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POSITION & SWING - EMA 9.1 System for Amibroker (AFL)
Rating:
3 / 5 (Votes 2)
Tags:
trading system, amibroker, exploration
Trend Following based on exponential moving average of nine. Used on the weekly, daily and 60 minutes charts.
More information on http://www.leandrostormer.com.br
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Indicator / Formula
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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 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 | SetOption("ActivateStopsImmediately",True);SetOption("ReverseSignalForcesExit",True);SetTradeDelays( 0,0,0,0 ) ;Equity();EMAfast = Param("First Period",9,3,21,1);EMAslow = Param("Second Period",63,21,200,1);// virada da médiaEMA9 = EMA(Close,EMAFast);EMA63 = EMA(Close,EMASlow);Media = EMA9 - Ref(EMA9,-1);//Inicializa VariáveisSellPrice[0] = StopLoss[0] = Trend[0] = 0;BuyPrice[0] = EntryPrice[0] = 100000;for( i = 1; i < BarCount; i++ ) { //Recupera Valores BuyPrice[i] = BuyPrice[i-1]; SellPrice[i] = SellPrice[i-1]; StopLoss[i] = StopLoss[i-1]; Trend[i] = Trend[i-1]; EntryPrice[i] = EntryPrice[i-1]; //Calcula Tendência if (Media[i]>0) Long[i]=1; else Long[i]=0; if (Media[i]<0) Shrt[i]=1; else Shrt[i]=0; if (Trend[i] < 1 AND (i>23)) { //Virada para Cima if ((Long[i]==1) AND (Long[i-1]==0)) { BuyPrice[i] = EntryPrice[i] = High[i]+0.01; //Define Preço de Compra; StopLoss[i] = Low[i]-0.01; //Define Valor do Stop; } // Verifica entrada e dispara sinal de compra if ((High[i]>=EntryPrice[i])) { Trend[i] = 1; //Entrada no Modo Compra EntryPrice[i] = 0; } } if (Trend[i] == 1 AND (i>23)) { // Virada para Baixo if ((Shrt[i]==1) AND (Shrt[i-1]==0)) { StopLoss[i] = Low[i]-0.01; SellPrice[i] = StopLoss[i]; //Define Preço de Venda para fins de Backtest. } // Verifica se o STOP foi acionado if ((Low[i]<=StopLoss[i])) { SellPrice[i] = StopLoss[i]; //Define Preço de Venda para fins de Backtest. Trend[i] = -1; //Sai do Modo Compra StopLoss[i] = 0; if (Long[i]==1) BuyPrice[i]= EntryPrice[i] = High[i]+0.01; else BuyPrice[i] = EntryPrice[i] = 100000; //Se Tendência de alta, arma nova Compra. } }} //Risk Manager//PositionSize = (0.04 * Equity(0))/(BuyPrice-SellPrice)*BuyPrice;//Trading SystemBuy = Trend == 1;Sell = Trend == -1;Buy = ExRem(Buy,Sell);Sell = ExRem(Sell,Buy);T1 = ExRem(Long,Shrt);T2 = ExRem(Shrt,Long);//Plot(EMA9 ,"EMA-Fast", ParamColor("EMA-Fast Color", colorPaleBlue),styleThick);Plot(EMA63,"EMA-Slow", ParamColor("EMA-Slow Color",colorRed),styleThick);Entry = T1 * shapeSmallCircle + T2 * shapeSmallCircle;PlotShapes(Entry, IIf(T1, colorBlue, colorBlack), 0, IIf( T1,Low, High));PlotShapes( Buy* shapeUpArrow, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy,Low, High) );PlotShapes( Sell* shapeDownArrow, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy,Low, High) );// ExplorerFilter = T1 OR T2;AddTextColumn(WriteIf(T1,"Buy",WriteIf(T2,"Sell","None")),"TS",colorGreen,colorBlue);AddColumn(IIf(T1,BuyPrice,IIf(T2,SellPrice,0)),"START",5.2,colorWhite,colorBlue);AddColumn(IIf(T1,SellPrice,IIf(T2,BuyPrice,0)),"STOP ",5.2,colorWhite,colorBlue);AddColumn(EMA9, "EMAFast"+EMAFast,5.2,colorWhite,colorBlue);AddColumn(EMA63,"EMASlow"+EMASlow,5.2,colorWhite,colorBlue);AddColumn(RSI(2),"RSI(2)",2.2);_SECTION_BEGIN("Price");SetChartOptions(0,chartShowDates|chartShowArrows|chartLogarithmic|chartWrapTitle);_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ))+"\n"+ EncodeColor(colorBlue)+WriteIf (T1 , " GO LONG / "+EncodeColor(colorGreen)+"START "+Prec(BuyPrice,2)+" / "+EncodeColor(colorRed)+"STOP "+Prec(SellPrice,2)+" ","")+WriteIf (T2 , " EXIT LONG / "+EncodeColor(colorRed)+"STOP "+Prec(SellPrice,2)+" ",""));Plot( C, "", IIf(Close > Open, colorGreen, colorRed), styleBar + styleNoLabel);_SECTION_END();_SECTION_BEGIN("trending ribbon");uptrend= Media > 0;downtrend= Media < 0;Plot( 2, "",IIf( uptrend, colorGreen, IIf( downtrend, colorRed, 0 )), styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );_SECTION_END();_SECTION_BEGIN("Background text");GfxSetOverlayMode(1);GfxSelectFont("Tahoma", Status("pxheight")/6 );GfxSetTextAlign( 6 );// center alignmentGfxSetTextColor( ColorRGB( 60, 45, 80 ) );GfxSetBkMode(0); // transparentGfxTextOut( Name(), Status("pxwidth")/2, Status("pxheight")/12 );GfxSelectFont("Tahoma", Status("pxheight")/12 );//GfxTextOut( "EMA9.1 System", Status("pxwidth")/2, Status("pxheight")/3 );GfxSelectFont("Tahoma", Status("pxheight")/20 );_SECTION_END(); |
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EXPLORER ERROR
T1 = ExRem(Long,Shrt);
ERROR SHOW ON ABOVE LINE
DETAIL ERROR REPORT AS BELOW
Error 29. Variable <name> used without having been initialized.
You can not use (read) the variable that was not initialized first. You should assign the value to the variable before reading it.
Example (incorrect usage):
x = 1;
z = x + y; // wrong, y is not initialized
Correct usage would look like this:
x = 1; // initialize x
y = 2; // initialize y
z = x + y; // correct, both x and y are initialized
Works fine for me.