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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Intraday Open High Low System for Amibroker (AFL)
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.
Screenshots
Indicator / Formula
//------------------------------------------------------ // // 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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