// Downloaded From https://www.WiseStockTrader.com
/*-------------------------------------
Buy = Buy when price has showed upward momentum
by moving from tradeActivationPrice to buyPriceStart.
Sell = Sell at SellPrice.
myStopLoss = Sell at myStopLoss price.
Notes:
- Scratch system to understand AB
- Curve fitting at its worst. (so don't use, duh.)
Warnings:
You can not have more Buy points than you have bars of data.
-------------------------------------*/
// Configuration
// writeLog = TRUE;
// doLoop = FALSE;
writeLog = True;
doLoop = True;
// Housekeeping
_TRACE("!CLEAR!"); // Clear the Trace window
SetOption( "ActivateStopsImmediately", True );
SetOption( "AllowSameBarExit", False );
SetOption( "CommissionAmount", .005 );
SetOption( "CommissionMode", 3 );
SetOption( "ExtraColumnsLocation", 1 );
SetOption( "InitialEquity", 100000 );
SetOption( "PortfolioReportMode", 1 );
SetOption( "PriceBoundChecking", False);
SetOption( "RefreshWhenCompleted", True );
SetOption( "RequireDeclarations", False );
SetOption( "ReverseSignalForcesExit", False );
SetOption( "SeparateLongShortRank", True );
SetPositionSize( 10000, spsValue );
SetTradeDelays(0,0,0,0);
y = Year();
m = Month();
d = Day();
r = Hour();
e = Minute();
n = Second();
// Tried both with and without backtestmode
SetBacktestMode( backtestRegularRawMulti );
if ( writeLog == True )
{
fhLog = fopen( "e:\\AmiBroker\\logs\\firstSystemLog.txt", "w");
if ( fhLog == 0 )
{
_TRACE("Blew the file open");
writeLog = False;
}
}
if ( writeLog == True )
{
op = StrFormat("\n\n********* Symbol : ") + Name() + StrFormat(" *********\n");
fputs( op, fhLog );
}
// Set static values
symbolsLow = 10000000;
symbolsHigh = 0;
symbolsHigh = LastValue( Highest( High ) );
symbolsLow = LastValue( Lowest( Low ) );
_TRACE( "symbolsLow - lastvalue: " + symbolsLow );
_TRACE( "symbolsHigh: " + symbolsHigh );
pctMin = .01;
pctMax = .10; //.10
pctStep = .01;
buyStep = .01; // cents
// Manipulate statics
buyPriceMin = int( ( symbolsLow * ( 1 - pctMax ) ) * 100 ) / 100;
buyPriceMax = ( int( symbolsHigh * 100 ) + 1 ) / 100;
_TRACE( "buyPriceMin: " + buyPriceMin );
_TRACE( "buyPriceMax: " + buyPriceMax );
if ( writeLog == True )
{
op = StrFormat("Setup Vars:\nsymbolsLow-%.4f, symbolsHigh-%.4f, buyPriceMin-%.4f, buyPriceMax-%.4f\n", symbolsLow,symbolsHigh,buyPriceMin,buyPriceMax );
fputs( op, fhLog );
}
// Optimization Vars (x = Optimize( "description", default, min , max, step );)
// buyPriceStart = Optimize( "BuyPrice", 36, buyPriceMin, symbolsLow, buyStep );
// profitPctChange = Optimize( "ProfPctChg", .06, pctMin, pctMax, pctStep );
// stopLossPctChange = Optimize( "StLoPctChg", .02, pctMin, pctMax, pctStep );
// tradeActPctChange = Optimize( "TrActPctChg", .05, pctMin, pctMax, pctStep );
buyPriceStart = 17.05;
profitPctChange = 0.08;
stopLossPctChange = Optimize( "StLoPctChg", .06, .06, .10, pctStep );
tradeActPctChange = Optimize( "TrActPctChg", .07, .04, .09, pctStep );
if ( writeLog == True )
{
op = StrFormat("Optimization Vars:\nbuyPriceStart-%.4f, profitPctChange-%.4f, stopLossPctChange-%.4f, tradeActPctChange-%.4f\n\n", buyPriceStart,profitPctChange,stopLossPctChange,tradeActPctChange );
fputs( op, fhLog );
}
// Setup Arrays
Sell = False; // Initialize "Sell" array....
Buy = False; // Initialize "Buy" array....
openPos = False; // No open positions to start with
lastLow = False; // Just initialize it
buyPrices = 0;
tradeActivationPrices = 0;
myStopLosss = 0;
sellPrices = 0;
// Setup Single value vars
numBuyPoints = 0;
// Create the first Activation, Buy, Stop, Profit points array
buyPrices[0] = buyPriceStart;
tradeActivationPrices[0] = buyPriceStart * ( 1 - tradeActPctChange );
myStopLosss[0] = buyPriceStart * ( 1 - stopLossPctChange );
sellPrices[0] = buyPriceStart * ( 1 + profitPctChange );
lastLow[0] = 10000000; // Set insanely high so first Low sets it
if ( writeLog == True )
{
op = StrFormat("BuyPrices: [0] Buy-%.4f, Activate-%.4f, Stop-%.4f, Profit-%.4f\n", buyPrices[0],tradeActivationPrices[0],myStopLosss[0],sellPrices[0] );
fputs( op, fhLog );
}
for ( i = 1; i < BarCount; i++ ) // Create the rest of Activation, Buy, Stop, Profit points array
{
buyPrices[i] = int ( buyPrices[i-1] * ( 1 + profitPctChange ) * 100 ) / 100;
tradeActivationPrices[i] = int ( buyPrices[i] * ( 1 - tradeActPctChange ) * 100 ) / 100;
myStopLosss[i] = int ( buyPrices[i] * ( 1 - stopLossPctChange ) * 100 ) / 100;
sellPrices[i] = int ( buyPrices[i] * ( 1 + profitPctChange ) * 100 ) / 100;
lastLow[i] = 10000000; // Set insanely high so first Low sets it
numBuyPoints = numBuyPoints + 1;
if ( writeLog == True )
{
op = StrFormat("BuyPrices: [%g] Buy-%.4f, Activate-%.4f, Stop-%.4f, Profit-%.4f\n", i,buyPrices[i],tradeActivationPrices[i],myStopLosss[i],sellPrices[i] );
fputs( op, fhLog );
}
if ( buyPrices[i] > buyPriceMax ) // last Buy point is never accessed, per below
{
break;
}
}
if ( doLoop == True )
{
// Start this Pig...
