WiseStockTrader.com Trading Program Listings
Indicators
Submit New Indicator
All Amibroker (AFL) Metastock eSignal (EFS) NinjaTrader
Function Index
Paste Bin
Register
Login

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 ....
For Portfolio Manager Click Here

WiseTrader Toolbox

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Find Out More Here

Moving Average Based Trading (Advanced) for Amibroker (AFL)
yesmoin
about 9 years ago
Amibroker (AFL)

Rating:
2 / 5 (Votes 5)
Tags:
trading system, amibroker, exploration, moving average, stop loss

A more sophisticated system that utilizes multiple moving averages and gives multiple entries and exits, that can be used in trending markets is also enclosed here.
xplore the parameters for settings of your choice. The main settings are the Slow Average, the Fast Average and the Tolerance parameters. The last helps in noise cancellation. You may also suppress the signals and chance the stop profit levels.

PARAMETER STTING :

MY FIST >>>

SLOW AVG – 10
FAST AVG – 3
TOLERANCE – 3
GENERATE NEW BUY/SELL AFTER SP – YES
SP – 10

Screenshots

Indicator / Formula

Indicator
Copy & Paste Friendly
//Moving Average Based Trading Advanced version
// Abnash Singh
// 30th October 2011
// abnash1978@yahoo.co.uk

SetChartOptions(0,chartShowDates|chartShowArrows|chartLogarithmic|chartWrapTitle);
function GetSecondNum()
{
    Time 		= Now( 4 );
    Seconds 	= int( Time % 100 );
    Minutes 	= int( Time / 100 % 100 );
    Hours 	= int( Time / 10000 % 100 );
    SecondNum = int( Hours * 60 * 60 + Minutes * 60 + Seconds );
    return SecondNum;
}
 
RequestTimedRefresh( 1 );
TimeFrame = Interval();
SecNumber = GetSecondNum();
Newperiod = SecNumber % TimeFrame == 0;
SecsLeft	 = SecNumber - int( SecNumber / TimeFrame ) * TimeFrame;
SecsToGo	 = TimeFrame - SecsLeft;



SetChartOptions(0,chartShowArrows|chartShowDates);
showsig=ParamList("Show Signals","YES|NO");
Showprice=ParamList("Show Buy/Sell Prices","YES|NO");

Plot( C, "Close", ParamColor("Color", colorBlack), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 

period = Param("Period", 13, 1, 240, 1);
mult = Param("Multiplier", 2.21, 0, 3, 0.01);
A=EMA (RSI(14),5);
B=EMA (RSI(21),5);

f=ATR(period);
x=5;
VS[0] = Close[0];
trend[0] = 0;
HighC[0]=0;
Lowc[0]=0;
for( i = period+1; i < BarCount; i++ )
{

vs[i] = vs[i-1];
trend[i] = trend[i-1];
highC[i] = HighC[i-1];
lowc[i] = lowc[i-1];

if ((trend[i]>=0) AND ( C[i] <VS[i]))
{
trend[i] =-1;
HighC[i] = C[i];
lowc[i] = C[i];
}

if ((trend[i]<=0) AND (C[i] >VS[i]))
{
trend[i]=1;
HighC[i] = C[i];
lowc[i] = C[i];
}

if (trend[i]==-1)
{
if (C[i]<lowc[i]) lowc[i] = C[i];
VS[i]= lowc[i]+ (mult*f[i]);
}


if (trend[i]==1)
{
if (C[i]>HighC[i]) HighC[i] = C[i];
VS[i]= HighC[i]-(mult*f[i]);
}

}
Pribbon=ParamList("Ribbon? ", "Yes|No");
if (Pribbon=="Yes")
{
Plot( 2, /* defines the height of the ribbon in percent of pane width */"ribbon",
IIf( trend==1, colorGreen, IIf( trend==-1, colorRed, 0 )), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
}




_SECTION_BEGIN("Volume"); 
Plot( Volume, _DEFAULT_NAME(), IIf( C > O, ParamColor("Up Color", colorGreen ), ParamColor("Down Color", colorRed ) ), ParamStyle( "Style", styleHistogram | styleThick |styleOwnScale, maskHistogram  ),7 );
_SECTION_END();

TrailStop = HHV( C - 2.1 * ATR(3), 7);

//trailstop=(IIf(!downtrend OR uptrend, trailstop, Null));
//Plot( trailstop , "Trailing stop", colorCustom12, 8); 

