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BoonC Peak and Trough v1.1 for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
trading system, amibroker, exploration
Trading system based on peaks and trough’s.
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Indicator / Formula
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//{BoonC Peak 'n Trough V 1.1} //{Buy} x1=5; x2=4; x3=3; x4=2; x5=1; x6=.5; //{Lowest price stock <5} Buy = AA=IIf(C<5,Cross(C,ValueWhen(Peak(H,x1,1) !=Ref(Peak(H,x1,1),-1),H,1)), //{Price between 5 AND 20} IIf(C>5 AND C<20,Cross(C,ValueWhen(Peak(H,x2,1) !=Ref(Peak(H,x2,1),-1),H,1)), //{Price between 20 AND 70} IIf(C>20 AND C<70,Cross(C,ValueWhen(Peak(H,x3,1) !=Ref(Peak(H,x3,1),-1),H,1)), //{Price between 70 AND 150} IIf(C>70 AND C<150,Cross(C,ValueWhen(Peak(H,x4,1) !=Ref(Peak(H,x4,1),-1),H,1)), //{Price between 150 AND 300} IIf(C>150 AND C<300,Cross(C,ValueWhen(Peak(H,x5,1) !=Ref(Peak(H,x5,1),-1),H,1)), //{Price over 300} Cross(C,ValueWhen(Peak(H,x6,1)!=Ref(Peak(H,x6,1),-1),H,1))))))); //{Sell } x1=5; x2=4; x3=3; x4=2; x5=1; x6=.5; //{Lowest price stock <5} Sell = BB=IIf(C<5,Cross(ValueWhen(Trough(L,x1,1) !=Ref(Trough(L,x1,1),-1),L,1),C), //{Price between 5 AND 20} IIf(C>5 AND C<20,Cross(ValueWhen(Trough(L,x2,1) !=Ref(Trough(L,x2,1),-1),L,1),C), //{Price between 20 AND 70} IIf(C>20 AND C<70,Cross(ValueWhen(Trough(L,x3,1) !=Ref(Trough(L,x3,1),-1),L,1),C), //{Price between 70 AND 150} IIf(C>70 AND C<150,Cross(ValueWhen(Trough(L,x4,1) !=Ref(Trough(L,x4,1),-1),L,1),C), //{Price between 150 AND 300} IIf(C>150 AND C<300,Cross(ValueWhen(Trough(L,x5,1) !=Ref(Trough(L,x5,1),-1),L,1),C), //{Price over 300} Cross(ValueWhen(Trough(L,x6,1)!=Ref(Trough(L,x6,1) ,-1),L,1),C)))))); Color=IIf(BarsSince(AA)>BarsSince(BB),colorRed,IIf (RSI()>70,colorCustom1,colorDarkGreen)); Plot(C,"",Color,styleCandle); ///// Trailing Stop Module ///// P6=Param("Trailing Stop Risk",2.5,2,3.5,0.1); P7=Param("Trailing Stop LookBack",14,5,25,1); P8=Param("Trailing Stop PrevLow Switch",0,0,1,1); PrevLow=IIf(P8==1, Ref(C,-TroughBars(C,5,1)) ,Null); Plot(PrevLow,"",colorRed); //Position sizing// MyTotalPort = Param("MyTotalPort",1000000,10000,10000000,100000) ; AcceptableRisk = Param("AcceptableRisk",0.5,0.1,3,0.1); BarsFromStart = BarsSince(Cross(AA,BB)AND Ref(Color,-1)==colorRed) ; InitialStopLoss =Ref( H - P6*ATR(P7),-BarsFromStart); PositionSizing = 0.01*AcceptableRisk*MyTotalPort/( C - InitialStopLoss ); Plot(IIf( HHV(H - P6*ATR(P7),BarsFromStart+1) <C ,HHV(H - P6*ATR(P7),BarsFromStart+1),Null) ,"",colorBlue,1); PlotShapes(shapeDownArrow*Cross(Ref(HHV(H - P6*ATR(P7),BarsFromStart+1),-1),C),colorCustom1,0,H,Offset=-43); Title=Name()+" "+Date()+" "+EncodeColor(colorBrown)+"BoonC Peak 'n Trough V 1.1+atr+position"+EncodeColor(colorBlack)+" Vol="+NumToStr(Volume ,1.2)+" "+EncodeColor(1)+"Position Sizing ( " +AcceptableRisk+ "% Risk ) = " + WriteIf(color==colorDarkGreen,NumToStr(PositionSizing ,1.0),"0")+ EncodeColor(colorBlue)+"\nO="+O+EncodeColor(colorBrown)+" Pk-Tgh Exit"+EncodeColor(colorCustom1)+" ATR Trailing Exit"+EncodeColor(colorBlack)+" RSI Exit"+EncodeColor(colorBlack)+" ADX = "+ADX()+EncodeColor(colorBlue)+"\nH="+H+"\nL=" +L+" \nClose="+ C+""+"\nchange= "+NumToStr((Ref(C,-1)-Close) ,1.2) + " "; PlotShapes( AA*shapeSmallUpTriangle,colorCustom12,0,L-0.2); PlotShapes( BB*shapeHollowSmallDownTriangle,colorCustom12,0,H+ 0.2); GraphXSpace=3; Filter = Buy OR Sell; AddColumn(Buy, "Buy", 1.2); AddColumn(Sell, "Sell", 1.2);
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