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3 / 5 (Votes 3)

trading system, amibroker

I found this helpfull so, with due respect to author posting here

setup

1). Timeframe : 5min chart
2). EMA : 110 period
3). CCI : 14 days

Why EMA 110? To be frank no idea but when tested proved with results to guage the TREND!

RULE

BUY / GO LONG CONDITION

a). The 5 min candle should be above 110 EMA.
b). CCI should be > 100. We consider CCI reading only for ENTRY not for EXIT. This CCI will act as a FILTER to avoid false Traps
c). A 0.10% filter on the High price

SELL / GO SHORT CONDITION

a). The 5 min candle should be below 110 EMA.
b). CCI should be < -100. We consider CCI reading only for ENTRY and not for EXIT. This CCI will act as a FILTER to avoid false Traps
c). A 0.10% filter on the Low price

EXIT : Rs.10/- min

SL : Rs.10/- (as I want to keep RR as 1:1)

Recommended Scrips : MARUTI, AXISBANK, LT, TCS, ICICIBANK & SBI

I have tested the strategy with the above scrips and hence posted as recommendation. Why I have selected the above scrip is bacause of the highly traded volume.

I will explain in detail with the Charts

Karthik
*/

Submitted by Ketan-0 about 14 years ago

Submitted by batu1453 over 10 years ago

Submitted by prashantrdx over 10 years ago

Submitted by mundo0007 about 13 years ago

Submitted by AndrewThomas about 14 years ago

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TimeFrameSet( in5Minute);
 
dec = (Param("Decimals",2,0,7,1)/10)+1;
EMA110=EMA(C,110);
pt=CCI()>100;nt=CCI()<-100;
 
Buy2show = 0;
Short2show = 0;
Sell2show = 0;
Cover2show = 0;
Today = LastValue(Day());
 
// Check if it is time to close the postions.
EOD = IIf(TimeNum()>152900, 1, 0);
noEOD = IIf(TimeNum() < 152900,1, 0);
 
// Logic for uptrend or downtrend
uptrend = C>EMA110 AND pt;
downtrend=C<EMA110 AND nt;
 
// Ignore the previous day bar
Datefine = IIf(Ref(DateNum(),1) == Ref(DateNum(),-1),1,0);
 
 
// The current bar should be more than previous bar value + 0.1% for buy in uptrend
BuyV = uptrend AND Ref(uptrend, -1) AND (H > ( Ref(H, -1)+ H*.001 )) AND Datefine ;
// the current bar should be less than previous bar value - 0.1% for sell in downtrend
SellV = downtrend AND Ref(downtrend,-1) AND (L < ( Ref(L, -1)-L*.001 )) AND Datefine ;
 
BuyPrice = IIf(BuyV==1,Max(O,Ref(H,-1)+H*.001 ),0);
ShortPrice = IIf(SellV==1,Min(O,Ref(L,-1)-L*.001 ),0);
 
Bp = ValueWhen(BuyPrice !=0,BuyPrice);
Sp = ValueWhen(ShortPrice !=0,ShortPrice);
 
mktclose=Param("Market Close Time",152500,000000,235959,1 );
 
Buy = BuyV AND Today ;
Short= SellV AND Today ;
Cover = TimeNum() > mktclose ;
Sell = TimeNum() > mktclose ;
 
Buy=ExRem(Buy,Sell);
Short=ExRem(Short,Cover);
 
CP = 0;
Trend = 1;
//************************************************** *************************************//
for( i = 0; i < BarCount; i++ )
{
if( Buy[i] )
{
PlotText( "\n"+"\n"+"\n"+"Buy@" +WriteVal( Bp[ i],1.2), i-5, L[ i ]-Trend[i], colorWhite, colorBlue);
Buy2show=Bp;
}
 
if( Short[i] )
{
PlotText( "\n"+"\n"+"\n"+"Short@" +WriteVal (Sp[ i ],1.2), i-5, H[ i ]+Trend[i], colorWhite, colorRed );
Short2show=Sp;
}
}
 
 
SetChartOptions(0, chartShowDates);
//Plot(C,"\nC",colorWhite,64);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowUpArrow,shapeNone),colorWhite,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowSmallCircle,shapeNone),colorWhite,0,BuyPrice,0);
 
