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#1 Selling Amibroker Plugin featuring:
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EMA crossover for Amibroker (AFL)
Rating:
4 / 5 (Votes 5)
Tags:
trading system, amibroker
I am new to this but this formula seams nice, please try it out and give feedback.
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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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 | /*============================================================================== Global Settings==============================================================================*/SetOption("InitialEquity", 1000000);SetOption("MinShares", 50);SetOption("NoDefaultColumns", True );SetOption("CommissionMode", 2); //$$ per tradeSetOption("CommissionAmount", 0); // commission is accounted for in skidSetOption("MarginRequirement", 100);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", 5, 10, 40, 5));slow = EMA0(C, Optimize("SlowEMA", 15, 15, 100, 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; 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, "EquityForPosSizing"); 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==============================================================================*/ |
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Dear Administrator ,
I have contributed afl codes out of which 1 has been published on your site , but i m not able to view hidden codes that are meant for contributors. Please help.
The other formulas you submitted are already on this site.
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