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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Multiple system for Amibroker (AFL)
Rating:
4 / 5 (Votes 2)
Tags:
amibroker
Testing multiple system simultaneously.
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Indicator / Formula
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function multiplex(Buy1, Sell1, BuyPrice1, SellPrice1,size1,PositionScore1,
Buy2, Sell2, BuyPrice2, SellPrice2, size2, PositionScore2)
{
global Buy, Sell, PositionScore, size;
Buy = Sell = False;
PositionScore = 0;
size = 0;
BuyPrice =SellPrice = Null;
sys = 0;
for(i = 0; i < BarCount; i++)
{
switch(sys)
{
case 0:
if(Buy1[i] && Buy2[i])
{
if(PositionScore1[i] >= PositionScore2[i])
{
sys = 1;
size[i] = size1[i];
BuyPrice[i] = BuyPrice1[i];
PositionScore[i] = PositionScore1[i];
Buy[i] = buy1[i];
}
else
{
sys = 2;
size[i] = size2[i];
BuyPrice[i] = BuyPrice2[i];
PositionScore[i] = PositionScore2[i];
Buy[i] = Buy2[i];
}
}
else if (Buy1[i])
{
sys = 1;
size[i] = size1[i];
BuyPrice[i] = BuyPrice1[i];
PositionScore[i] = PositionScore1[i];
Buy[i] = Buy1[i];
}
else if (Buy2[i])
{
sys = 2; //both used at the same time;
size[i] = size2[i];
BuyPrice[i] = BuyPrice2[i];
PositionScore[i] = PositionScore1[i];
Buy[i] = Buy2[i];
}
break;
case 1: //system 1 in use
if(Sell1[i])
{
sys = 0;
Sell[i] = Sell1[i];
SellPrice[i] = SellPrice1[i];
}
break;
case 2:
if(Sell2[i])
{
sys = 0;
Sell[i] = Sell2[i];
SellPrice[i] = SellPrice2[i];
}
}
}
return;
}
Buy1 = C > MA(C, 30);
Sell1 = C < MA(C, 50);
size1 = 10;
PositionScore1 = 1/C;
BuyPrice1 = SellPrice1 = C;
r = RSI();
Buy2 = 8* (Ref(R < 30, -1));
Sell2 = 8* ( Ref(R > 70, -1));
size2 = 5;
BuyPrice2 = SellPrice2 = O;
PositionScore2 = 1/O;
multiplex(Buy1, Sell1, BuyPrice1, SellPrice1,size1,PositionScore1,
Buy2, Sell2, BuyPrice2, SellPrice2, size2, PositionScore2);
Short = Cover = False;
SetPositionSize(size, spsPercentOfEquity);
SetOption("MaxOpenPositions", 10 ); // 10 and 100 as max pos makes 7 point difference in winloss
SetOption("InitialEquity", IE=100000);
SetOption("AllowPositionShrinking", 0);
SetOption("CommissionMode", 1);
SetOption("CommissionAmount", 0);
SetOption("AllowSameBarExit", False);
SetOption("PriceBoundChecking", True);
SetOption("ActivateStopsImmediately", False);
Filter = Buy OR Sell;
AddColumn(Buy, "Buy", 7.0);
AddColumn(Sell, "sell", 7.0);4 comments
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EROR CODE !!!!!!!!!!!!!
Try this
Hello, please explain how it works.
Nothing view on chart !!!!!