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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Cumulative Value for Amibroker (AFL)
Rating:
2 / 5 (Votes 3)
Tags:
trading system, amibroker
This system is for long trades. Signals are generated by calculating a cumulative value of the close.
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Indicator / Formula
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function cccc(Buy,Sell)
{
CumCst = Null;
for (i = 1; i < BarCount; i++)
{
if(Buy[i])
{
CumCst[i]=0.10;
for (j = i + 1; j < BarCount; j++)
{
if (Sell[ j ] )
{
i = j - 1;
break;
}
else if(C[j] > C[j-1])
{
CumCst[j] = Min(CumCst[j-1] + 0.003,0.13);
}
else if(C[j] <= C[j-1])
{
CumCst[j] = CumCst[j-1];
}
else if (j == BarCount - 1)
{
i = BarCount;
break;
}
}
}
else if(Sell[i])
{
CumCst[i]=0.10;
for (j = i + 1; j < BarCount; j++)
{
if (Sell[ j ] )
{
i = j - 1;
break;
}
else if(C[j] < C[j-1])
{
CumCst[j] = Min(CumCst[j-1] + 0.003,0.13);
}
else if(C[j] >= C[j-1])
{
CumCst[j] = CumCst[j-1];
}
else if (j == BarCount - 1)
{
i = BarCount;
break;
}
}
}
}
return CumCst;
}
Buy=Cross(C,EMA(C,19));
Sell=Cross(EMA(C,19),C) ;
CumCst = cccc(Buy,Sell);
per=19;
Smth = 2/(per+1)+CumCst;
MovAvg = AMA(C,Smth);
Plot(movavg,"",colorBlue,1);
Plot(C,"",1,64);
PlotShapes(Buy*shapeUpArrow,colorGreen,0,L,-20);
PlotShapes(Sell* shapeDownArrow,colorRed,0,H,-20);
Title="cumulative value = "+WriteVal(Cumcst,1.3); 1 comments
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very nice system