//Plot( IIf(shrttgt<TrailStop,trailstop,(shrttgt+trailstop)/2) , "Trailing stop", colorCustom11, 8); 


TrailStop1 = LLV( C + 2.1 * ATR(3), 7); 
//trailstop1=(IIf(!uptrend OR downtrend, trailstop1, Null));
//Plot( TrailStop1, "Trailing stop1", colorBlack, 8); 



_SECTION_BEGIN("GMMA"); 
a=C;
g=(EMA(Close,3) * (2 / 4 - 1)-EMA(Close,60) * (2 / 61 - 1)) / (2 /4- 2 /61);
e=Ref(g,-1);
Plot (EMA(a,3), "3ema", colorBlue,styleNoLabel);
Plot (EMA(a,5), "5ema", colorBlue,styleNoLabel);
Plot (EMA(a,8), "8ema", colorBlue,styleNoLabel);
Plot (EMA(a,10), "10ema", colorBlue,styleNoLabel);
Plot (EMA(a,12), "12ema", colorBlue,styleNoLabel);
Plot (EMA(a,15), "15ema", colorBlue,styleNoLabel);

Plot (EMA(a,30), "30ema", colorRed,styleNoLabel);
Plot (EMA(a,35), "35ema", colorRed,styleNoLabel);
Plot (EMA(a,40), "40ema", colorRed,styleNoLabel);
Plot (EMA(a,45), "45ema", colorRed,styleNoLabel);
Plot (EMA(a,50), "50ema", colorRed,styleNoLabel);
Plot (EMA(a,55), "55ema", colorRed,styleNoLabel);
Plot (EMA(a,60), "60ema", colorRed,styleNoLabel);
//Plot(C,"close", colorBlack,styleCandle);

Cond1=StochK(14)>StochD(14);
Cond2=StochK(14)<StochD(14);
Buy=Cross(EMA(C,15),EMA(C,60));
Sell=Cross(EMA(C,60),EMA(C,15));

Filter = Buy OR Sell;

_SECTION_END();
AddColumn( IIf( Buy, 66, 83 ), "Signal", formatChar ); 
AddColumn(Close,"Close",1.2);
AddColumn(Volume,"Volume",1.0);
Cond13=PDI()>MDI();

_SECTION_END();

_SECTION_END();

 _SECTION_BEGIN("my FIST");

Slowavg=Param("Slow Average",10,10,70,1);
Fastavg=Param("Fast Average",3,1,15,1);
gapx=Param("Tolerance",3,0,10,.001);
SPsignals=ParamList("Generate new Buy/Sells after SP","YES|NO");
n4=4;
Datex=DateNum();
Buy1=Cross(EMA(C,fastavg),EMA(C,slowavg));
Sell1=Cross(EMA(C,slowavg),EMA(C,fastavg));

EMA3=EMA(C,3);
EMA30=EMA(C,30);
Lastsig=0;
diff=5;
for (i=1;i<BarCount;i++)
{
	if(Datex[i]!=Datex[i-1] AND Interval()<86400)
	{
	if(EMA3[i]> EMa30[i] ) buy1[i]=1;
	if(EMA3[i]< EMA30[i] ) Sell1[i]=1;
	}
	if(Buy1[i])
	{
	if(Sell1[i-1])
	{
		Buy1[i]=0;
		Sell1[i-1]=0;
	}
	}
	if(Sell1[i])
	{
	if(Buy1[i-1])
	{
		Buy1[i-1]=0;
		Sell1[i]=0;
	}
	}
}
gapema=abs(EMA(C,fastavg)-EMA(C,slowavg));

Nowbuy=0;Nowsell=0;starti=0;Lastbuy=Lastsell=0;
avp=(O+C)/2;
for (i=1;i<BarCount;i++)
{
	if(Datex[i]!=Datex[i-1])
	{
	Nowbuy=0;Nowsell=0;starti=0;Lastbuy=Lastsell=0;
	}	
	if(Buy1[i]	)
	{
		if (lastbuy==0)Nowbuy=1;
		Nowsell=0;
		Buy1[i]=0;
	}
	if(Sell1[i]	)
	{
		Nowbuy=0;
		if(Lastsell==0)Nowsell=1;
		Sell1[i]=0;
	}
	if (Nowbuy==1 AND gapema[i]>gapx)
	{
		Buy1[i]=1;
		Nowbuy=0;
		Nowsell=0;
	}

	if (Nowsell==1 AND gapema[i]>gapx )
	{
		Sell1[i]=1;
		starti=i;
		Nowsell=0;
		Nowbuy=0;
	}
	if (Buy1[i])
	{
		Lastbuy=1;
		Lastsell=0;
	}
	if (Sell1[i])
	{
		Lastbuy=0;
		Lastsell=1;
	}
	

