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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Multiple system for Amibroker (AFL)
Rating:
4 / 5 (Votes 2)
Tags:
amibroker
Testing multiple system simultaneously.
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Indicator / Formula
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function multiplex(Buy1, Sell1, BuyPrice1, SellPrice1,size1,PositionScore1, Buy2, Sell2, BuyPrice2, SellPrice2, size2, PositionScore2) { global Buy, Sell, PositionScore, size; Buy = Sell = False; PositionScore = 0; size = 0; BuyPrice =SellPrice = Null; sys = 0; for(i = 0; i < BarCount; i++) { switch(sys) { case 0: if(Buy1[i] && Buy2[i]) { if(PositionScore1[i] >= PositionScore2[i]) { sys = 1; size[i] = size1[i]; BuyPrice[i] = BuyPrice1[i]; PositionScore[i] = PositionScore1[i]; Buy[i] = buy1[i]; } else { sys = 2; size[i] = size2[i]; BuyPrice[i] = BuyPrice2[i]; PositionScore[i] = PositionScore2[i]; Buy[i] = Buy2[i]; } } else if (Buy1[i]) { sys = 1; size[i] = size1[i]; BuyPrice[i] = BuyPrice1[i]; PositionScore[i] = PositionScore1[i]; Buy[i] = Buy1[i]; } else if (Buy2[i]) { sys = 2; //both used at the same time; size[i] = size2[i]; BuyPrice[i] = BuyPrice2[i]; PositionScore[i] = PositionScore1[i]; Buy[i] = Buy2[i]; } break; case 1: //system 1 in use if(Sell1[i]) { sys = 0; Sell[i] = Sell1[i]; SellPrice[i] = SellPrice1[i]; } break; case 2: if(Sell2[i]) { sys = 0; Sell[i] = Sell2[i]; SellPrice[i] = SellPrice2[i]; } } } return; } Buy1 = C > MA(C, 30); Sell1 = C < MA(C, 50); size1 = 10; PositionScore1 = 1/C; BuyPrice1 = SellPrice1 = C; r = RSI(); Buy2 = 8* (Ref(R < 30, -1)); Sell2 = 8* ( Ref(R > 70, -1)); size2 = 5; BuyPrice2 = SellPrice2 = O; PositionScore2 = 1/O; multiplex(Buy1, Sell1, BuyPrice1, SellPrice1,size1,PositionScore1, Buy2, Sell2, BuyPrice2, SellPrice2, size2, PositionScore2); Short = Cover = False; SetPositionSize(size, spsPercentOfEquity); SetOption("MaxOpenPositions", 10 ); // 10 and 100 as max pos makes 7 point difference in winloss SetOption("InitialEquity", IE=100000); SetOption("AllowPositionShrinking", 0); SetOption("CommissionMode", 1); SetOption("CommissionAmount", 0); SetOption("AllowSameBarExit", False); SetOption("PriceBoundChecking", True); SetOption("ActivateStopsImmediately", False); Filter = Buy OR Sell; AddColumn(Buy, "Buy", 7.0); AddColumn(Sell, "sell", 7.0);
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EROR CODE !!!!!!!!!!!!!
Try this
Hello, please explain how it works.
Nothing view on chart !!!!!