter/exit trades)
        bo.UpdateStats(bar,1); // MAE/MFE is updated when timeinbar is set to 1.
        bo.UpdateStats(bar,2);
    }
    bo.PostProcess(); // Finalize backtester
         
}
/*==============================================================================
    End of Formula
==============================================================================*/
 
_SECTION_BEGIN("Price1");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();
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Ed Saykota EMA for Amibroker (AFL)