}

slhigh=HHV(H,BarsSince(Buy1));
sllow=LLV(L,BarsSince(Sell1));
gapy=Param("SP",10,0,50,0.01);
Lastshort=0;priceatcover=priceatshort=0;Cover2=0;Lastcover=0;Sell2=0;Lastsell=newbuy=newshort=0;
for (i=1; i<BarCount-1;i++)
{
			if(Datex[i]!=Datex[i-1]	)
			{
				Lastshort=0;priceatsell=priceatcover=priceatshort=0;Lastcover=0;Lastsell=newbuy=newshort=0;
			}
			if (Sell1[i])
			{
				Lastshort=1;
				Lastbuy=0;
				Lastsell=0;
				starti=i;
				priceatshort=H[i];

			}	
			
			if(Buy1[i])
			{
				Lastbuy=1;
				Lastshort=0;
				Lastcover=0;
				starti=i;
				priceatbuy=L[i];
			}
			if (spsignals=="YES")
			{			
				if (newshort==1 AND avp[i]<priceatcover-n4 AND O[i]>C[i])
				{
					sell1[i]=1;
					newshort=0;
				}				
			}


			if (C[i]-sllow[i]>gapy AND Lastshort==1 AND Lastcover==0 AND I>starti AND sllow[i]==sllow[i-1])
			{
				Cover2[i]=1; 
				Lastcover=1;
				priceatcover=C[i];
				newshort=1;

			}	
			if ((Lastcover==1 AND C[i]<priceatcover-(gapy/2)) )Lastcover=0;
			if (spsignals=="YES")
			{ 
				if (newbuy==1 AND avp[i]>priceatsell+n4 AND O[i]<C[i]) 
				{
					Buy1[i]=1;
					newbuy=0;
				}		 
			}

			
			if(slhigh[i]-C[i]>gapy AND Lastbuy==1 AND Lastsell==0 AND i>starti AND slhigh[i]==slhigh[i-1])

			{
				Sell2[i]=1;
				Lastsell=1;
//				priceatsell=avp[i];
				priceatsell=C[i];
			}
			if ((Lastsell==1 AND C[i]>priceatsell+(gapy/2)) )Lastsell=0;



}	



shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
shape1 = Buy1 * shapeUpTriangle + Sell1 * shapeDownTriangle;
shape2 = Cover2 * shapeHollowUpArrow+ Sell2*shapeHollowDownArrow;
if(showsig=="YES")
{
PlotShapes( shape, IIf( Buy, colorBlue, colorRed ),0, IIf( Buy, Low, High ) );
PlotShapes( shape1, IIf( Buy1, colorBlue, colorRed ),0, IIf( Buy1, Low, High ) );
PlotShapes( shape2, IIf( Cover2, colorGreen, colorGreen ),0, IIf( Cover2, Low, High ) );
}
GraphXSpace = 5;
dist = 5*ATR(10); 
mth=int(DateNum()/100)-int(DateNum()/10000)*100;
Currmthstart=int(DateNum()/100)*100;

Profit=profitmth=0;
Lastsig=Lastbuysig=Lastsellsig=Lastcoversig=Lastshortsig=0;
for( i = 0; i < BarCount; i++ ) 
{ 
if (i>0)
{
		if(mth[i]!=mth[i-1])
		{
			profitmth[i]=0;
		}
		else 
			{
			profitmth[i]=profitmth[i-1];
			}

}

if(i>0)profit[i]=profit[i-1];
if((i>0 AND Datex[i]!= Datex[i-1]) OR i==(BarCount-1))
{
if(i!=BarCount-1)
{	
	if (Lastbuysig==1)profit[i]=profit[i]+avp[i-1]-priceatbuy;
	if (Lastshortsig==1)profit[i]=profit[i]+priceatshort-avp[i-1];
}
else
{	
	if (Lastbuysig==1)profit[i]=profit[i]+avp[i]-priceatbuy;
	if (Lastshortsig==1)profit[i]=profit[i]+priceatshort-avp[i];
}

	if (showprice=="YES" AND Interval()< 86400)PlotText( "Profit\n" + WriteVal(Profit[ i ],1.0) , i, L[ i ]-dist[i]/2, colorBlack ); 
	if(Datex[i]>Currmthstart[i] AND mth[i]==mth[i-1] )
	{
		ProfitMth[i]=profitmth[i-1]+profit[i];
	}


	profit[i]=0;
	Lastsig=Lastbuysig=Lastsellsig=Lastcoversig=Lastshortsig=0;
}




if (Buy1[i])
{
	Lastbuysig=1;
	priceatbuy=avp[i];
	if (Lastshortsig==1)
	{
		profit[i]=profit[i]+priceatshort-avp[i];
		Lastshortsig=0;
	}
}		


