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The ultimate porfolio management solution.
Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
T+4 for Amibroker (AFL)
Rating:
5 / 5 (Votes 3)
Tags:
T+4 trading system
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Indicator / Formula
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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 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 | // Set title Title = "T+4 " + " " + FullName () + " " + Date () + ": C (" + C + ") - O (" + O + ") - H (" + H + ") - L (" + L + ")" ; // Set parameter variables MinClose = Param ( "Min Close" , 2, 1, 300, 1); MinVolume = Param ( "Min Volume" , 50000, 10000, 100000000, 10000); // Calculate T+4 values prevT4 = AMA2 ( Close , 1, 0); dT4 = IIf ( Close > Ref ( Max ( Max ( High , Ref ( High , -3)), Max ( Ref ( High , -1), Ref ( High , -2))), -1), Min ( Min ( Low , Ref ( Low , -3)), Min ( Ref ( Low , -1), Ref ( Low , -2))), IIf ( Close < Ref ( Min ( Min ( Low , Ref ( Low , -3)), Min ( Ref ( Low , -1), Ref ( Low , -2))), -1), Max ( Max ( High , Ref ( High , -3)), Max ( Ref ( High , -1), Ref ( High , -2))), prevT4 ) ); at4 = Cross ( Close , dT4); bt4 = Cross (dT4, Close ); state = IIf ( BarsSince (at4) < BarsSince (bt4), 1, 0); Buyt4 = state > Ref (state, -1); Sellt4 = state < Ref (state, -1); Noaction = state == Ref (state, -1); col = IIf (state == 1, 51, IIf (state == 0, 4, 1)); // Calculate technical indicators currentRSI = RSI (12); prevRSI = Ref (currentRSI, -1); CondClose = Close >= MinClose; CondVolume = MA ( Volume , 20) >= MinVolume; PrevClose = Ref ( Close , -1); Price = Prec (( Close - PrevClose) * 100 / PrevClose, 2); LongMa = MA ( Close , 105); // Ma Sell Condition shortMa = MA ( C , 9); downTrend = Close < LongMa; upTrend = Close >= LongMa; MaSellCond = PrevClose < shortMa AND C < PrevClose AND state == 1; // RSI Buy Cond RsiBuyCond = prevRSI < 28 AND currentRSI >= prevRSI; // RSI Sell Condition RsiSellCond = prevRSI > 72 AND currentRSI <= prevRSI; // Calculate buy/sell signals Buy = ((upTrend AND BuyT4) OR (downTrend AND BuyT4)) AND CondClose AND CondVolume; Sell = Sellt4 OR MaSellCond; Filter = Buy OR Sell ; TradingText = IIf ( Buy , 1, 0); colorTradingBackground = IIf ( Buy , colorLime , colorRed ); // Add columns to the output table AddTextColumn (IcbID(1), "Sector" ); AddTextColumn ( SectorID (1), "Nhom" ); AddTextColumn ( MarketID (1), "Market" ); AddColumn (TradingText, "Trading" , 1, colorWhite , colorTradingBackground); AddColumn (Price, "Close" ); AddColumn ( Prec ( GetFnData ( "EPS" ) * 1000, 0), "EPS" ); AddColumn ( Prec ( Close / GetFnData ( "EPS" ), 1), "P/E" ); AddColumn ( Prec ( Close / GetFnData ( "BookValuePerShare" ), 1), "P/B" ); AddColumn ( Prec ( Close / GetFnData ( "SalesPerShare" ), 1), "P/S" ); AddColumn ( Prec ( GetFnData ( "SalesPerShare" ) * 1000, 2), "Sales/Share" ); AddColumn ( Prec ( GetFnData ( "BookValuePerShare" ) * 1000, 2), "BV/Share" ); AddColumn ( Prec ( GetFnData ( "ReturnOnEquity" ) , 2), "ROE" ); AddColumn ( Prec ( GetFnData ( "ReturnOnAssets" ) , 2), "ROA" ); AddColumn ( Prec ( GetFnData ( "SharesOut" ) / 1000000 , 3), "KLCP" ); AddColumn ( Prec ( GetFnData ( "SharesOut" ) * C / 1000000, 0), "Von hoa" ); AddColumn (currentRSI, "RSI" ); SetSortColumns (3, 18, -2); Plot ( C , "" , col, styleBar ); PlotShapes ( shapeUpArrow * RsiBuyCond, colorBlue , 0, L ); PlotShapes ( shapeUpArrow * Buy , colorLime , 0, L ); PlotShapes ( shapeDownArrow * RsiSellCond, colorPink , 0, H ); PlotShapes ( shapeDownArrow * MaSellCond, colorYellow , 0, H ); PlotShapes ( shapeDownArrow * Sellt4, colorRed , 0, H ); // MA _SECTION_BEGIN ( "Short MA" ); Periods = Param ( "Periods" , 9, 2, 300, 1, 10 ); Plot ( MA ( Close , Periods ), _DEFAULT_NAME (), ParamColor ( "Color" , colorGreen ), ParamStyle ( "Style" , styleDashed )); _SECTION_END (); _SECTION_BEGIN ( "Medium MA" ); Periods = Param ( "Periods" , 20, 2, 300, 1, 10 ); Plot ( MA ( Close , Periods ), _DEFAULT_NAME (), ParamColor ( "Color" , colorRed ), ParamStyle ( "Style" ) ); _SECTION_END (); _SECTION_BEGIN ( "Long MA" ); Periods = Param ( "Periods" , 105, 2, 300, 1, 10 ); Plot ( MA ( Close , Periods ), _DEFAULT_NAME (), ParamColor ( "Color" , colorYellow ), ParamStyle ( "Style" , styleThick ) ); _SECTION_END (); |
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Keep up the good work. Thanks