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Stochastics n Price Divergence based Trading System for Amibroker (AFL)
Rating:
3 / 5 (Votes 3)
Tags:
divergence, trading system, amibroker
Trading system AFL based on Study of Stochastics & Price Divergence.
1. Works better in 15 mnt TF
2. Works good in MCX market & NFO —> Plz BackTest on a Large DB @ 15 Mnt TF & give FeedBack
3.This is Not my work,Just added Trigger Signals, all credit goes to the anonymous Original Author, God Bless.
Indicator / Formula
Copy & Paste Friendly
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 | Plot(C,"Price",colorWhite,64);FM = ParamToggle("FM", "No|Yes", 1 ); MP = Param("MP", 10, 1, 100 );; DP1 = Param("DP1", 5, 1, 100 ); DP2 = Param("DP2", 8, 1, 100 );; DP3 = Param("DP3", 13, 1, 100 ); AP = Param("AP", 20, 1, 1, 100 ); EN = Param("EN", 1, 1, 3, 1 ); MD = 3; Capital = Param("CaperTrd", 25000, 10000, 250000, 1000 ); M = IIf( FM, StochK( MP, 1 ), StochK( MP, 3 ) ); PSlp1 = LinRegSlope(Close,DP1); MSlp1 = LinRegSlope(M,DP1); DB1 = PSlp1 > 0 AND MSlp1 < 0; DS1 = PSlp1 < 0 AND MSlp1 > 0; PSlp2 = LinRegSlope(Close,DP2); MSlp2 = LinRegSlope(M,DP2); DB2 = PSlp2 > 0 AND MSlp2 < 0; DS2 = PSlp2 < 0 AND MSlp2 > 0; PSlp3 = LinRegSlope(Close,DP3); MSlp3 = LinRegSlope(M,DP3); DB3 = PSlp3 > 0 AND MSlp3 < 0; DS3 = PSlp3 < 0 AND MSlp3 > 0; NB = DB1 + DB2 + DB3; NS = DS1 + DS2 + DS3; NPSlpUp = ( PSlp1 >= 0 ) + ( PSlp2 >= 0 ) + ( PSlp3 >= 0 ); NPSlpDn = ( PSlp1 < 0 ) + ( PSlp2 < 0 ) + ( PSlp3 < 0 ); NMSlpup = ( MSlp1 >= 0 ) + ( MSlp2 >= 0 ) + ( MSlp3 >= 0 ); NMSlpDn = ( MSlp1 < 0 ) + ( MSlp2 < 0 ) + ( MSlp3 < 0 ); GetOut = ( NPSlpUp == MD AND NMSlpUp == MD) OR ( NPSlpDn == MD AND NMSlpDn == MD); Cover = Sell = GetOut; // GetOut of all Trd Positions Buy = NB >= EN; Short = NS >= EN; Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);BuyPrice=ValueWhen(Buy,C,1);ShortPrice=ValueWhen(Short,C,1);SellPrice=ValueWhen(Sell,C,1);CoverPrice=ValueWhen(Cover,C,1);PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBrightGreen,0,BuyPrice);PlotShapes(IIf(Sell,shapedownArrow,shapeNone),colorRed,0,SellPrice);PlotShapes(IIf(Short,shapedownArrow,shapeNone),colorYellow,0,ShortPrice);PlotShapes(IIf(Cover,shapeUpArrow,shapeNone),colorTurquoise,0,CoverPrice);Title = EncodeColor(colorPink)+ Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) + " - " + Date() +" - "+"\n" +EncodeColor(colorYellow) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n";SetOption("ReverseSignalForcesExit", True ); // Continuous TradingSetPositionSize( Capital, spsValue ); |
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Not useful for trading