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Modified KBrain trading system ver 1.1 for Amibroker (AFL)

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

KBrian modified trading system

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Indicator / Formula

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//KBrain System Coded by Karthikmarar. Blog. www.stocktechnician.blogspot.com email. karthikmarar@yahoo.com
//System based on the BrainTrend system in Metatrader
// The Turquiose colored Dot indicates start of a Up Trend
// The Magenta DOt indicates end of an Up move and beginning of a downmove
// The system is a Stop and reverse system
//Revision Index - V.1.1 resolves the scan issues
_SECTION_BEGIN( "Heikin" );
HaC = EMA( ( O + C + H + L ) / 4, 3 );
HaO = AMA( Ref( HaC, -1 ), 0.8 );
HaH = Max( H, Max( HaC, HaO ) );
HaL = Min( L, Min( HaC, HaO ) );

e1 = EMA( C, 21 );
e2 = MA( C, 26 );
ehh = e1 > e2 ;
ell = e1 < e2 ;
ri = ( e1 + e2 ) / 2;
Colri = IIf( ehh, colorBlue, colorRed );

SetBarFillColor( IIf( Hac > Hao, colorBlue, colorRed ) );
Colcan = IIf( Hac > ri, colorBlue, colorRed );
PlotOHLC( HaO, HaH, HaL, HaC, "" + Name(), colcan, styleCandle | styleNoLabel );
_SECTION_END();

_SECTION_BEGIN( "KBrain" );
//========================Initiation================ ========
bts = ParamToggle( "BrainTrend1 signal", "No|Yes" , 1 );
btst = ParamToggle( "BrainTrend1 stop", "No|Yes" , 1 );
btsl = ParamToggle( "BrainTrend1 stop line", "No|Yes" , 1 );
period = Param( "Period", 14, 6, 20, 1 );
x1 = 53;
x2 = 47;
d = 2.3;
f = 7;
s = 1.5;
range = ATR( f );
Range1 = ATR( f ) / d;
Range2 = ( ATR( f ) * s ) / 4;
range3 = ATR( 10 );
R = ( ( HHV( H, period ) - C ) / ( HHV ( H, period ) - LLV ( L, period ) ) ) * -100;
EMA1 = EMA( R, Period );
EMA2 = EMA( EMA1, 5 );
Difference = EMA1 - EMA2;
ZeroLagEMA = EMA1 + Difference;
value2 = abs( ZeroLagEMA );


function PercentR( periods )
{
    return -100 * ( HHV( H, periods ) - C ) / ( HHV( H, periods ) - LLV( L, periods ) );
}


for ( i = 1; i < Period - 1; i++ )
{


    tm = 1;
    bstop = 1;
    sstop = 1;
    p = 1;
}

for ( i = period + 10; i < BarCount; i++ )
{
    C[0] = 0;
    Value2[0] = 0;
    p[0] = 0;
    Plot1[0] = 0;
    Plot2[0] = 0;
    Val1 = 0;
    Val2 = 0;
    temp[0] = 0;
    Value3[0] = 0;
    tm[0] = 0;
    p1[i] = 0;
    bt1[0] = 0;
    bt2[0] = 0;
    r[0] = 0;
    bt1a[0] = 0;
    bt2a[0] = 0;
    istop[0] = Val1[0];
    stop[i] = Val1[0];
    bstop[0] = 0;
    sstop[i] = 0;
//==================================Indicators====== ======================
    {
        if ( value2[i] < x2 AND abs( Close[i] - Close[i-2] ) > range1[i] )
            p[i] = 1 ;
        else
        {
            if ( value2[i] > x1 AND abs( Close[i] - Close[i-2] ) > Range1[i] )
                p[i] = 2 ;

            else

                p[i] = 0;
        }
    }

    if ( ( value2[i] < x2 AND p[i] == 1 ) OR ( value2[i] < x2 AND p[i] == 0 ) )

    {
        if ( abs( Close[i] - Close[i-2] ) > Range1[i] )
        {
            Plot1[i] = H[i];
            Plot2[i] = L[i];
        }
        else
        {
            Plot1[i] = Plot1[i-1];
            Plot2[i] = Plot2[i-1];
        }
    }
    else
    {
        if ( ( value2[i] > x1 AND p[i] == 2 ) OR ( value2[i] > x1 AND p[i] == 0 ) )

        {
            Plot1[i] = L[i];
            Plot2[i] = H[i];
        }
        else
        {
            Plot1[i] = Plot1[i-1];
            Plot2[i] = Plot2[i-1];
        }
    }

//==================KBrain Signal ====================================
    {
        if ( value2[i] < x2 AND ( abs( Close[i] - Close[i-2] ) > Range1[i] ) )
        {
            if ( p[i] == 1 OR p[i] == 0 )
                Value3[i] = L[i] - range3[i];

            val1[i] = Value3[i];

            p[i] = 1;

            temp[i] = 1;
        }
        else
        {
            temp[i] = temp[i-1];
        }

        {
            if ( value2[i] > x1 AND ( abs( Close[i] - Close[i-2] ) > Range1[i] ) )
            {
                if ( p[i] == 2 OR p[i] == 0 )
                    Value3[i] = H[i] + range3[i];

                val2[i] = Value3[i];

                p[i] = 2;

                temp[i] = 2;;
            }

        }
    }

    {

        if ( temp[i] == 1 AND Plot1[i] > 0 AND tm[i] != 1 )
            tm[i] = 1;

        if ( temp[i] == 2 AND Plot2[i] > 0 AND tm[i] != 2 )
            tm[i] = 2;

