Stock Portfolio Organizer
The ultimate porfolio management solution.
Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Cumulative Value for Amibroker (AFL)
Rating:
2 / 5 (Votes 3)
Tags:
trading system, amibroker
This system is for long trades. Signals are generated by calculating a cumulative value of the close.
Similar Indicators / Formulas
EMA crossover
Submitted
by Ketan-0 almost 14 years ago
Kase Peak Osc. V2 batu
Submitted
by batu1453 over 10 years ago
Kase CD V2batu
Submitted
by batu1453 over 10 years ago
Ichimoku
Submitted
by prashantrdx over 10 years ago
Adaptive Price Zone (APZ)
Submitted
by AndrewThomas almost 14 years ago
LANDIS Modified
Submitted
by isfandi almost 14 years ago
Indicator / Formula
Copy & Paste Friendly
function cccc(Buy,Sell)
{
CumCst = Null;
for (i = 1; i < BarCount; i++)
{
if(Buy[i])
{
CumCst[i]=0.10;
for (j = i + 1; j < BarCount; j++)
{
if (Sell[ j ] )
{
i = j - 1;
break;
}
else if(C[j] > C[j-1])
{
CumCst[j] = Min(CumCst[j-1] + 0.003,0.13);
}
else if(C[j] <= C[j-1])
{
CumCst[j] = CumCst[j-1];
}
else if (j == BarCount - 1)
{
i = BarCount;
break;
}
}
}
else if(Sell[i])
{
CumCst[i]=0.10;
for (j = i + 1; j < BarCount; j++)
{
if (Sell[ j ] )
{
i = j - 1;
break;
}
else if(C[j] < C[j-1])
{
CumCst[j] = Min(CumCst[j-1] + 0.003,0.13);
}
else if(C[j] >= C[j-1])
{
CumCst[j] = CumCst[j-1];
}
else if (j == BarCount - 1)
{
i = BarCount;
break;
}
}
}
}
return CumCst;
}
Buy=Cross(C,EMA(C,19));
Sell=Cross(EMA(C,19),C) ;
CumCst = cccc(Buy,Sell);
per=19;
Smth = 2/(per+1)+CumCst;
MovAvg = AMA(C,Smth);
Plot(movavg,"",colorBlue,1);
Plot(C,"",1,64);
PlotShapes(Buy*shapeUpArrow,colorGreen,0,L,-20);
PlotShapes(Sell* shapeDownArrow,colorRed,0,H,-20);
Title="cumulative value = "+WriteVal(Cumcst,1.3); 1 comments
Leave Comment
Please login here to leave a comment.
Back
very nice system