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#1 Selling Amibroker Plugin featuring:
Guppy MMA Convergence Divergence Histogram for Amibroker (AFL)
Source = Leon Wilson, www.wilsontechstats.com/software/MMAConstruction.htm
AFL Translation = Mubashar Virk, mavirk@gmail.com
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 | _SECTION_BEGIN ( "Guppy MMA Convergence Divergence Histogram" ); Trigger = Param ( "Trigger" ,21,1,55,1); Short1 = EMA ( C ,3)+ EMA (( C - EMA ( Close ,3)),3)+ EMA ( C ,5)+ EMA (( C - EMA ( Close ,5)),5)+ EMA ( C ,8)+ EMA (( C - EMA ( Close ,8)),8)+ EMA ( C ,10)+ EMA (( C - EMA ( Close ,10)),10)+ EMA ( C ,12)+ EMA (( C - EMA ( Close ,12)),12)+ EMA ( C ,15)+ EMA (( C - EMA ( Close ,15)),15); LONG2 = EMA ( C ,30)+ EMA (( C - EMA ( Close ,30)),30)+ EMA ( C ,35)+ EMA (( C - EMA ( Close ,35)),35)+ EMA ( C ,40)+ EMA (( C - EMA ( Close ,40)),40)+ EMA ( C ,45)+ EMA (( C - EMA ( Close ,45)),45)+ EMA ( C ,50)+ EMA (( C - EMA ( Close ,50)),50)+ EMA ( C ,55)+ EMA (( C - EMA ( Close ,55)),55)+ EMA ( C ,60)+ EMA (( C - EMA ( Close ,60)),60); GuppyMMAOscillator = ((Short1-Long2)/Long2)*100; Plot (GuppyMMAOscillator, "Guppy MMA Oscillator" , colorRed , styleThick ); Plot ( EMA (GuppyMMAOscillator, Trigger), "Trigger" , colorLightBlue ); GMMACD=(((short1-Long2)/long2)*100)- EMA (((short1-long2)/long2)*100,9); Plot (GMMACD, "GMMA Convergence Divergence Histogram" , ParamColor ( "Histogram color" , colorLightGrey ), styleNoTitle | ParamStyle ( "Histogram style" , styleHistogram | styleNoLabel | styleOwnScale , maskHistogram ) ); Buy = Cross (GuppyMMAOscillator, EMA (GuppyMMAOscillator, Trigger)); Sell = Cross ( EMA (GuppyMMAOscillator, Trigger),GuppyMMAOscillator); Buy = ExRem ( Buy , Sell ); Sell = ExRem ( Sell , Buy ); PlotShapes ( Buy * shapeUpArrow , colorGreen ,0,GuppyMMAOscillator); PlotShapes ( Sell * shapeDownArrow , colorRed ,0,GuppyMMAOscillator); _SECTION_END (); |
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nice
Backtesting gave me poor results.
What is the correct backtest setup for this formula?