// Downloaded From https://www.WiseStockTrader.com _SECTION_BEGIN("Framework_Template"); ///////////////////////////////////////////////////////////////////// ///////////////Start - Backtest Framework Parameters///////////////// ///////////////////////////////////////////////////////////////////// //Init SetBarsRequired(10000,10000); // Backtest settings // Set AA options: // Set Apply to = [Use Filter] Market = ASX, Exclude Indexes // Set Range = 1/1/1997 to 1/1/2007 // Trading Style Parameters // Set AA options: // Set Positions = Long // Set Periodicity = Daily // Locked Comparison Parameters SetOption("InitialEquity", 100000 ); SetOption("CommissionMode", 2 ); SetOption("CommissionAmount", 30.00 ); BuyPrice = High; SellPrice = Low; ShortPrice = Low; CoverPrice = High; // Minimum method parameters SetTradeDelays(1,1,1,1); // Trading method parameters SetOption("FuturesMode", False ); SetOption("AllowSameBarExit", False ); SetOption("AllowPositionShrinking", False ); SetOption("ReverseSignalForcesExit", True ); SetOption("PriceBoundChecking", True ); SetOption("UsePrevBarEquityForPosSizing", False ); RoundLotSize = 1; PositionSize = 5000; // Portfolio Settings SetOption("MaxOpenPositions", 10 ); // Set AA options: // Set Limit trade size as % of entry bar volume = 10 // Set Disable trade size limit when bar Volume is zero = False ///////////////////////////////////////////////////////////////////// ///////////////End - Backtest Framework Parameters/////////////////// ///////////////////////////////////////////////////////////////////// ///////////////////////////////////////////////////////////////////// ///////////////Start - Trading method code/////////////////////////// ///////////////////////////////////////////////////////////////////// // // System: EMaCross // ///////////////////////////////////////////////////////////////////// // Optimize Parameters Short_EMA_Var = Optimize("Short_EMA_Variable",6,1,10,1); Long_EMA_Var = Optimize("Long_EMA_Variable",73,30,100,1); // Stock Selection //Buy only if PositionSize is 10% or less than 3 months average turnover. Turnover_Filter = (MA((Volume * C),60)*.10) > PositionSize; //Set the order for which stock trades when get mulitple signals in one bar in backtesting PositionScore = 100-RSI(); // prefer stocks that have low RSI; // Signal Long_EMA = EMA( Close, Long_EMA_Var); Short_EMA = EMA( Close, Short_EMA_Var); Buy = Cross( Short_EMA, Long_EMA ) AND Turnover_Filter; Sell = Cross( Long_EMA, Short_EMA ); // Cleanup signal Buy = ExRem(Buy,Sell); Sell = ExRem(Sell,Buy); // Plot Price & Volume SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = "EMACrossT " + Date() + " Open "+O+" Hi "+H+" Low "+L+" Close "+C+" Volume "+WriteVal(V,1) + "\nBase Index:" + GetBaseIndex() ); Color = IIf(O > C, colorBlack, colorYellow); Plot( Close, "Price", color, styleCandle); BarColor = IIf( V > Ref(V,-1), colorLightBlue , /* up volume */ IIf( V < Ref(V,-1), colorDarkBlue, /* down volume */ colorGreen /*otherwise*/ )); Plot( Volume, "Turnover", BarColor, styleHistogram | styleThick | styleOwnScale); // Plot Raw signals Plot( Short_EMA, "Short_EMA", colorBlue, styleLine); Plot( Long_EMA, "Long_EMA", colorRed, styleLine); shape = Buy * shapeSmallCircle + Sell * shapeSmallCircle; PlotShapes( shape, IIf( Buy, colorLime , colorRed ),0); // Display details for live trade explore Filter = (Buy OR Sell); AddTextColumn(WriteIf(Buy,"Buy","Sell"),"Buy/Sell"); AddColumn(PositionScore,"Position"); ///////////////////////////////////////////////////////////////////// ///////////////End - Trading method code///////////////////////////// ///////////////////////////////////////////////////////////////////// _SECTION_END();