    }

//===============================stop=============== =========================
    {
        if ( value2[i] < x2 AND ( abs( Close[i] - Close[i-2] ) > Range1[i] )AND p[i] != 2 )

        {
            value3[i] = L[i] - range3[i];
            va1[i] = Value3[i];
            p1[i] = 2;
            r[i] = Va1[i];
            bstop[i] = Va1[i];
            bt2[i] = bt2[i-1];
        }

        if ( value2[i] > x1 AND ( abs( Close[i] - Close[i-2] ) > Range1[i] )AND p[i] != 1 )

        {
            Value3[i] = H[i] + range3[i];
            va2[i] = Value3[i];
            p1[i] = 1;

            r[i] = Va2[i];
            sstop[i] = Value3[i];
            bt1[i] = bt1[i-1];
        }

    }



    if ( val1[i] == 0 AND val2[i] == 0 AND p[i] == 0 )
    {
        bstop[i] = bstop[i-1];
        sstop[i] = sstop[i-1];
    }


    if ( bstop[i] < bstop[i-1] AND tm[i] == 1 AND tm[i-1] == 1 )
        bstop[i] = bstop[i-1];

    if ( sstop[i] > sstop[i-1] AND tm[i] == 2 AND tm[i-1] == 2 )
        sstop[i] = sstop[i-1];

}

//=============================SYSTEM=============== =======================
Mycolor = IIf( p == 1, colorLime, IIf( p == 2, colorRed, colorBlue ) );

PlotShapes( shapeCircle* ( bts AND tm == 1 AND Ref( tm, -1 ) == 2 ), colorTurquoise, 0, bstop, 0 );

PlotShapes( shapeCircle* ( bts AND tm == 2 AND Ref( tm, -1 ) == 1 ), colorCustom12, 0, sstop, 0 );

PlotShapes( IIf( btst AND p == 1, shapeSmallCircle, Null ), colorTurquoise, 0, bstop, 0 );

Plot( IIf( btsl AND tm == 1, bstop, Null ), "", colorPaleBlue, 1 );

PlotShapes( IIf( btst AND p == 2, shapeSmallCircle, Null ), colorCustom12, 0, sstop, 0 );

Plot( IIf( btsl AND tm == 2, sstop, Null ), "", colorLightYellow, 1 );

Buy = Cover = ( bts AND tm == 1 AND Ref( tm, -1 ) == 2 );

Sell = Short = ( bts AND tm == 2 AND Ref( tm, -1 ) == 1 );

SellPrice = ValueWhen( Sell, C, 1 );

BuyPrice = ValueWhen( Buy, C, 1 );

Long = Flip( Buy, Sell );

Shrt = Flip( Sell, Buy );

_SECTION_END();

//=================TITLE============================ ================================================== ==================
_SECTION_BEGIN( "Title" );

if ( Status( "action" ) == actionIndicator )
    (
        Title = EncodeColor( colorWhite ) + "KBrain V 1.1. " + " - " + Name() + " - " + EncodeColor( colorRed ) + Interval( 2 ) + EncodeColor( colorWhite ) +
                " - " + Date() + " - " + "\n" + EncodeColor( colorYellow ) + "Op-" + O + " " + "Hi-" + H + " " + "Lo-" + L + " " +
                "Cl-" + C + " " + "Vol= " + WriteVal( V ) + "\n" +
                EncodeColor( colorLime ) +
                WriteIf ( Buy , " GO LONG / Reverse Signal at " + C + " ", "" ) +
                WriteIf ( Sell , " EXIT LONG / Reverse Signal at " + C + " ", "" ) + "\n" + EncodeColor( colorWhite ) +
                WriteIf( Sell , "Total Profit/Loss for the Last Trade Rs." + ( C - BuyPrice ) + "", "" ) +
                WriteIf( Buy , "Total Profit/Loss for the Last trade Rs." + ( SellPrice - C ) + "", "" ) +
                WriteIf( Long AND NOT Buy, "Trade : Long - Entry price Rs." + ( BuyPrice ), "" ) +
                WriteIf( shrt AND NOT Sell, "Trade : Short - Entry price Rs." + ( SellPrice ), "" ) + "\n" +
                WriteIf( Long AND NOT Buy, "Current Profit/Loss Rs." + ( C - BuyPrice ) + "", "" ) +
                WriteIf( shrt AND NOT Sell, "Current Profit/Loss Rs." + ( SellPrice - C ) + "", "" ) );

_SECTION_END();

BuyPrice = ValueWhen( Buy, C );

SellPrice = ValueWhen( Sell, C );

Filter = ( Buy OR Sell );;

AddColumn( IIf( Buy, BuyPrice, Null ), " Buy ", 6.2, 1, colorGreen );
AddColumn( IIf( Sell, SellPrice, Null ), " sell ", 6.2, 1, colorOrange );

6 comments

1. empottasch

just like with the NMA system if you want to do some backtesting and define both buy and short you also have to define the shortprice, like:
SellPrice = ValueWhen( Sell, C, 1 );ShortPrice=SellPrice;
BuyPrice = ValueWhen( Buy, C, 1 );CoverPrice=BuyPrice;

these type of systems just don’t work because of all the profit will be eaten up in directionless/whipsaw periods. You need at least wait for a pullback within the trend in my opinion.

2. ole

Backtesting this system is not recommended because the code references future data.

3. kv_maligi

Excellent modification done for Kbrain. Now with this, chart shows clear trend.

Thanks for sharing

4. Caaher

does this really look into future?

5. karthikmarar

I can confirm that this does not look to the future.

6. algotrader01

Whipsaws can be avoided by using Linear regression channel with the system…I am trying to do that and pretty good results

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