PlotShapes(IIf(Short,shapeDownArrow,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Short,shapeHollowDownArrow,shapeNone),colorWhite,0,H,-15);
PlotShapes(IIf(Short,shapeHollowSmallCircle,shapeNone),colorWhite,0,ShortPrice,0);
 
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorYellow,0,H,-15);
PlotShapes(IIf(Cover,shapeUpArrow,shapeNone),colorYellow,0,L,-15);
 
 
_SECTION_BEGIN("Price");
Graph0 = Close;
Graph0Style = 128;
barcolor = IIf( downtrend, colorRed, IIf( uptrend, colorGreen ,colorWhite ) );
Graph0BarColor = ValueWhen( barcolor != 0, barcolor );
SetBarFillColor( IIf( downtrend,colorRed, colorGreen) );
SetChartBkGradientFill( ParamColor("BgTop", colorBlack),ParamColor("BgBottom", colorBlack),ParamColor("Titleblock",colorWhite));
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Uptrend %g,Open %g, Hi %g, Lo %g,Close %g (%.1f%%) {{VALUES}}", uptrend,O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C) + "\n" + "\n" ;
Plot( C, "Close", ParamColor("Color", colorWhite ), styleNoTitle |
ParamStyle("Style") | GetPriceStyle() );
Plot( 2, /* defines the height of the ribbon in percent of pane width*/ "ribbon",
IIf( uptrend, colorGreen, IIf( downtrend, colorRed, colorTan )), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
 
//filters
Filter=Buy|Short;
SetOption("NoDefaultColumns", True);
AddTextColumn(Name(), "SYMBOL");
AddColumn(DateTime(), "DATE", formatDateTime);
AddColumn(TimeNum() ,"Time",1, 75);
AddColumn(IIf(Buy, 66, 83), "TRIGGER", formatChar, colorWhite, IIf(Buy, colorGreen, colorRed));
AddColumn(IIf(Buy, BuyPrice,ShortPrice), "TRIG PRICE", 1.2);
AddColumn(IIf(Buy, (BuyPrice)+10, (ShortPrice)-10), "Target", 1.2);
AddColumn(IIf(Buy, (BuyPrice)-10, (ShortPrice)+10), "Stop Loss", 1.2);
AddColumn(C, "Last Close", 1.2);
SetSortColumns( -3 );Title = EncodeColor(29)+ Title = Name() + " " + EncodeColor(32)
+ Date() + " " + EncodeColor(29) + "{{INTERVAL}} " +
EncodeColor(29)+ " Open = "+ EncodeColor(17)+ NumToStr
(O,dec) +
EncodeColor(29)+ " High = "+ EncodeColor(17) + NumToStr
(H,dec) +
EncodeColor(29)+ " Low = "+ EncodeColor(17)+ NumToStr
(L,dec) +
EncodeColor(29)+ " Close = "+ EncodeColor(17)+ NumToStr
(C,dec) +
EncodeColor(29)+ " Volume = "+ EncodeColor(17)+ NumToStr
(V,1.0) +"\n"+"\n"+
EncodeColor(colorRed)+
WriteIf (Buy , " GO LONG / Reverse Signal at "+BuyPrice+" ","")+
WriteIf (Short , " EXIT LONG / Reverse Signal at "+ShortPrice+" ","")+"\n"+EncodeColor(colorBlue)+
WriteIf(Short , "Total Profit/Loss for the Last Trade Rs."+(ShortPrice-Bp)+"","")+
WriteIf(Buy , "Total Profit/Loss for the Last trade Rs."+(Sp-BuyPrice)+"","");
GraphXSpace=12;
_SECTION_BEGIN("EMA2");
P = ParamField("Price field",-1);
Periods = Param("Periods", 110, 2, 300, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorBlue ), ParamStyle("Style",styleThick) );
_SECTION_END();

3 comments

1. Shailendra-0

almost 12 years ago

NO BUY SELL ARROWS FOR AMI 5.3

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2. johnnypareek

almost 12 years ago

@ Shailendra

Please use only 5 minute time frame. It is for that TF only

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3. manuski

almost 9 years ago

nonsense formula.

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Intraday must have for Amibroker (AFL)
johnnypareek
almost 12 years ago
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Intraday must have for Amibroker (AFL) johnnypareek almost 12 years ago Amibroker (AFL)

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Intraday must have for Amibroker (AFL)
johnnypareek
almost 12 years ago
Amibroker (AFL)