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2 / 5 (Votes 3)

trading system, amibroker

Submitted by Ketan-0 about 14 years ago

Submitted by batu1453 over 10 years ago

Submitted by prashantrdx over 10 years ago

Submitted by AndrewThomas about 14 years ago

Submitted by isfandi about 14 years ago

Indicator

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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. walid

over 14 years ago

very nice system

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Cumulative Value for Amibroker (AFL)
mfoysalar
about 15 years ago
Amibroker (AFL)

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