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3 / 5 (Votes 4)

trading system, amibroker

Take advantage of Ami 2.5 Param Functionality and to allow for Short Trades as well as Long Trades. The Chandelier Exit is a Volatility based exit.The Chandelier Exit for more detail. Set Scaling to Automatic, Set Gridlines as follows Level 0 On, Show dates On, Middle On Right Click anywhere in the Chart, Select Parameters to get the Param Dialogue and move the slides to see the effect of changing ATRMultiplier ATRRange HHVRange.

FOREX INTRADAY HEIKIN ASHI + PIVOT POINTS

Submitted by naninn about 14 years ago

Submitted by batu1453 over 10 years ago

Submitted by prashantrdx over 10 years ago

Submitted by yo123 about 14 years ago

Submitted by EliStern about 14 years ago

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// Visualization of Buy/Sell levels, profit and exitsignals( ie stoplossses) in the chart////////////
 
// Takes the analytical part of the backtesting to an entire new level in my opion (reduces the importance of backtesting)!
// The code is far from complete and perfect but I dont have the energy to do more. Maybe someone
// could countineou developing the code to include for example:
 
// 1) an option in the parameter window, to show Buy/Sell/Cover statistics only
 
// if one would place the mousepointer on each "buy shapes". (GetCursorYPosition() GetCursorXPosition() ) 
// The display becomes quite messy if you display a Low time resolution Chart (monthly, yearly) One alternative would also to use
// the code for displaying digits based on the diffrent sell signal (shapeDigit1). Then it would be sufficient
// to display the profit/loss for each trade. 
 
// 2) Another drawback is the parameter hiracy. Each parameter 
// subcategories should only be able to work if the user choose Yes on the main category question. 
// Now you have to set all sub-parameters equal to zero instead of activative/deactivating the major ones. 
 
// 3) Some overal statistics displayed on the lefthand side of the chart
// (# of trades, # winning/lossing trades, total profit/loss etc)
 
 
//The following code works best with a black background
//would also like to take the opportunity to thank Marcin Gorzynski for his help with this one
 
 
//////////////////////////////  BASIC STRATEGY AND PLOTS ////////////////////
 
Buy = Cross( Close, MA(Close, 35) ); 
Short= Cross( MA(Close, 35), Close ); 
Sell=LinRegSlope( MA(Close,18), 2 )<0; 
Cover=LinRegSlope( MA(Close,18), 2 )>0; 
 
Plot( Close, "C", colorWhite, styleLine); 
Plot( MA(Close,100), "MA-100", colorRed, styleLine); 
 
 
 
// I am sceptical to if the original applystop functions (trailing etc) really works!? 
//I have therefor coded my own stop functions below.
 
////////////////////////////// STOP LOSS PARAMETERS ////////////////////
e = Equity(1,0);  /* Highly Important!!. "Removes all extra signals, evaluates
                        stops AND writes BACK signals to Sell/Cover arrays". As it should be!!*/
 
Lprofit = e - ValueWhen( Buy, e); 
Sprofit = e - ValueWhen( Short, e); 
 
 
/////////////////////////////// TRAILING PROFIT STOP////////////////////////////
 
TL=ParamToggle("FANCY A TRAILING STOP?" , "No|Yes",0);
TLL= ParamToggle("           DO YOU WANT TO PLOT PROFIT + CRITICAL TRAILING LINE IN GRAPH?" , "No|Yes",0);
x2=Param("           SET MAX ACCEPTED DECLINE OF PROFIT IN PERCENT ",1 ,0 ,100 ,1);
//x3=Param("           SET MAX ACCEPTED DECLINE OF PROFIT IN POINTS ",1 ,0 ,100,1);
 
////////FOR LONG POSITION PERCENT////
XXL=HighestSince( Buy==1, Lprofit, 1 ); //returns the highest profit since last Buy Signal. the basis for the trailing calculation. 
XXXL= XXL*(1-(x2/100)); // if trailing turned on =ok otherwise =null
ZL= ExRem( Cross(XXXL, Lprofit), Buy==1);   // Just first signal counts. highly important!!!!!!!! Also calculates critical Sell levels
Sell= IIf(ZL==1 AND TL==True, 4, 0);    // return a sell signal=4 if z1=1 and TL=True (yes)
 
////////FOR SHORT POSITION PERCENT////
XXS=HighestSince( Short==1, Sprofit, 1 );  // same as above
XXXS= XXS*(1-(x2/100));
ZS= ExRem( Cross(XXXS, Lprofit), Short==1);
Cover= IIf(ZS==1 AND TL==True, 4, 0);   
 
