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POSITION & SWING - EMA 9.1 System for Amibroker (AFL)

Rating:
3 / 5 (Votes 2)
Tags:
trading system, amibroker, exploration

Trend Following based on exponential moving average of nine. Used on the weekly, daily and 60 minutes charts.

More information on http://www.leandrostormer.com.br

Screenshots

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Indicator / Formula

Copy & Paste Friendly
SetOption("ActivateStopsImmediately",True);
SetOption("ReverseSignalForcesExit",True);
SetTradeDelays( 0,0,0,0 ) ;
Equity();

EMAfast = Param("First Period",9,3,21,1);
EMAslow = Param("Second Period",63,21,200,1);
// virada da média
EMA9 = EMA(Close,EMAFast);
EMA63 = EMA(Close,EMASlow);
Media = EMA9 - Ref(EMA9,-1);

//Inicializa Variáveis
SellPrice[0] = StopLoss[0] = Trend[0] = 0;
BuyPrice[0] = EntryPrice[0] = 100000;

for( i = 1; i < BarCount; i++ ) 
{ 
  //Recupera Valores 
  BuyPrice[i] = BuyPrice[i-1];
  SellPrice[i] = SellPrice[i-1];
  StopLoss[i] = StopLoss[i-1];
  Trend[i] = Trend[i-1];
  EntryPrice[i] = EntryPrice[i-1];

  //Calcula Tendência 
  if (Media[i]>0) Long[i]=1; else Long[i]=0;
  if (Media[i]<0) Shrt[i]=1; else Shrt[i]=0;


  if (Trend[i] < 1 AND (i>23)) 
  {
		//Virada para Cima
     	if ((Long[i]==1) AND (Long[i-1]==0))
  		{		
       		BuyPrice[i] = EntryPrice[i] = High[i]+0.01;   //Define Preço de Compra;
       		StopLoss[i] = Low[i]-0.01;    //Define Valor do Stop;
  		}
  		// Verifica entrada e dispara sinal de compra
  		if ((High[i]>=EntryPrice[i])) 
  		{    
				Trend[i] = 1; //Entrada no Modo Compra
       		EntryPrice[i] = 0;
  		}
  }
  if (Trend[i] == 1 AND (i>23))
  {
  		// Virada para Baixo
  		if ((Shrt[i]==1) AND (Shrt[i-1]==0)) 
       {
          		StopLoss[i] = Low[i]-0.01; 
      			SellPrice[i] = StopLoss[i];               //Define Preço de Venda para fins de Backtest.
       }          
		// Verifica se o STOP foi acionado
  		if ((Low[i]<=StopLoss[i])) 
  		{
      			SellPrice[i] = StopLoss[i];               //Define Preço de Venda para fins de Backtest.
				Trend[i] = -1;                        	//Sai do Modo Compra
      			StopLoss[i] = 0;
      			if (Long[i]==1) BuyPrice[i]= EntryPrice[i] = High[i]+0.01; 
else BuyPrice[i] = EntryPrice[i] = 100000; //Se Tendência de alta, arma nova Compra.
  		}

  }
} 
//Risk Manager
//PositionSize = (0.04 * Equity(0))/(BuyPrice-SellPrice)*BuyPrice;

//Trading System
Buy   = Trend == 1;
Sell  = Trend == -1;
Buy   = ExRem(Buy,Sell);
Sell  = ExRem(Sell,Buy);

T1    = ExRem(Long,Shrt);
T2    = ExRem(Shrt,Long);

//Plot(EMA9 ,"EMA-Fast", ParamColor("EMA-Fast Color", colorPaleBlue),styleThick);
Plot(EMA63,"EMA-Slow", ParamColor("EMA-Slow Color",colorRed),styleThick);

Entry = T1 * shapeSmallCircle + T2 * shapeSmallCircle;
PlotShapes(Entry, IIf(T1, colorBlue, colorBlack), 0, IIf( T1,Low, High));
PlotShapes( Buy* shapeUpArrow, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy,Low, High) );
PlotShapes( Sell* shapeDownArrow, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy,Low, High) );

// Explorer
Filter = T1 OR T2;
AddTextColumn(WriteIf(T1,"Buy",WriteIf(T2,"Sell","None")),"TS",colorGreen,colorBlue);
AddColumn(IIf(T1,BuyPrice,IIf(T2,SellPrice,0)),"START",5.2,colorWhite,colorBlue);
AddColumn(IIf(T1,SellPrice,IIf(T2,BuyPrice,0)),"STOP ",5.2,colorWhite,colorBlue);
AddColumn(EMA9, "EMAFast"+EMAFast,5.2,colorWhite,colorBlue);
AddColumn(EMA63,"EMASlow"+EMASlow,5.2,colorWhite,colorBlue);
AddColumn(RSI(2),"RSI(2)",2.2);


_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowDates|chartShowArrows|chartLogarithmic|chartWrapTitle);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ))+"\n"+ 
EncodeColor(colorBlue)+
WriteIf (T1 , " GO LONG   / "+EncodeColor(colorGreen)+"START "+Prec(BuyPrice,2)+" / "+EncodeColor(colorRed)+"STOP "+Prec(SellPrice,2)+"  ","")+
WriteIf (T2 , " EXIT LONG / "+EncodeColor(colorRed)+"STOP "+Prec(SellPrice,2)+"  ",""));

Plot( C, "", IIf(Close > Open, colorGreen, colorRed), styleBar + styleNoLabel);
_SECTION_END();

_SECTION_BEGIN("trending ribbon");
uptrend= Media > 0;
downtrend= Media < 0;
Plot( 2, "",IIf( uptrend, colorGreen, IIf( downtrend, colorRed, 0 )), styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
_SECTION_END();

_SECTION_BEGIN("Background text");
GfxSetOverlayMode(1);
GfxSelectFont("Tahoma", Status("pxheight")/6 );
GfxSetTextAlign( 6 );// center alignment
GfxSetTextColor( ColorRGB( 60, 45, 80 ) );
GfxSetBkMode(0); // transparent
GfxTextOut( Name(), Status("pxwidth")/2, Status("pxheight")/12 );
GfxSelectFont("Tahoma", Status("pxheight")/12 );
//GfxTextOut( "EMA9.1 System", Status("pxwidth")/2, Status("pxheight")/3 );
GfxSelectFont("Tahoma", Status("pxheight")/20 );
_SECTION_END();

2 comments

1. sajid

EXPLORER ERROR
T1 = ExRem(Long,Shrt);

ERROR SHOW ON ABOVE LINE

DETAIL ERROR REPORT AS BELOW
Error 29. Variable <name> used without having been initialized.
You can not use (read) the variable that was not initialized first. You should assign the value to the variable before reading it.

Example (incorrect usage):

x = 1;
z = x + y; // wrong, y is not initialized

Correct usage would look like this:

x = 1; // initialize x
y = 2; // initialize y
z = x + y; // correct, both x and y are initialized

2. administrator

Works fine for me.

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