Stock Portfolio Organizer
The ultimate porfolio management solution.
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Price Chart STO - Basic for Amibroker (AFL)
Using STO indicator to decide buy signal with MA indicator.
Sell signal when SlowMA crosses FastMA.
Indicator / Formula
_SECTION_BEGIN("Auto Tread V.1"); // Parameter Setting // StoLength = Param("STOLength",14,1,20,1); SmoothK = Param("SmoothK",3,1,7,1); SmoothD = Param("SmoothD",3,1,7,1); Overbought = 80 ; Oversold =20 ; Center = 50 ; FastPeriod = Param("FastMA",12,3,20,1); SlowPeriod = Param("SlowMA",26,20,40,1); PctChange = 0.1; // Slow Stochastic upper=HHV(High,StoLength); lower=LLV(Low,StoLength); oscillator=(Close-lower)/(upper-lower)*100; K = MA(oscillator,SmoothK); D = MA(K,SmoothD); //MA FastMA = MA(Close,FastPeriod); SlowMA = MA(Close,SlowPeriod); // Buy Condition // PrebuyCon1 = K < 50; PrebuyCon2 = Cross(K,D); PrebuyCon3 = FastMA < SlowMA ; buysignal = PrebuyCon1 AND PrebuyCon2 AND PrebuyCon3 ; //BuyPreCond = Trough(C,PctChange,1) > Trough(C,PctChange,2); //BuyTrigger = C > Peak(C,PctChange,1); //buysignal = BuyPreCond AND BuyTrigger; //buysignal = Cross(FastMA,SlowMA); // Sell Condition //sellsignal = ApplyStop(stopTypeLoss,stopModePercent,4); //cutloss = Close < buysignal; //sellsignal = IIf(cutloss,Close,Cross(SlowMA,FastMA)); sellsignal = Cross(SlowMA,FastMA); //SellPreCond = Peak(C,PctChange,1) < Peak(C,PctChange,2); //SellTrigger = C < Trough(C,PctChange,1); //sellsignal = SellPreCond AND SellTrigger; //sellsignal = SellPreCond; /* a = Cross(D,K); b = Cross(ma26,ma12); SellSignal = IIf( K >Overbought,a,IIf(K < Overbought AND K > OverSold,b,IIf(K < OverSold,a,b))); */ //PreSellCon1 = Cross(ema26,ema12); //PreSellCon2 = K < D; //SellSignal = PreSellCon1 AND PreSellCon2; //SellSignal = Cross(D,K); // Buy and Sell Buy = ExRem(buysignal,sellsignal); Sell = ExRem(sellsignal,buysignal); Bullish = BarsSince(Buy) < BarsSince(Sell); Bearish = BarsSince(Sell) < BarsSince(Buy); // Plots // Plot(FastMA,"FastPeriod",colorGreen,styleLine); Plot(SlowMA,"SlowPeriod",colorRed,styleLine); BarColor = IIf(Bullish,colorGreen,IIf(Bearish,colorRed,colorDefault)); PlotShapes(Buy*shapeUpArrow,colorGreen,0,Low,-20); PlotShapes(Sell*shapeDownArrow,colorRed,0,High,-20); Plot(Close,"Price",BarColor,GetPriceStyle()); ZigZagLine = Zig(C,PctChange); Plot(ZigZagLine,"Zig Zag",colorBlack,styleLine); //PlotShapes(ExRem(Trough(Low,PctChange,1),buysignal)*shapeHollowUpTriangle,colorBrown,0,Low,-20); //PlotShapes(cutloss*shapeUpTriangle,colorBlueGrey,0,Low,-20); /* Plot(K,"%K",colorBlue,styleLine); Plot(D,"%D",colorRed,styleLine); Plot(Overbought, "",colorRed,styleDashed) ; Plot(Oversold, "",colorGreen,styleDashed) ; Plot(Center, "",colorBlueGrey, styleDashed) ; */ // System Test // MaxPosition = 50; SetPositionSize(100/MaxPosition,spsPercentOfEquity); SetOption("MaxOpenPositions",MaxPosition); _SECTION_END();
0 comments
Leave Comment
Please login here to leave a comment.
Back