PlotShapes( Buy* shapeUpArrow , colorGreen, 0); 
PlotShapes( Short* shapeDownArrow , colorGreen, 0);
PlotShapes( Sell* shapeDigit1 , colorRed, 0);
PlotShapes( Cover* shapeDigit2 , colorRed, 0);
 
 
if(TLL==True AND TL=True)   Plot(Lprofit,"LPROFIT",colorYellow,styleLeftAxisScale, styleLine) AND
                                    Plot(Sprofit,"S PROFIT",colorYellow,styleLeftAxisScale, styleLine) AND
                                    Plot(XXXL, "L TRAILING LEVEL",colorGreen,styleLeftAxisScale,styleLine) AND
                                    Plot(XXXS, "S TRAILING LEVEL",colorGreen,styleLeftAxisScale,styleLine);
 
 
//////////ABSOLUTE PROFIT STOP////////////////////////////
ML=ParamToggle("FANCY A MAX STOP IN PERCENT?", "No|Yes",0);
x1=Param( "          SET MAX ACCEPTED LOSS PER TRADE IN PERCENT", 1, 0 ,50,1);
XS =ExRem(Cross (1-(x1/100),e), Buy==1);
Sell=IIf( XS==1 AND ML==True, 2, 0); 
 
 
 
//////////////////////////////  SETTINGS AND BASIC DEFINITIONS////////////////////
 
SetOption("MaxOpenPositions", 2 ); 
PositionSize = 10000;
GraphXSpace=10;   /*"adds 10% extra space above AND below the graph line." In order to fit the extra text
                        "When GraphXSpace is NOT defined in the formula then default 2% is used."*/
dist=200;
bcolor=scolor=colorBlue;
 
 
//////////////////////////////  EXIT AND ENTRY MARKERS DEFINED ////////////////////
PlotShapes( Buy* shapeUpArrow , bcolor, 0); 
PlotShapes( Short* shapeDownArrow , scolor, 0); 
 
sellshape = IIf( Sell == 1, shapeSquare + shapePositionAbove, 
                IIf( Sell == 2, shapeSquare + shapePositionAbove, 
                IIf( Sell == 3, shapeSquare + shapePositionAbove, 
                IIf( Sell == 4, shapeSquare + shapePositionAbove, 
                IIf( Sell == 5, shapeSquare + shapePositionAbove,0 ))))); 
 
Covershape= IIf( Cover == 1, shapeSquare, 
                IIf( Cover == 2, shapeSquare, 
                IIf( Cover == 3, shapeSquare, 
                IIf( Cover == 4, shapeSquare, 
                IIf( Cover == 5, shapeSquare,0 ))))); 
 
LColor= IIf(Lprofit>0, colorGreen, colorRed);
Scolor=IIf(Sprofit>0, colorGreen, colorRed);
PlotShapes( SellShape, Lcolor, 0, C);
PlotShapes( covershape, Scolor, 0, C);
 
_SECTION_BEGIN("Chandelier Exit or Advanced Trailing Stop");
//------------------------------------------------------------------------------
//------------------------------------------------------------------------------
//
//  Chandelier Exit v2 by Geoff Mulhall
//
//  Modified 1-Feb-2003 to take advantage of Ami 2.5 Param Functionality and to
//  allow for Short Trades as well as Long Trades. The Chandelier Exit is a
//  Volatility based exit. Refer to http://www.traderclub.com/discus/board.html
//  Bulletin 35 Trailing Stops - The Chandelier Exit for more detail. Set
//  Scaling to Automatic, Set Gridlines as follows Level 0 On, Show dates On,
//  Middle On Right Click anywhere in the Chart, Select Parameters to get the
//  Param Dialogue and move the slides to see the effect of changing
//  ATRMultiplier ATRRange & HHVRange.
//
//------------------------------------------------------------------------------
 
 
/* Chandelier Exit v2 */
/* by Geoff Mulhall */
/* Modified 1-Feb-2003 to take advantage of Ami 2.5 Param Functionality */
/* and to allow for Short Trades as well as Long Trades */
/* The Chandelier Exit is a Volatility based exit. */
/* Refer to http://www.traderclub.com/discus/board.html 
/* Bulletin 35 Trailing Stops - The Chandelier Exit for more detail */
/* Set Scaling to Automatic, Set Gridlines as follows Level 0 On, Show dates On, Middle On */
/* Right Click anywhere in the Chart, Select Parameters to get the Param Dialogue and move the slides to */
/* see the effect of changing ATRMultiplier ATRRange & HHVRange */
  
