Stock Portfolio Organizer
The ultimate porfolio management solution.
Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Heikin Ashi Trading System for Amibroker (AFL)
Rating:
2 / 5 (Votes 3)
Tags:
trading system, amibroker, heikin
Heikin-Ashi is a trend visualization technique based on Japanese candlestick charting. In-fact, Heikin-Ashi is also a type of candlestick, whose OHLC value differs from the traditional candlesticks. In Japanese, Heikin means “average” and “ashi” means “pace” .Taken together, Heikin-Ashi represents the average-pace of prices. Heikin-Ashi Candlesticks use the open-close data from the prior period and the open-high-low-close data from the current period to create a combo candlestick.
You can read more about this trading system and download the detailed backtest report here.
Screenshots
Indicator / Formula
Copy & Paste Friendly
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 | //------------------------------------------------------//// Formula Name: Heikin Ashi Trading System// Author/Uploader: Trading Tuitions// E-mail: support@tradingtuitions.com// Website: www.tradingtuitions.com//------------------------------------------------------_SECTION_BEGIN("Heikin Ashi Trading System");SetOption( "InitialEquity", 200000);SetTradeDelays( 1, 1, 1, 1 );SetOption("FuturesMode" ,True);SetOption("MinShares",1);SetOption("CommissionMode",2);SetOption("CommissionAmount",50);SetOption("AccountMargin",10);SetOption("RefreshWhenCompleted",True);SetPositionSize(120,spsShares);SetOption( "AllowPositionShrinking", True );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 )); HaClose = (O + H + L + C)/4; HaOpen = AMA( Ref( HaClose, -1 ), 0.5 ); HaHigh = Max( H, Max( HaClose, HaOpen ) ); HaLow = Min( L, Min( HaClose, HaOpen ) ); barcolor = IIf(HaClose >= HaOpen,colorGreen,colorRed);PlotOHLC( HaOpen, HaHigh, HaLow, HaClose, "", barcolor, styleCandle );printf("\nHaOpen : " + HaOpen ); printf("\nHaHigh : " + HaHigh ); printf("\nHaLow : " + HaLow ); printf("\nHaClose : " + HaClose ); Candles=param("Candles",1,1,5,1);periods=param("periods",40,10,200,10);Buy = Sum(HaClose >= HaOpen,Candles)==Candles AND HaOpen==HaLow AND C>EMA(C,periods);Short= Sum(HaClose <= HaOpen,Candles)==Candles AND HaOpen=HaHigh AND C<EMA(C,periods);Sell=Short OR C<EMA(C,periods);Cover=Buy OR C>EMA(C,periods);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=param("SL",1,1,5,1);ApplyStop(Type=0,Mode=1,Amount=StopLoss);/* 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
Leave Comment
Please login here to leave a comment.
Back