	

if (Sell1[i])
{
	Lastshortsig=1;
	priceatshort=avp[i];
	if (Lastbuysig==1)
	{
		profit[i]=profit[i]+avp[i]-priceatbuy;
		Lastbuysig=0;
	}
	
}
if (Cover2[i])
{
	Lastcoversig=1;
	priceatcover=avp[i];
	if (Lastshortsig==1)
	{
		profit[i]=profit[i]+priceatshort-avp[i];
		Lastshortsig=0;
	}
}
if (Sell2[i])
{
	Lastsellsig=1;
	priceatsell=avp[i];
	if (Lastbuysig==1)
	{
		profit[i]=profit[i]+avp[i]-priceatbuy;
		Lastbuysig=0;
	}
	
}

if(showprice=="YES"  )
{
if( Buy[i] ) PlotText( "CBuy\n@" + avp[ i ] , i, L[ i ]-dist[i], colorBlue ); 
if( Sell[i] ) PlotText( "CSell\n@" + avp[ i ], i, H[ i ]+dist[i], colorBlue); 
if( Buy1[i] ) PlotText( "EBuy\n@" + avp[ i ], i, L[ i ]-dist[i], colorBlue ); 
if( Sell1[i] ) PlotText( "ESell\n@" + avp[ i ], i, H[ i ]+dist[i], colorBlue); 
}
} 
Plot( 1, "", IIf(EMA(C,15)>EMA(C,60) , colorPaleGreen, colorRose ),styleArea | styleOwnScale, 0, 1 );
_SECTION_END();


_SECTION_BEGIN("Volume At Price");
//PlotVAPOverlay(Param("Lines", 1000, 100, 1000, 10), Param("Width", 15, 1, 100, 1), ParamColor("Color", colorBlue), ParamToggle("Side", "Left|Right", 1) | 4 *ParamToggle("Z-order", "On top|Behind", 1));

_SECTION_END();
Title = "Moving Average TRADES "+Date()+"  "+ Interval(format=2)+"  "+Name()+" "+"O "+WriteVal(O,1.2)+" "+"H "+WriteVal(H,1.2)+"  L"+WriteVal(L,1.2)+"    C "+WriteVal(C,1.2)+" Vol "+WriteVal(V,1.0)+" "+EncodeColor(colorRed)+WriteIf(EMA(C,3)>EMA(C,16),EncodeColor(colorGreen),EncodeColor(colorRed))+" EMA 3/16 "+WriteVal(EMA(C,3),1.0)+"/"+WriteVal(EMA(C,16),1.0)+WriteIf(EMA(C,15)>EMA(C,60),EncodeColor(colorGreen),EncodeColor(colorRed))+" EMA 15/60 "+WriteVal(EMA(C,15),1.0)+"/"+WriteVal(EMA(C,60),1.0)+" ProfitMth "+WriteVal(profitmth+profit,1.0)+" Bar Secs Left "+ WriteVal(secstogo,1.0)+" "+
"\n"+EncodeColor(colorRed)+" Stoploss " +WriteVal(Trailstop,1.2)
;

2 comments

1. yesmoin
about 9 years ago

IF ANY ERROR PLS COMMENT OR REPLY MY EMAIL – YESMOIN@GMAIL.COM

Report as Spam
2. shahab
about 8 years ago

i like too much your afl code… i have some requirement regarding your AFL code please send me your contact no. at angel.shahab@gmail.com or my mobile no. +919893430244……..please contact me as soon as possible

Report as Spam

Leave Comment

Please login here to leave a comment.

Back

We try to maintain hiqhest possible level of service - most formulas, oscillators, indicators and systems are submitted by anonymous users. Therefore www.WiseStockTrader.com does not take any responsibility for it's quality. If you use any of this information, use it at your own risk. You are responsible for your own trading decisions. Be sure to verify that any information you see on these pages is correct, and is applicable to your particular trade. In no case will www.WiseStockTrader.com be responsible for your trading gains or losses.

News Contact Us Terms and Conditions Privacy Policy