/* Plot the Chart */
//Title = "Chandelier"; 
GraphXSpace = 2;
/* Candle chart */
Plot(Close,"Close",1,1);
//Plot(WMA(Close,30),"Close WMA30",4,1);
/* Chandelier Exit */
/* Param( "ATRMultiplier", default, Min, Max, step ); */
ShortLongSwitch = Param( "Sht(0) Lng(1)",1,0,1,1); // Set to 0 for a Short Trade, 1 for a Long Trade
HighCloseSwitch = Param( "C(0) H/L(1)",1,0,1,1); // Set to 0 to hang from the close, 1 for High (Long) or Low (Short)
ATRMultiplier =3.0;// Param( "ATR Mult", 3.0, 1, 4, 0.1);
ATRRange =10; // Param( "ATR Rng", 10, 2, 30, 1);
HHVLLVRange =10;// Param( "HHVLLV Rng", 10, 2, 30, 1);
LongExitHungExHigh = HHV(High - AtrMultiplier * ATR(AtrRange),HHVLLVRange);
LongExitHungExClose = HHV(Close - AtrMultiplier * ATR(AtrRange),HHVLLVRange);
ShortExitHungExLow = LLV(Low + AtrMultiplier * ATR(AtrRange),HHVLLVRange);
ShortExitHungExClose = LLV(Close + AtrMultiplier * ATR(AtrRange),HHVLLVRange);
LongExit = IIf(HighCloseSwitch == 1, LongExitHungExHigh,LongExitHungExClose);
ShortExit = IIf(HighCloseSwitch == 1, ShortExitHungExLow,ShortExitHungExClose);
Exit1 = IIf(ShortLongSwitch == 1, LongExit, ShortExit);
Exit0 = shortExit;
Plot(Exit1,"Chandelier Green",colorBrightGreen,styleLine); 
Plot(Exit0,"Chandelier Red",colorRed,styleLine); 
G0 = Close;
G1 = Exit1;
G2 = Exit0;
Buy = Cross(G0,G1); // OR Cross(G0,G2);
//Cover = Cross(G0,G1); // OR Cross(G0,G2);
Sell = Cross(G2,G0); // OR Cross(G1,G0);
//Short = Sell ; //Cross(G2,G0); // OR Cross(G1,G0);
Short=Sell;
Cover=Buy;
Buy=ExRem(Buy,Sell); Sell=ExRem(Sell,Buy); Short=ExRem(Short,Cover); Cover=ExRem(Cover,Short);
Equity(1);
B1 = (Buy * Close);
S1 = (Sell * Close);
B2= B1>S1;
S2= S1>B1;
Equity(1);
Buy1 = Buy;
Sell1 = Sell;
//////////////////////////////////////
//Plot(B1, "B1",5,6);
PlotShapes( IIf( Sell , shapeSmallDownTriangle/*+ "shapePositonAbove"*/, shapeNone ), colorRed );
PlotShapes( IIf( Buy , shapeSmallUpTriangle/*+ "shapePositonAbove"*/, shapeNone ), colorBrightGreen ); 
Plot(10, /* defines the height of the ribbon in percent of pane width */"",IIf( B2, colorBrightGreen, IIf( S2, colorRed, 0 )), /* choose color*/styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
  
_SECTION_END();
 
 
/*======================================================
        FOREX INTRADAY HEIKIN ASHI + PIVOT POINTS
  ======================================================*/
 
//---- heikin ashi
HaClose = (O+H+L+C)/4; 
HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); 
HaHigh = Max( H, Max( HaClose, HaOpen ) ); 
HaLow = Min( L, Min( HaClose, HaOpen ) ); 
xDiff = (HaHigh - Halow) * IIf(StrFind(Name(),"JPY"),100,10000);
barcolor = IIf(HaClose >= HaOpen,colorGreen,colorRed);
PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "", barcolor, styleCandle ); 
// Plot(EMA(HaClose,9),"",colorWhite, styleLine);
// Plot(EMA(HaClose,18),"",colorBlack, styleLine);
 
_SECTION_BEGIN("Bollinger Bands");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 100, 1 );
Width = Param("Width", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorCycle );
Style = ParamStyle("Style");
Plot( BBandTop( P, Periods, Width ), "BBTop" + _PARAM_VALUES(), Color, Style );
 
Plot( BBandBot( P, Periods, Width ), "BBBot" + _PARAM_VALUES(), Color, Style );
 
_SECTION_END();
 
