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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
RANDOM ENTRY for Amibroker (AFL)
Using a random entry, it is possible to isolate the effects of the exit from the entry.
Indicator / Formula
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 | _SECTION_BEGIN ( "Formula 1" ); // EnterAtRandom.afl // // Entry a position at the close of a random bar. // // A random entry for use as a benchmark. // Expect this entry to mirror the buy and hold. // It cannot be profitable taking long positions in // a declining market, or taking short positions // in a rising market. // // This code just waits a fixed number of bars to exit. // It can be used to test any of the exit systems. // // For market orders, enter and exit Market On Close // with no delay SetTradeDelays (0,0,0,0); BuyPrice = C ; SellPrice = C ; // Frequency is the number of entries per year. Frequency = Param ( "Entries per Year" ,12,1,100,1); // Repeatable is a switch. // True (1): the sequence of random numbers will be repeated. // False (0): each sequence is random. Repeatable = Param ( "Repeatable" ,0,0,1,1); // Seed is the number used to start the random sequence // when repeatable sequences are desired. Seed = Param ( "Seed" , 13331,1,99999,1); // Generate a fraction, uniformly distributed // between 0.00000 AND 0.99999. NextRandom = IIf (Repeatable, Random (Seed), Random ()); Buy = IIf (NextRandom<Frequency/252,1,0); // The code for the exit being tested starts here. // // HoldBars is the number of bars to wait for exit. HoldBars = Param ( "HoldBars" , 3,1,100,1); Sell = BarsSince ( Buy )>=HoldBars; // The code for the exit being tested ends here. // Remove extra Buy and Sell signals. Buy = ExRem ( Buy , Sell ); Sell = ExRem ( Sell , Buy ); _SECTION_END (); |
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