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Naive System 03 by Sosrodiningrat @2017 for Amibroker (AFL)
Rating:
2 / 5 (Votes 3)
Tags:
trading system, optimize, ambroker
Just for educational purpose not for real trading.
Naive System 03
Buy and sell on open. You can optimize the value.
By Sosrodiningrat @2017
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Indicator / Formula
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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 | //Naive System 03 by Sosrodiningrat @2017OptimizerSetEngine("spso");OptimizerSetOption("Runs",1);OptimizerSetOption("MaxEval",1000);SetTradeDelays(0,0,0,0);SetOption( "AllowSameBarExit",True);b1=Optimize("b1",11,1,12,1);s1=Optimize("s1",10,1,12,1);BuyPrice=O;SellPrice=O;Buy=Month()==b1;Sell=Month()==s1;Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);Plot(C,"",colorBlack,styleCandle);//Plot(Equity(1),"",colorGrey50,styleLine|styleOwnScale);//====================================GfxSetOverlayMode(1);GfxSetBkMode(1); // transparentGfxSelectFont("Tahoma", Status("pxheight")/16 );GfxSetTextColor(colorGreen);//GfxTextOut("Equity= "+NumToStr(Equity(1)/ValueWhen(BarIndex()==1,Equity(1)),1.0)+" times",510,80);//====================================PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBlue,0,L,-12);PlotShapes(IIf(Sell,shapeDownArrow,shapeNone),colorRed,0,H,-12);//==================================== |
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