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Moving Average Based Trading (Advanced) for Amibroker (AFL)
yesmoin
almost 4 years ago
Amibroker (AFL)

Rating:
2 / 5 (Votes 5)
Tags:
trading system, amibroker, exploration, moving average, stop loss

A more sophisticated system that utilizes multiple moving averages and gives multiple entries and exits, that can be used in trending markets is also enclosed here.
xplore the parameters for settings of your choice. The main settings are the Slow Average, the Fast Average and the Tolerance parameters. The last helps in noise cancellation. You may also suppress the signals and chance the stop profit levels.

PARAMETER STTING :

MY FIST >>>

SLOW AVG – 10
FAST AVG – 3
TOLERANCE – 3
GENERATE NEW BUY/SELL AFTER SP – YES
SP – 10

Screenshots

Indicator / Formula

Copy & Paste Friendly
//Moving Average Based Trading Advanced version
// Abnash Singh
// 30th October 2011
// abnash1978@yahoo.co.uk

SetChartOptions(0,chartShowDates|chartShowArrows|chartLogarithmic|chartWrapTitle);
function GetSecondNum()
{
    Time 		= Now( 4 );
    Seconds 	= int( Time % 100 );
    Minutes 	= int( Time / 100 % 100 );
    Hours 	= int( Time / 10000 % 100 );
    SecondNum = int( Hours * 60 * 60 + Minutes * 60 + Seconds );
    return SecondNum;
}
 
RequestTimedRefresh( 1 );
TimeFrame = Interval();
SecNumber = GetSecondNum();
Newperiod = SecNumber % TimeFrame == 0;
SecsLeft	 = SecNumber - int( SecNumber / TimeFrame ) * TimeFrame;
SecsToGo	 = TimeFrame - SecsLeft;



SetChartOptions(0,chartShowArrows|chartShowDates);
showsig=ParamList("Show Signals","YES|NO");
Showprice=ParamList("Show Buy/Sell Prices","YES|NO");

Plot( C, "Close", ParamColor("Color", colorBlack), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 

period = Param("Period", 13, 1, 240, 1);
mult = Param("Multiplier", 2.21, 0, 3, 0.01);
A=EMA (RSI(14),5);
B=EMA (RSI(21),5);

f=ATR(period);
x=5;
VS[0] = Close[0];
trend[0] = 0;
HighC[0]=0;
Lowc[0]=0;
for( i = period+1; i < BarCount; i++ )
{

vs[i] = vs[i-1];
trend[i] = trend[i-1];
highC[i] = HighC[i-1];
lowc[i] = lowc[i-1];

if ((trend[i]>=0) AND ( C[i] <VS[i]))
{
trend[i] =-1;
HighC[i] = C[i];
lowc[i] = C[i];
}

if ((trend[i]<=0) AND (C[i] >VS[i]))
{
trend[i]=1;
HighC[i] = C[i];
lowc[i] = C[i];
}

if (trend[i]==-1)
{
if (C[i]<lowc[i]) lowc[i] = C[i];
VS[i]= lowc[i]+ (mult*f[i]);
}


if (trend[i]==1)
{
if (C[i]>HighC[i]) HighC[i] = C[i];
VS[i]= HighC[i]-(mult*f[i]);
}

}
Pribbon=ParamList("Ribbon? ", "Yes|No");
if (Pribbon=="Yes")
{
Plot( 2, /* defines the height of the ribbon in percent of pane width */"ribbon",
IIf( trend==1, colorGreen, IIf( trend==-1, colorRed, 0 )), /* choose color */
styleOwnScale|styleArea|styleNoLabel, -0.5, 100 );
}




_SECTION_BEGIN("Volume"); 
Plot( Volume, _DEFAULT_NAME(), IIf( C > O, ParamColor("Up Color", colorGreen ), ParamColor("Down Color", colorRed ) ), ParamStyle( "Style", styleHistogram | styleThick |styleOwnScale, maskHistogram  ),7 );
_SECTION_END();

TrailStop = HHV( C - 2.1 * ATR(3), 7);

//trailstop=(IIf(!downtrend OR uptrend, trailstop, Null));
//Plot( trailstop , "Trailing stop", colorCustom12, 8); 

//Plot( IIf(shrttgt<TrailStop,trailstop,(shrttgt+trailstop)/2) , "Trailing stop", colorCustom11, 8); 


