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Weekly SMA System with ATR Stop for Amibroker (AFL)
na1982
almost 15 years ago
Amibroker (AFL)

Rating:
5 / 5 (Votes 2)
Tags:
trading system, amibroker

Weekly SMA System with ATR stop. Amibroker reports that this formula references future quotes.

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Indicator / Formula

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SetBarsRequired(10000,10000);
SetFormulaName("Weekly SMA System with ATR stop");
SetTradeDelays( 1, 1, 1, 1 );
SetOption( "initialequity", 100000 );
SetOption( "PriceBoundChecking", 1 );
SetOption( "CommissionMode", 2 );
SetOption( "CommissionAmount", 32.95 );
SetOption( "UsePrevBarEquityForPosSizing", True );
SetOption("MaxOpenPositions", 20); //
SetOption( "AllowPositionShrinking", False);
SetOption("AllowSameBarExit", False);

ATRLevel = 3*ATR(20);

Buy = C>MA(C,30);

PositionSize=-10;// invest 10% of portfolio equity in single trade

Sell = 0;
trailARRAY = Null;
trailstop = 0;

for( i = 1; i < BarCount; i++ )
{

if( trailstop == 0 AND Buy[ i ] )
{
trailstop = H[ i ]- ATRLevel[ i ];
}
else Buy[ i ] = 0; // remove excess buy signals

if( trailstop > 0 AND Low[ i ] < trailstop )
{
Sell[ i ] = 1;
SellPrice[ i ] = trailstop;
trailstop = 0;
}

if( trailstop > 0 )
{
trailstop = Max( H[ i ]- ATRLevel[ i ], trailstop );
trailARRAY[ i ] = trailstop;
}

}

Sell = trailARRAY;

Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);

1 comments

1. herlinamanalu

good afl..

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