Download Basic Trend Following Strategy, MA cross MA For Amibroker (AFL)

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5 / 5 (Votes 1)

amibroker, trend

Indicator

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//Trend Following Code in AmiBroker
{/*DESCRIPTION
    Strategy:   Basic Trend Following Strategy, MA cross MA
    Trades:     Long only
    Result:     Acceptable
*/}
  
{//OPTION
    SetOption("InitialEquity", 1000000);
    SetOption("MaxOpenPositions", 4);
    SetOption("MinShares", 100);
    RoundLotSize = 100;
    SetOption("CommissionMode", 1);
    SetOption("CommissionAmount", 0.16);
    SetTradeDelays(1, 1, 0, 0);
    BuyPrice = SellPrice = Open;
}
  
{//SPLIT
    C1 = Ref(C, 1);
    O1 = Ref(O, 1);
    O2 = Ref(O, 2);
    detectSplit = 0.35;
    buyAvoidSplit = !(C1/O1 < 1-detectSplit) AND !(C1/O1 > 1+detectSplit) AND
                    !(O2/C1 < 1-detectSplit) AND !(O2/C1 > 1+detectSplit);
    sellAvoidSplit = (C1/O1 < 1-detectSplit) OR (C1/O1 > 1+detectSplit) OR
                    (O2/C1 < 1-detectSplit) OR (O2/C1 > 1+detectSplit);   
}
  
{//SIGNAL
    //Stock Conditions
    buyCon1 = BarsSince(Cross(MA(C, 10),MA(C, 20))) < 10 AND C > 1;
    buyCon2 = ADX() > 25 AND PDI() > MDI();
    buyCon3 = MACD() > Signal();
    buyCon4 = MA(C, 20) > MA(C, 60);
    buyCon5 = C*V > Ref(HHV(C*V, 20), -1) AND C*V > 1000000;  
    sellCon1 = MACD() < Signal();
    sellCon2 = MA(C, 20) < MA(C, 60);
    //Executing Signals
    Buy = buyCon1 AND buyCon2 AND buyCon3 AND buyCon4 AND buyCon5 AND buyAvoidSplit;
    Sell = (sellCon1 AND sellCon2) OR sellAvoidSplit;   
     
    Buy = ExRem(Buy, Sell);
    Sell = ExRem(Sell, Buy);
    Short = Cover = 0;
}
  
{//POSITION
    SetPositionSize(5, spsPercentOfEquity);
    PositionScore = C*V/Ref(MA(C*V, 20), -1);
}
  
{//STOP
    ApplyStop(stopTypeLoss, stopModePercent, 10);
    ApplyStop(stopTypeProfit, stopModePercent, 25);
    ApplyStop(stopTypeTrailing, stopModePercent, 20);
}
  
{//MC
}

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Basic Trend Following Strategy, MA cross MA for Amibroker (AFL)
ิbankxl
over 6 years ago
Amibroker (AFL)

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