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Stochastics n Price Divergence based Trading System for Amibroker (AFL)
Rating:
3 / 5 (Votes 3)
Tags:
divergence, trading system, amibroker
Trading system AFL based on Study of Stochastics & Price Divergence.
1. Works better in 15 mnt TF
2. Works good in MCX market & NFO —> Plz BackTest on a Large DB @ 15 Mnt TF & give FeedBack
3.This is Not my work,Just added Trigger Signals, all credit goes to the anonymous Original Author, God Bless.
Indicator / Formula
Copy & Paste Friendly
Plot(C,"Price",colorWhite,64);
FM = ParamToggle("FM", "No|Yes", 1 );
MP = Param("MP", 10, 1, 100 );;
DP1 = Param("DP1", 5, 1, 100 );
DP2 = Param("DP2", 8, 1, 100 );;
DP3 = Param("DP3", 13, 1, 100 );
AP = Param("AP", 20, 1, 1, 100 );
EN = Param("EN", 1, 1, 3, 1 );
MD = 3;
Capital = Param("CaperTrd", 25000, 10000, 250000, 1000 );
M = IIf( FM, StochK( MP, 1 ), StochK( MP, 3 ) );
PSlp1 = LinRegSlope(Close,DP1);
MSlp1 = LinRegSlope(M,DP1);
DB1 = PSlp1 > 0 AND MSlp1 < 0;
DS1 = PSlp1 < 0 AND MSlp1 > 0;
PSlp2 = LinRegSlope(Close,DP2);
MSlp2 = LinRegSlope(M,DP2);
DB2 = PSlp2 > 0 AND MSlp2 < 0;
DS2 = PSlp2 < 0 AND MSlp2 > 0;
PSlp3 = LinRegSlope(Close,DP3);
MSlp3 = LinRegSlope(M,DP3);
DB3 = PSlp3 > 0 AND MSlp3 < 0;
DS3 = PSlp3 < 0 AND MSlp3 > 0;
NB = DB1 + DB2 + DB3;
NS = DS1 + DS2 + DS3;
NPSlpUp = ( PSlp1 >= 0 ) + ( PSlp2 >= 0 ) + ( PSlp3 >= 0 );
NPSlpDn = ( PSlp1 < 0 ) + ( PSlp2 < 0 ) + ( PSlp3 < 0 );
NMSlpup = ( MSlp1 >= 0 ) + ( MSlp2 >= 0 ) + ( MSlp3 >= 0 );
NMSlpDn = ( MSlp1 < 0 ) + ( MSlp2 < 0 ) + ( MSlp3 < 0 );
GetOut = ( NPSlpUp == MD AND NMSlpUp == MD) OR ( NPSlpDn == MD AND NMSlpDn == MD);
Cover = Sell = GetOut; // GetOut of all Trd Positions
Buy = NB >= EN;
Short = NS >= EN;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
BuyPrice=ValueWhen(Buy,C,1);
ShortPrice=ValueWhen(Short,C,1);
SellPrice=ValueWhen(Sell,C,1);
CoverPrice=ValueWhen(Cover,C,1);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBrightGreen,0,BuyPrice);
PlotShapes(IIf(Sell,shapedownArrow,shapeNone),colorRed,0,SellPrice);
PlotShapes(IIf(Short,shapedownArrow,shapeNone),colorYellow,0,ShortPrice);
PlotShapes(IIf(Cover,shapeUpArrow,shapeNone),colorTurquoise,0,CoverPrice);
Title = EncodeColor(colorPink)+ Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorYellow) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n";
SetOption("ReverseSignalForcesExit", True ); // Continuous Trading
SetPositionSize( Capital, spsValue );
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Not useful for trading