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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
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Compare ROI for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
amibroker
My first attempt an coding AFL, add this to other explorations to compare the potential Return from a trade.
Allows comparison of the return from each trade
Indicator / Formula
Copy & Paste Friendly
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | /*a simple explorationbased on parameters chosen, if each stock returned its ATR each day, which would provide the better return*/daystocheckatr=Param("How Many days of for ATR?",100,1,200,1);expectreturninxday=Param("How Many days to get a return?",5,1,20,1);commission_on_trade=param("what is avg commission in $",19.95,0,60,1);trade_size = Param("What is baseline investment",10000,100,100000,10);bang_for_buck = (trade_size/C)* (ATR(daystocheckatr)/100);will_Cover_commission_in_x_days = ((trade_size/C)* (ATR(daystocheckatr)/100))*expectreturninxday > commission_on_trade;//x Days trading range should Cover CommissionsAddColumn(bang_for_buck,"assume ATR, potential return over x days", 1.4);AddColumn(will_cover_commission_in_x_days,"true/false, x days at ATR will cover commission", 1); |
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