for ( i = 0; i < BarCount; i++ ) // Loop over all bars in the chart
{
for ( j = 0; j < numBuyPoints; j++ ) // Loop over all Buy points
{
if ( openPos[j] ) // Have an open position, check to sell it
{
if ( Low[i] < myStopLosss[j] ) // Check for Stops
{
if ( Sell[i] ) // ah crap, we've Sold on this bar already
{
// Report it, but do nothing else, next Close will close both...
if ( writeLog == True )
{
op = "CRAP - Double Sell, Stop!\n";
op = op + StrFormat(",%02.0f-%02.0f-%02.0f,%02.0f:%02.0f:%02.0f", y[ i ], m[ i ], d[ i ], r[ i ], e[ i ], n[ i ] );
op = op + StrFormat("j=%g, High-%.4f, Low-%.4f, lastLow-%.4f, myStopLoss-%.4f\n", j,High[ i ],Low[ i ],lastLow[j],myStopLosss[j] );
fputs( op, fhLog );
}
}
else
{
SellPrice[i] = myStopLosss[j];
Sell[i] = True;
openPos[j] = False; // No longer have open position
lastLow[j] = IIf( Close[i] < SellPrice[i], Close[i], SellPrice[i] ); // ReSet lastLow[j] for Buy Check
if ( writeLog == True )
{
op = Name() + ",StopLoss";
op = op + StrFormat(",%02.0f-%02.0f-%02.0f,%02.0f:%02.0f:%02.0f", y[ i ], m[ i ], d[ i ], r[ i ], e[ i ], n[ i ] );
op = op + StrFormat(",%g,%.4f,%.4f\n", j, buyPrices[j], SellPrice[i] );
fputs( op, fhLog );
}
}
}
else
{
if ( High[i] > sellPrices[j] ) // Check for Profits
{
if ( Sell[i] ) // ah crap, we've Sold on this bar already
{
// Report it, but do nothing else
if ( writeLog == True )
{
op = "CRAP - Double Sell, Profit!\n";
op = op + StrFormat(",%02.0f-%02.0f-%02.0f,%02.0f:%02.0f:%02.0f", y[ i ], m[ i ], d[ i ], r[ i ], e[ i ], n[ i ] );
op = op + StrFormat("j=%g, High-%.4f, Low-%.4f, lastLow-%.4f, myStopLoss-%.4f\n", j,High[ i ],Low[ i ],lastLow[j],myStopLosss[j] );
fputs( op, fhLog );
}
}
else
{
SellPrice[i] = sellPrices[j];
Sell[i] = True;
openPos[j] = False; // No longer have open position
lastLow[j] = IIf( Close[i] < SellPrice[i], Close[i], SellPrice[i] ); // ReSet lastLow[j] for Buy Check
if ( writeLog == True )
{
op = Name() + ",Profit";
op = op + StrFormat(",%02.0f-%02.0f-%02.0f,%02.0f:%02.0f:%02.0f", y[ i ], m[ i ], d[ i ], r[ i ], e[ i ], n[ i ] );
op = op + StrFormat(",%g,%.4f,%.4f\n", j, buyPrices[j], SellPrice[i] );
fputs( op, fhLog );
}
}
}
}
}
else // Nothing open on this BuyPoint, see if we can buy something
{
if ( ( lastLow[j] < tradeActivationPrices[j] )
AND ( High[i] > buyPrices[j] )
AND ( buyPrices[j] > Low[i] )
)
{
if ( Buy[i] ) // ah crap, we've bought on this bar already
{
// Report it, but do nothing else
if ( writeLog == True )
{
op = "CRAP - We lost a Buy!\n";
op = op + StrFormat(",%02.0f-%02.0f-%02.0f,%02.0f:%02.0f:%02.0f", y[ i ], m[ i ], d[ i ], r[ i ], e[ i ], n[ i ] );
op = op + StrFormat("j=%g, BuyPrice-%.4f, High-%.4f, Low-%.4f, lastLow-%.4f, tradeActivationPrices-%.4f\n", j,buyPrices[j],H[ i ],L[ i ],lastLow[j],tradeActivationPrices[j] );
fputs( op, fhLog );
}
}
else
{
BuyPrice[i] = buyPrices[j];
Buy[i] = True;
openPos[j] = True; // Now have an open position
if ( writeLog == True )
{
op = Name() + ",Bought";
op = op + StrFormat(",%02.0f-%02.0f-%02.0f,%02.0f:%02.0f:%02.0f", y[ i ], m[ i ], d[ i ], r[ i ], e[ i ], n[ i ] );
op = op + StrFormat(",%g,%.4f\n", j, buyPrices[j] );
fputs( op, fhLog );
}
}
}
if ( ( lastLow[j] > Close[i] )
OR ( lastLow[j] > BuyPrice[i] )
)
{
lastLow[j] = IIf( BuyPrice[i] > Close[i] , Close[i] , BuyPrice[i] );
}
}
}
}
}
if ( writeLog == True )
{
fclose( fhLog );
}