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 ....
Find Out More Here

WiseTrader Toolbox

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Find Out More Here

Simple Reverse ROC Trading System by Sosrodiningrat @2017 for Amibroker (AFL)

Rating:
3 / 5 (Votes 4)
Tags:
oscillator, trading system, amibroker, optimize

This is the simple reverse ROC Trading System. Use for educational purpose. Not for real trading. Take your own risk if using on real account.

By Sosrodiningrat @2017

Indicator / Formula

Copy & Paste Friendly
//Simple Reverse ROC Trading System by Sosrodiningrat @2017

function ParamOptimize(description,defaultVal,minv,maxv,step){return Optimize(description,Param(description,defaultVal,minv,maxv,step),minv,maxv,step);}//parameter and optimizer
function revroc(pricetype,periodroc,Valueroc){return ((Valueroc/100)*Ref(pricetype,-periodroc))+Ref(pricetype,-periodroc);}//reverse ROC

SetTradeDelays(1,1,0,0);//Buy or Sell on next bar
BuyPrice=O;SellPrice=O;//Buy or Sell on next Open

b1=ParamOptimize("b1",38,2,50,1);//period for ROC Buy side
b2=ParamOptimize("b2",3.1,0.1,5,0.1);//value for ROC Buy side
s1=ParamOptimize("s1",30,2,50,1);//period for ROC Sell side
s2=ParamOptimize("s2",4.6,0.1,5,0.1);//value for ROC Sellside

Buy=Ref(revroc(C,b1,b2),-1)>L AND Ref(revroc(C,b1,b2),-1)<H;
Sell=Ref(revroc(C,s1,s2),-1)>L AND Ref(revroc(C,s1,s2),-1)<H;

Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);


Plot(SelectedValue(revroc(C,b1,b2)),"",colorBlue,styleLine,0,0,15);
Plot(SelectedValue(revroc(C,s1,s2)),"",colorRed,styleLine,0,0,15);

Plot(C,"",colorBlack,styleCandle);

PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBlue,0,L,-12);
PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-12);


//===============================================

0 comments

Leave Comment

Please login here to leave a comment.

Back