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ZEMA-atr-trading system for Amibroker (AFL)
Rating:
2 / 5 (Votes 4)
Tags:
trading system, amibroker, ZeroLag
Zero lag EMA crossover trading system
You go long/short based on when the faster ema crosses the slower one. The SL is decided by an ATR line that follows the price either up or down.
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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 | _SECTION_BEGIN("ZEMA ATR");Period1=Param("Period 1",10,1,100,1);//Period1=Optimize("Period 1",10,1,25,1);EMA1= EMA(C,Period1);EMA2= EMA(EMA1,Period1);Difference= EMA1 - EMA2;ZeroLagEMA1= EMA1 + Difference;Period2=Param("Period 2",20,1,100,1);//Period2=Optimize("Period 2",10,1,25,1);EMA3= EMA(C,Period2);EMA4= EMA(EMA3,Period2);Difference= EMA3 - EMA4;ZeroLagEMA2= EMA3 + Difference;Plot(zerolagema1, "", colorBlue);Plot(zerolagema2, "", colorRed);pds=Param("ATR Periods",7,3,100,1);//pds=Optimize("pds",7,3,10,1);pdslong=pdsshort=pds;//pdsshort=Param("pds short",7,5,100,1);//pdslong=Param("pds long",7,5,100,1);ATRmultiple=Param("ATR Multiple",3,1,5,0.1);//ATRmultiple=Optimize("ATRmultiple",3,1,5,0.1);AvgATRShort= ATRmultiple*ATR(pdsshort);AvgATRLong= ATRmultiple*ATR(pdslong);Ststop=LLV((LLV(L,pdsshort)+ AvgATRShort),pdsshort);Lgstop=HHV((HHV(H,pdslong)- AvgATRlong),pdslong);Ststop = LLV(Ststop, pdsshort);Lgstop = HHV(Lgstop, pdslong);//ApplyStop(stopTypeTrailing, stopModePoint, Ref(ATRmultiple*ATR(pdslong),-1),True, True); //Equity(1);//Plot(Sell = 4,"ApplyStop Sell",colorRed,1|styleOwnScale);//Plot(Cover=4,"ApplyStop Cover",colorGreen,1|styleOwnScale);// Does this do anything. I dont know how to check.ZemaBuy = (Cross(zerolagema1,zerolagema2));ZemaSell = (Cross(zerolagema2,zerolagema1));Short = Cross(Lgstop, C);Cover = Cross(C, Ststop);Short = ExRem(Short, Cover);Cover = ExRem (Cover, Short);Buy=Cover;Sell=Short;Buy=ExRem(Buy, Sell); Sell=ExRem(Sell, Buy);Stop=IIf(Sell, Ststop, IIf(Buy, Lgstop, Ststop));//Stop=IIf(Buy, Ststop, Lgstop);//Stop = Buy * Lgstop + Sell * Ststop);/* Need some code here to do the following/* a) During SHort trade, Stop=Ststop, and during Long Trade, Stop=Lgstop/* b) Plot only on stop loss, either Ststop or Lgstop, based on whether we are in LOng trade or Short Trade/* c) During Short trade, Ststop of each bar should be equal to or lower than the previous bars Ststop. Reset Lgstop/* d) During Long trade, Lgstop of each bar should be equal to or Greate than the previous bar's Lgstop. Reset Ststop*/PlotShapes(IIf(ZemaBuy, shapeHollowUpArrow, shapeNone), colorGreen);PlotShapes(IIf(ZemaSell, shapeHollowUpArrow + shapePositionAbove, shapeNone), colorRed);shape = Buy * shapeUpArrow + Sell * shapeDownArrow;PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low, High ));Plot(Ststop," SL for shorts ",colorGreen,styleDots|styleNoLine);Plot(Lgstop," SL for long ",colorRed,styleDots|styleNoLine);//Plot(Stop, "Stop Loss", colorBlue,styleDots|styleNoLine);// Need to plot one single stop loss, Green if its Lgstop (OR) Red if it is Ststop._SECTION_END(); |
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ZEMA isn’t used in trading signals.
Why?