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#1 Selling Amibroker Plugin featuring:
10 Day Moving Average System for Amibroker (AFL)
This is a simple system coded by legend Ed Pottasch on my request. Please test on at least five years’ data before using.
// Long Set up: Close above 10 Day (default) Simple Moving average (default)
// Long Entry: Close above the previous candle (which is above 10 Day SMA)
// Long Exit: Short Entry
// Short Set up: Close below 10 Day Simple Moving average
// Short Entry: Close below the previous candle (which is above 10 Day SMA)
// Short Exit: Long Entry
Similar Indicators / Formulas
Indicator / Formula
_SECTION_BEGIN("10 DMA system"); // Long Set up: Close above 10 Day (default) Simple Moving average (default) // Long Entry: Close above the previous candle (which is above 10 Day SMA) // Long Exit: Short Entry // Short Set up: Close below 10 Day Simple Moving average // Short Entry: Close below the previous candle (which is above 10 Day SMA) // Short Exit: Long Entry //SetTradeDelays(0,0,0,0); //SetOption("CommissionMode",3); //SetOption("CommissionAmount",2.01); //SetOption("FuturesMode",True); //NumContracts=1; //PositionSize=NumContracts*MarginDeposit; //SetOption("MaxOpenPositions",4); procedure exit_proc(Buy,BuyPrice,Short,ShortPrice) { global BuyAdjusted; global BuyPriceAdjusted; global ShortAdjusted; global ShortPriceAdjusted; global SellAdjusted; global SellPriceAdjusted; global CoverAdjusted; global CoverPriceAdjusted; global LongStopTrail; global ShortStopTrail; BuyAdjusted=0; BuyPriceAdjusted=0; ShortAdjusted=0; ShortPriceAdjusted=0; SellAdjusted=0; SellPriceAdjusted=0; CoverAdjusted=0; CoverPriceAdjusted=0; LongStopTrail=Null; ShortStopTrail=Null; delay=1; for(i=1;i<BarCount;i++) { if(Buy[i]) { BuyAdjusted[i]=1; BuyPriceAdjusted[i]=BuyPrice[i]; for(j=i+delay;j<BarCount;j++) { if(Short[j]) { SellAdjusted[j]=1; SellPriceAdjusted[j]=C[j]; i=j-1; break; } else if(j==BarCount-1) { i=BarCount; break; } } } else if(Short[i]) { ShortAdjusted[i]=1; ShortPriceAdjusted[i]=ShortPrice[i]; for(j=i+delay;j<BarCount;j++) { if(Buy[j]) { CoverAdjusted[j]=1; CoverPriceAdjusted[j]=C[j]; i=j-1; break; } else if(j==BarCount-1) { i=BarCount; break; } } } } } per=Optimize("per",10,2,100,1); sma=MA(C,per); triggerLong=ValueWhen(Cross(C,sma),H); Buy=Cross(C,triggerLong);BuyPrice=Close; triggerShort=ValueWhen(Cross(sma,C),L); Short=Cross(triggerShort,C);ShortPrice=C; exit_proc(Buy,BuyPrice,Short,ShortPrice); Buy=BuyAdjusted; BuyPrice=BuyPriceAdjusted; Short=ShortAdjusted; ShortPrice=ShortPriceAdjusted; Sell=SellAdjusted; SellPrice=SellPriceAdjusted; Cover=CoverAdjusted; CoverPrice=CoverPriceAdjusted; SetChartOptions(0,chartShowDates); SetBarFillColor(IIf(C>O,ColorRGB(0,75,0),IIf(C<=O,ColorRGB(75,0,0),colorLightGrey))); Plot(C,"\nPrice",IIf(C>O,ColorRGB(0,255,0),IIf(C<=O,ColorRGB(255,0,0),colorLightGrey)),64,0,0,0,0); Plot(sma,"\nSMA",colorBlue,1); Plot(triggerLong,"",colorGreen,styleDashed); Plot(triggerShort,"",colorRed,styleDashed); PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorDarkGreen,0,L,-15); PlotShapes(IIf(Buy,shapeSmallCircle,shapeNone),colorWhite,0,BuyPrice,0); PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-15); PlotShapes(IIf(Sell,shapeSmallCircle,shapeNone),colorWhite,0,SellPrice,0); PlotShapes(IIf(Short,shapeSmallDownTriangle,shapeNone),colorRed,0,H,IIf(Short AND Sell,-30,-15)); PlotShapes(IIf(Short,shapeSmallCircle,shapeNone),colorWhite,0,ShortPrice,0); PlotShapes(IIf(Cover,shapeSmallUpTriangle,shapeNone),colorDarkGreen,0,L,IIf(Cover AND Buy,-30,-15)); PlotShapes(IIf(Cover,shapeSmallCircle,shapeNone),colorWhite,0,CoverPrice,0); _SECTION_END();
4 comments
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hi
let me know where is the stoploss? to place
niklravi
Please correct this line
Short Entry: Close below the previous candle (which is above 10 Day SMA)
as Short Entry: Close below the previous candle (which is below 10 Day SMA)
@niklravi, no stoploss here. you reverse the position at signal but wait for the candle to close.
@jrajnikant. Dont know how to edit. Admin please guide or do the needful.
Thanks
hi
if u never mind send some trade charts to my mail id ravinikl@yahoo.com
regards
ravi
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