TrailStop1 = LLV( C + 2.1 * ATR(3), 7); 
//trailstop1=(IIf(!uptrend OR downtrend, trailstop1, Null));
//Plot( TrailStop1, "Trailing stop1", colorBlack, 8); 



_SECTION_BEGIN("GMMA"); 
a=C;
g=(EMA(Close,3) * (2 / 4 - 1)-EMA(Close,60) * (2 / 61 - 1)) / (2 /4- 2 /61);
e=Ref(g,-1);
Plot (EMA(a,3), "3ema", colorBlue,styleNoLabel);
Plot (EMA(a,5), "5ema", colorBlue,styleNoLabel);
Plot (EMA(a,8), "8ema", colorBlue,styleNoLabel);
Plot (EMA(a,10), "10ema", colorBlue,styleNoLabel);
Plot (EMA(a,12), "12ema", colorBlue,styleNoLabel);
Plot (EMA(a,15), "15ema", colorBlue,styleNoLabel);

Plot (EMA(a,30), "30ema", colorRed,styleNoLabel);
Plot (EMA(a,35), "35ema", colorRed,styleNoLabel);
Plot (EMA(a,40), "40ema", colorRed,styleNoLabel);
Plot (EMA(a,45), "45ema", colorRed,styleNoLabel);
Plot (EMA(a,50), "50ema", colorRed,styleNoLabel);
Plot (EMA(a,55), "55ema", colorRed,styleNoLabel);
Plot (EMA(a,60), "60ema", colorRed,styleNoLabel);
//Plot(C,"close", colorBlack,styleCandle);

Cond1=StochK(14)>StochD(14);
Cond2=StochK(14)<StochD(14);
Buy=Cross(EMA(C,15),EMA(C,60));
Sell=Cross(EMA(C,60),EMA(C,15));

Filter = Buy OR Sell;

_SECTION_END();
AddColumn( IIf( Buy, 66, 83 ), "Signal", formatChar ); 
AddColumn(Close,"Close",1.2);
AddColumn(Volume,"Volume",1.0);
Cond13=PDI()>MDI();

_SECTION_END();

_SECTION_END();

 _SECTION_BEGIN("my FIST");

Slowavg=Param("Slow Average",10,10,70,1);
Fastavg=Param("Fast Average",3,1,15,1);
gapx=Param("Tolerance",3,0,10,.001);
SPsignals=ParamList("Generate new Buy/Sells after SP","YES|NO");
n4=4;
Datex=DateNum();
Buy1=Cross(EMA(C,fastavg),EMA(C,slowavg));
Sell1=Cross(EMA(C,slowavg),EMA(C,fastavg));

EMA3=EMA(C,3);
EMA30=EMA(C,30);
Lastsig=0;
diff=5;
for (i=1;i<BarCount;i++)
{
	if(Datex[i]!=Datex[i-1] AND Interval()<86400)
	{
	if(EMA3[i]> EMa30[i] ) buy1[i]=1;
	if(EMA3[i]< EMA30[i] ) Sell1[i]=1;
	}
	if(Buy1[i])
	{
	if(Sell1[i-1])
	{
		Buy1[i]=0;
		Sell1[i-1]=0;
	}
	}
	if(Sell1[i])
	{
	if(Buy1[i-1])
	{
		Buy1[i-1]=0;
		Sell1[i]=0;
	}
	}
}
gapema=abs(EMA(C,fastavg)-EMA(C,slowavg));

Nowbuy=0;Nowsell=0;starti=0;Lastbuy=Lastsell=0;
avp=(O+C)/2;
for (i=1;i<BarCount;i++)
{
	if(Datex[i]!=Datex[i-1])
	{
	Nowbuy=0;Nowsell=0;starti=0;Lastbuy=Lastsell=0;
	}	
	if(Buy1[i]	)
	{
		if (lastbuy==0)Nowbuy=1;
		Nowsell=0;
		Buy1[i]=0;
	}
	if(Sell1[i]	)
	{
		Nowbuy=0;
		if(Lastsell==0)Nowsell=1;
		Sell1[i]=0;
	}
	if (Nowbuy==1 AND gapema[i]>gapx)
	{
		Buy1[i]=1;
		Nowbuy=0;
		Nowsell=0;
	}

	if (Nowsell==1 AND gapema[i]>gapx )
	{
		Sell1[i]=1;
		starti=i;
		Nowsell=0;
		Nowbuy=0;
	}
	if (Buy1[i])
	{
		Lastbuy=1;
		Lastsell=0;
	}
	if (Sell1[i])
	{
		Lastbuy=0;
		Lastsell=1;
	}
	

