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RSI with EMA & CCI for Amibroker (AFL)
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_SECTION_BEGIN("CCI + EMA + RSI");
// This combines three signals into a trading Signal, EMA crossing, CCI and RSI.
// The default values are:
// EMA 5 and 15 crossing
// RSI > 30 = Buy, < 70 = short
// CCI > 100 = Buy, < -100 = short
// all the parameters are exposed for ease of use
// two functions are exposed, plot and signal (default)
PositionSize = 100000 / 15;
sigPlot = ParamToggle("Display signal", "No|Yes", 1);
perCCI = Param( "CCI Period", 30, 2, 200, 1 );
ptCrossCCI = Param("CCI crossover point", 100, 10, 200, 1);
myCCI = CCI( perCCI );
perRSI = Param( "RSI Period", 15, 1, 200, 1 );
ptBuyRsi = Param("RSI Buy point", 30, 0, 100, 1);
ptShtRsi = Param("RSI Short point", 30, 0, 100, 1);
myRSI = RSI( perRSI );
pf = ParamField("EMA Price field", 3);
PeriodShort = Param("EMA1 Period", 5, 2, 200, 1, 10 );
myEma1 = EMA( pf, PeriodShort );
PeriodLong = Param("EMA2 Period", 15, 2, 200, 1, 10 );
myEma2 = EMA( pf, PeriodLong );
// ema
upEma = IIf(myEma1 > myEma2 , 1, 0); // fast ema is above slow, long condition
myBuy = upEma AND myRSI > ptBuyRsi AND myCCI > ptCrossCCI ;
myShort = !upEma AND myRSI < 70 AND myCCI < -ptCrossCCI ;
Buy = Cover = ExRem(myBuy, myShort);
Short = Sell = ExRem(myShort, myBuy);
if (sigPlot)
{
Plot( Buy * C, "CCI(" + NumToStr(perCCI,1.0) +
") EMA(" + NumToStr(PeriodShort ,1.0) + "," + NumToStr(PeriodLong ,1.0) +
") RSI(" + NumToStr(perRSI ,1.0) +
") - myBuy ", colorGreen); // a positive spike that indicates a buy or cover trade.
Plot( -Short * C , "Short ", colorBlue); &