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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Intraday Open High Low System for Amibroker (AFL)
In this strategy, positions are taken when Open=High or Open=Low for a given security in Intraday Timeframe. Check out the strategy details and download backtest report here.
Screenshots
Indicator / Formula
//------------------------------------------------------
//
// Formula Name: Intraday Open High Low Trading System
// Author/Uploader: Trading Tuitions
// E-mail: support@tradingtuitions.com
// Website: www.tradingtuitions.com
//------------------------------------------------------
_SECTION_BEGIN("Intraday Open High Low Trading System");
SetTradeDelays( 1, 1, 1, 1 );
SetOption( "InitialEquity", 200000);
SetOption("FuturesMode" ,True);
SetOption("MinShares",1);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",100);
SetOption("AccountMargin",10);
SetOption("RefreshWhenCompleted",True);
SetPositionSize(50,spsPercentOfEquity);
SetOption( "AllowPositionShrinking", True );
SetOption("MaxOpenPositions",10);
BuyPrice=Open;
SellPrice=Open;
ShortPrice=Open;
CoverPrice=Open;
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C ));
Plot( Close, "Price", colorWhite, styleCandle );
NewDay = (Day()!= Ref(Day(), -1)) OR BarIndex() == 0;
Plot(NewDay,"",colorlightGrey,styleHistogram|styleDots|styleNoLabel|styleOwnScale);
FirstTradeTime=094500;
SquareOffTime = 151500;
DayOpen=TimeFrameGetPrice("O",inDaily);
DayHigh = HighestSince(NewDay,H,1);
DayLow = LowestSince(NewDay,L,1);
printf("\nDayOpen : " + DayOpen );
printf("\nDayHigh : " + DayHigh );
printf("\nDayLow : " + DayLow );
Buy = (round(DayOpen)==round(DayLow)) AND High>=(sqrt(DayOpen)+0.0833)^2 AND (TimeNum() >= FirstTradeTime) AND TimeNum()<SquareOffTime;
Short = (round(DayOpen)==round(DayHigh)) AND Low<=(sqrt(DayOpen)-0.0833)^2 AND (TimeNum() >= FirstTradeTime) AND TimeNum()<SquareOffTime;
Sell = TimeNum() >= SquareOffTime;
Cover = TimeNum() >= SquareOffTime;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
printf("\nBuy : " + Buy );
printf("\nSell : " + Sell );
printf("\nShort : " + Short );
printf("\nCover : " + Cover );
StopLoss=0.5;
ApplyStop(Type=0,Mode=1,Amount=StopLoss);
Target=2.5;
ApplyStop(Type=1,Mode=1,Amount=Target);
/* Plot Buy and Sell Signal Arrows */
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
_SECTION_END();0 comments
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