}

slhigh=HHV(H,BarsSince(Buy1));
sllow=LLV(L,BarsSince(Sell1));
gapy=Param("SP",10,0,50,0.01);
Lastshort=0;priceatcover=priceatshort=0;Cover2=0;Lastcover=0;Sell2=0;Lastsell=newbuy=newshort=0;
for (i=1; i<BarCount-1;i++)
{
			if(Datex[i]!=Datex[i-1]	)
			{
				Lastshort=0;priceatsell=priceatcover=priceatshort=0;Lastcover=0;Lastsell=newbuy=newshort=0;
			}
			if (Sell1[i])
			{
				Lastshort=1;
				Lastbuy=0;
				Lastsell=0;
				starti=i;
				priceatshort=H[i];

			}	
			
			if(Buy1[i])
			{
				Lastbuy=1;
				Lastshort=0;
				Lastcover=0;
				starti=i;
				priceatbuy=L[i];
			}
			if (spsignals=="YES")
			{			
				if (newshort==1 AND avp[i]<priceatcover-n4 AND O[i]>C[i])
				{
					sell1[i]=1;
					newshort=0;
				}				
			}


			if (C[i]-sllow[i]>gapy AND Lastshort==1 AND Lastcover==0 AND I>starti AND sllow[i]==sllow[i-1])
			{
				Cover2[i]=1; 
				Lastcover=1;
				priceatcover=C[i];
				newshort=1;

			}	
			if ((Lastcover==1 AND C[i]<priceatcover-(gapy/2)) )Lastcover=0;
			if (spsignals=="YES")
			{ 
				if (newbuy==1 AND avp[i]>priceatsell+n4 AND O[i]<C[i]) 
				{
					Buy1[i]=1;
					newbuy=0;
				}		 
			}

			
			if(slhigh[i]-C[i]>gapy AND Lastbuy==1 AND Lastsell==0 AND i>starti AND slhigh[i]==slhigh[i-1])

			{
				Sell2[i]=1;
				Lastsell=1;
//				priceatsell=avp[i];
				priceatsell=C[i];
			}
			if ((Lastsell==1 AND C[i]>priceatsell+(gapy/2)) )Lastsell=0;



}	



shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
shape1 = Buy1 * shapeUpTriangle + Sell1 * shapeDownTriangle;
shape2 = Cover2 * shapeHollowUpArrow+ Sell2*shapeHollowDownArrow;
if(showsig=="YES")
{
PlotShapes( shape, IIf( Buy, colorBlue, colorRed ),0, IIf( Buy, Low, High ) );
PlotShapes( shape1, IIf( Buy1, colorBlue, colorRed ),0, IIf( Buy1, Low, High ) );
PlotShapes( shape2, IIf( Cover2, colorGreen, colorGreen ),0, IIf( Cover2, Low, High ) );
}
GraphXSpace = 5;
dist = 5*ATR(10); 
mth=int(DateNum()/100)-int(DateNum()/10000)*100;
Currmthstart=int(DateNum()/100)*100;

Profit=profitmth=0;
Lastsig=Lastbuysig=Lastsellsig=Lastcoversig=Lastshortsig=0;
for( i = 0; i < BarCount; i++ ) 
{ 
if (i>0)
{
		if(mth[i]!=mth[i-1])
		{
			profitmth[i]=0;
		}
		else 
			{
			profitmth[i]=profitmth[i-1];
			}

