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Intraday Open High Low System for Amibroker (AFL)
Rating:
3 / 5 (Votes 2)
Tags:
intraday, trading system, amibroker
In this strategy, positions are taken when Open=High or Open=Low for a given security in Intraday Timeframe. Check out the strategy details and download backtest report here.
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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 | //------------------------------------------------------//// Formula Name: Intraday Open High Low Trading System// Author/Uploader: Trading Tuitions// E-mail: support@tradingtuitions.com// Website: www.tradingtuitions.com//------------------------------------------------------_SECTION_BEGIN("Intraday Open High Low Trading System"); SetTradeDelays( 1, 1, 1, 1 );SetOption( "InitialEquity", 200000);SetOption("FuturesMode" ,True);SetOption("MinShares",1);SetOption("CommissionMode",2);SetOption("CommissionAmount",100);SetOption("AccountMargin",10);SetOption("RefreshWhenCompleted",True);SetPositionSize(50,spsPercentOfEquity);SetOption( "AllowPositionShrinking", True );SetOption("MaxOpenPositions",10);BuyPrice=Open;SellPrice=Open;ShortPrice=Open;CoverPrice=Open;SetChartOptions(0,chartShowArrows|chartShowDates);_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C ));Plot( Close, "Price", colorWhite, styleCandle );NewDay = (Day()!= Ref(Day(), -1)) OR BarIndex() == 0; Plot(NewDay,"",colorlightGrey,styleHistogram|styleDots|styleNoLabel|styleOwnScale);FirstTradeTime=094500;SquareOffTime = 151500;DayOpen=TimeFrameGetPrice("O",inDaily);DayHigh = HighestSince(NewDay,H,1); DayLow = LowestSince(NewDay,L,1); printf("\nDayOpen : " + DayOpen ); printf("\nDayHigh : " + DayHigh ); printf("\nDayLow : " + DayLow ); Buy = (round(DayOpen)==round(DayLow)) AND High>=(sqrt(DayOpen)+0.0833)^2 AND (TimeNum() >= FirstTradeTime) AND TimeNum()<SquareOffTime; Short = (round(DayOpen)==round(DayHigh)) AND Low<=(sqrt(DayOpen)-0.0833)^2 AND (TimeNum() >= FirstTradeTime) AND TimeNum()<SquareOffTime; Sell = TimeNum() >= SquareOffTime;Cover = TimeNum() >= SquareOffTime; Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);printf("\nBuy : " + Buy ); printf("\nSell : " + Sell ); printf("\nShort : " + Short ); printf("\nCover : " + Cover ); StopLoss=0.5;ApplyStop(Type=0,Mode=1,Amount=StopLoss);Target=2.5;ApplyStop(Type=1,Mode=1,Amount=Target);/* Plot Buy and Sell Signal Arrows */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(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);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);_SECTION_END(); |
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