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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Weekly SMA System with ATR Stop for Amibroker (AFL)
Weekly SMA System with ATR stop. Amibroker reports that this formula references future quotes.
Similar Indicators / Formulas
Indicator / Formula
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);
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good afl..