}

if(i>0)profit[i]=profit[i-1];
if((i>0 AND Datex[i]!= Datex[i-1]) OR i==(BarCount-1))
{
if(i!=BarCount-1)
{	
	if (Lastbuysig==1)profit[i]=profit[i]+avp[i-1]-priceatbuy;
	if (Lastshortsig==1)profit[i]=profit[i]+priceatshort-avp[i-1];
}
else
{	
	if (Lastbuysig==1)profit[i]=profit[i]+avp[i]-priceatbuy;
	if (Lastshortsig==1)profit[i]=profit[i]+priceatshort-avp[i];
}

	if (showprice=="YES" AND Interval()< 86400)PlotText( "Profit\n" + WriteVal(Profit[ i ],1.0) , i, L[ i ]-dist[i]/2, colorBlack ); 
	if(Datex[i]>Currmthstart[i] AND mth[i]==mth[i-1] )
	{
		ProfitMth[i]=profitmth[i-1]+profit[i];
	}


	profit[i]=0;
	Lastsig=Lastbuysig=Lastsellsig=Lastcoversig=Lastshortsig=0;
}




if (Buy1[i])
{
	Lastbuysig=1;
	priceatbuy=avp[i];
	if (Lastshortsig==1)
	{
		profit[i]=profit[i]+priceatshort-avp[i];
		Lastshortsig=0;
	}
}		


	

if (Sell1[i])
{
	Lastshortsig=1;
	priceatshort=avp[i];
	if (Lastbuysig==1)
	{
		profit[i]=profit[i]+avp[i]-priceatbuy;
		Lastbuysig=0;
	}
	
}
if (Cover2[i])
{
	Lastcoversig=1;
	priceatcover=avp[i];
	if (Lastshortsig==1)
	{
		profit[i]=profit[i]+priceatshort-avp[i];
		Lastshortsig=0;
	}
}
if (Sell2[i])
{
	Lastsellsig=1;
	priceatsell=avp[i];
	if (Lastbuysig==1)
	{
		profit[i]=profit[i]+avp[i]-priceatbuy;
		Lastbuysig=0;
	}
	
}

if(showprice=="YES"  )
{
if( Buy[i] ) PlotText( "CBuy\n@" + avp[ i ] , i, L[ i ]-dist[i], colorBlue ); 
if( Sell[i] ) PlotText( "CSell\n@" + avp[ i ], i, H[ i ]+dist[i], colorBlue); 
if( Buy1[i] ) PlotText( "EBuy\n@" + avp[ i ], i, L[ i ]-dist[i], colorBlue ); 
if( Sell1[i] ) PlotText( "ESell\n@" + avp[ i ], i, H[ i ]+dist[i], colorBlue); 
}
} 
Plot( 1, "", IIf(EMA(C,15)>EMA(C,60) , colorPaleGreen, colorRose ),styleArea | styleOwnScale, 0, 1 );
_SECTION_END();


_SECTION_BEGIN("Volume At Price");
//PlotVAPOverlay(Param("Lines", 1000, 100, 1000, 10), Param("Width", 15, 1, 100, 1), ParamColor("Color", colorBlue), ParamToggle("Side", "Left|Right", 1) | 4 *ParamToggle("Z-order", "On top|Behind", 1));

_SECTION_END();
Title = "Moving Average TRADES "+Date()+"  "+ Interval(format=2)+"  "+Name()+" "+"O "+WriteVal(O,1.2)+" "+"H "+WriteVal(H,1.2)+"  L"+WriteVal(L,1.2)+"    C "+WriteVal(C,1.2)+" Vol "+WriteVal(V,1.0)+" "+EncodeColor(colorRed)+WriteIf(EMA(C,3)>EMA(C,16),EncodeColor(colorGreen),EncodeColor(colorRed))+" EMA 3/16 "+WriteVal(EMA(C,3),1.0)+"/"+WriteVal(EMA(C,16),1.0)+WriteIf(EMA(C,15)>EMA(C,60),EncodeColor(colorGreen),EncodeColor(colorRed))+" EMA 15/60 "+WriteVal(EMA(C,15),1.0)+"/"+WriteVal(EMA(C,60),1.0)+" ProfitMth "+WriteVal(profitmth+profit,1.0)+" Bar Secs Left "+ WriteVal(secstogo,1.0)+" "+
"\n"+EncodeColor(colorRed)+" Stoploss " +WriteVal(Trailstop,1.2)
;

2 comments

1. yesmoin

IF ANY ERROR PLS COMMENT OR REPLY MY EMAIL – YESMOIN@GMAIL.COM

2. shahab

i like too much your afl code… i have some requirement regarding your AFL code please send me your contact no. at angel.shahab@gmail.com or my mobile no. +919893430244……..please contact me as soon as possible

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