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#1 Selling Amibroker Plugin featuring:
Simple Reverse ROC Trading System by Sosrodiningrat @2017 for Amibroker (AFL)
This is the simple reverse ROC Trading System. Use for educational purpose. Not for real trading. Take your own risk if using on real account.
By Sosrodiningrat @2017
Indicator / Formula
//Simple Reverse ROC Trading System by Sosrodiningrat @2017 function ParamOptimize(description,defaultVal,minv,maxv,step){return Optimize(description,Param(description,defaultVal,minv,maxv,step),minv,maxv,step);}//parameter and optimizer function revroc(pricetype,periodroc,Valueroc){return ((Valueroc/100)*Ref(pricetype,-periodroc))+Ref(pricetype,-periodroc);}//reverse ROC SetTradeDelays(1,1,0,0);//Buy or Sell on next bar BuyPrice=O;SellPrice=O;//Buy or Sell on next Open b1=ParamOptimize("b1",38,2,50,1);//period for ROC Buy side b2=ParamOptimize("b2",3.1,0.1,5,0.1);//value for ROC Buy side s1=ParamOptimize("s1",30,2,50,1);//period for ROC Sell side s2=ParamOptimize("s2",4.6,0.1,5,0.1);//value for ROC Sellside Buy=Ref(revroc(C,b1,b2),-1)>L AND Ref(revroc(C,b1,b2),-1)<H; Sell=Ref(revroc(C,s1,s2),-1)>L AND Ref(revroc(C,s1,s2),-1)<H; Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy); Plot(SelectedValue(revroc(C,b1,b2)),"",colorBlue,styleLine,0,0,15); Plot(SelectedValue(revroc(C,s1,s2)),"",colorRed,styleLine,0,0,15); Plot(C,"",colorBlack,styleCandle); PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBlue,0,L,-12); PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-12); //===============================================
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