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EMA SMA CROSSOVER SYSTEM for Amibroker (AFL)
Rating:
3 / 5 (Votes 4)
Tags:
moving average, trading system, amibroker, stop loss
EMA 5 SMA 10 CROSSOVER SYSTEM WITH TRAILING STOP
Indicator / Formula
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 | _SECTION_BEGIN ( "MACD_SignalLineWithStopLoss&Target&buyPrice" ); SetChartOptions (0, chartShowArrows | chartShowDates ); _N (Title = StrFormat ( "{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}" , O , H , L , C , SelectedValue ( ROC ( C , 1 ) ) )); Plot ( C , "Close" , ParamColor ( "Color" , colorBlack ), styleNoTitle | ParamStyle ( "Style" ) | GetPriceStyle () ); SL= Param ( "trailing stop %" , 0.4, 0.1, 10, 0.1); StopLevel1 = 1 - SL/100; StopLevel2 = 1 + SL/100; FirstEMAPeriod= Param ( "FirstEMAPeriod" ,5,1,100,1); SecondEMAPeriod= Param ( "SecondEMAPeriod" ,10,1,100,1); EMA5= EMA ( C ,FirstEMAPeriod); EMA10= MA ( C ,SecondEMAPeriod); EMA5P= Ref ( EMA ( C ,FirstEMAPeriod),-1); EMA10P= Ref ( MA ( C ,SecondEMAPeriod),-1); Buy1=EMA10P>=EMA5P AND EMA10<EMA5; Sell1=EMA10P<=EMA5P AND EMA10>EMA5; Buy =Buy1; Short =Sell1; Sell =0; Cover =0; trailARRAY =trailARRAYs= Null ; trailstop =tstop= 0; for ( i = 1; i < BarCount ; i++ ) { if ( trailstop == 0 AND Buy [ i ] ) { trailstop = High [ i ] * stoplevel1; } else Buy [ i ] = 0; // remove excess buy signals if ( trailstop > 0 AND ( Low [ i ] < trailstop OR Sell1[i]) ) { Sell [ i ] = 1; SellPrice [ i ] = trailstop; trailstop = 0; } if ( trailstop > 0 ) { trailstop = Max ( High [ i ] * stoplevel1, trailstop ); trailARRAY[ i ] = trailstop; } if ( tstop == 0 AND Short [ i ]) { tstop = Low [ i ]*stoplevel2; } else Short [ i ] = 0; // remove excess buy signals if ( tstop > 0 AND ( High [i]>tstop OR Buy1[i]) ) { Cover [ i ] = 1; CoverPrice [ i ] = tstop; tstop= 0; } if ( tstop> 0 ) { tstop= Min ( Low [ i ]*stoplevel2, tstop); trailARRAYs[ i ] = tstop; } } Plot (trailarray, "" , colorGreen , styleThick ); Plot (trailarrays, "" , colorRed , styleThick ); PlotShapes ( IIf ( Buy , shapeSquare , shapeNone ), colorGreen , 0, L , Offset = -40 ); PlotShapes ( IIf ( Buy , shapeSquare , shapeNone ), colorLime , 0, L , Offset = -50 ); PlotShapes ( IIf ( Buy , shapeUpArrow , shapeNone ), colorWhite , 0, L , Offset = -45 ); PlotShapes ( IIf ( Sell , shapeDownArrow , shapeNone ), colorRed , 0, H , Offset = -65 ); PlotShapes ( IIf ( Short , shapeSquare , shapeNone ), colorRed , 0, H , Offset = 40 ); PlotShapes ( IIf ( Short , shapeSquare , shapeNone ), colorOrange , 0, H , Offset = 50 ); PlotShapes ( IIf ( Short , shapeDownArrow , shapeNone ), colorWhite , 0, H , Offset = -45 ); PlotShapes ( IIf ( Cover , shapeUpArrow , shapeNone ), colorBlue , 0, L , Offset = -65 ); _SECTION_END (); |
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Hai can u pls support with TMA (triangular moving avg) 20 SMA 30 CROSSOVER SYSTEM
waste