_SECTION_BEGIN("MA1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( MA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") );
_SECTION_END();
 
 
 
 
//////////////////////////////  FOR LOOP FOR PLOTING ENTRY AND EXIT TEXT////////////////////
for( i = 0; i < BarCount; i++ ) 
{ 
 
    xx  = Sum(Buy,i ); // counting of long trades. xx will not get a higher value until a new long position is Open
                        // therefor if we only allow one long and one short position (Exrem() ) xx can also be used as an identification 
                        //  number for the diffrent positions. 
    yy  = Sum(Short,i);
     
 
        if( Buy[i]==1)  PlotText("LONG : " + xx[i] + "\nBuyPrice: "+ BuyPrice[ i ], i, H[ i ]-dist, colorBlack, bcolor ); 
    
                if( Sell[i]==1 ) PlotText( "LONG : " +xx[i]+ "\nREGULAR EXIT\n"+ "Sell:  "+ SellPrice[ i ]+"\nP/ L:     "
                +Lprofit[ i ], i, H[ i ]+dist, colorBlack, Lcolor[i] ); 
                if( Sell[i]==2 ) PlotText( "LONG : " +xx[i]+ "\nMAXIMUM LOSS\n"+ "Sell:    "+ SellPrice[ i ] +"\nP/ L:     "
                +Lprofit[ i ], i, H[ i ]+dist, colorBlack, Lcolor[i] ); 
                if( Sell[i]==3 ) PlotText( "LONG : " +xx[i]+ "\nPROFIT TARGET\n"+ "Sell:   "+ SellPrice[ i ] +"\nP/ L:     "
                +Lprofit[ i ], i, H[ i ]+dist, colorBlack, Lcolor[i] ); 
                if( Sell[i]==4 ) PlotText( "LONG : " +xx[i]+ "\nTRAILING STOP\n"+ "Sell:   "+ SellPrice[ i ] +"\nP/ L:     "
                +Lprofit[ i ], i, H[ i ]+dist, colorBlack, Lcolor[i] ); 
                if( Sell[i]==5 ) PlotText( "LONG ; " +xx[i]+ "\nNBAR STOP\n"+ "Sell:       "+ SellPrice[ i ] +"\nP/ L:     "
                +Lprofit[ i ], i, H[ i ]+dist, colorBlack, Lcolor[i] ); 
         
     
        if( Short[i]==1 ) PlotText( "SHORT : "+ yy[i]+ "\nShortprice: "+ ShortPrice[ i ], i, L[ i ]-dist, colorBlack, bcolor ); 
 
                if( Cover[i]==1 ) PlotText( "SHORT : " +yy[i]+ "\nREGULAR EXIT\n"+ "Cover: "+ CoverPrice[ i ]+"\nP/ L:    "
                +Sprofit[ i ], i, H[ i ]+dist, colorBlack, Scolor[i] ); 
                if( Cover[i]==2 ) PlotText( "SHORT : " +yy[i]+ "\nMAXIMUM LOSS\n"+ "Cover: "+ CoverPrice[ i ]+"\nP/ L:    "
                +Sprofit[ i ], i, H[ i ]+dist, colorBlack, Scolor[i] ); 
                if( Cover[i]==3 ) PlotText( "SHORT : " +yy[i]+ "\nPROFIT TARGET\n"+ "Cover:"+ CoverPrice[ i ]+"\nP/ L:    "
                +Sprofit[ i ], i, H[ i ]+dist, colorBlack, Scolor[i] ); 
                if( Cover[i]==4 ) PlotText( "SHORT : " +yy[i]+ "\nTRAILING STOP\n"+ "Cover:"+ CoverPrice[ i ]+"\nP/ L:    "
                +Sprofit[ i ], i, H[ i ]+dist, colorBlack, Scolor[i] ); 
                if( Cover[i]==5 ) PlotText( "SHORT : " +yy[i]+ "\nNBAR STOP\n"+ "Cover:    "+ CoverPrice[ i ]+"\nP/ L:    "
                +Sprofit[ i ], i, H[ i ]+dist, colorBlack, Scolor[i] ); 
}

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Miftha remix for dse for Amibroker (AFL)
coolpace
over 14 years ago
Amibroker (AFL)

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Stock Portfolio Organizer

WiseTrader Toolbox

Miftha remix for dse for Amibroker (AFL) coolpace over 14 years ago Amibroker (AFL)

Screenshots

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Indicator / Formula

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Miftha remix for dse for Amibroker (AFL)
coolpace
over 14 years ago
Amibroker (AFL)