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Write Buy & Sell Signals To CSV File for Amibroker (AFL)

Rating:
5 / 5 (Votes 1)
Tags:
amibroker, export, csv

This formula can write your buy and sell signals to the file ‘C:\TEMP\trades.csv’. You just need to add your buy and sell rules to the code and run it as a scan for the stock you want to export the signals for.

Indicator / Formula

Copy & Paste Friendly
file = "C:\\TEMP\\trades.csv"; // change this to real location of your data file
dt = DateTime();
//
// Initialize variables
Buy = Sell = possize = 0; 
//
fh = fopen( file, "r" );
//
if( fh )
 {
     while( ! feof( fh ) )
     {
         line = fgets( fh );
         // get the ticker symbol from the file
         sym = StrExtract( line, 0 );
         // if ticker matches current symbol
         if ( Name() == sym )
         {
             // extract data from line of text
             trade = StrExtract( line, 1 );
             trade_datetime = StrToDateTime( StrExtract( line, 2 ) );
             price = StrToNum( StrExtract( line, 3 ) );
             shares = StrToNum( StrExtract( line, 4 ) );
             //
             if ( trade == "Buy" )
             {
                 newbuy = dt == trade_datetime;
                 Buy = Buy OR newbuy; // combine previous buy signals with new
                 BuyPrice = IIf( newbuy, price, BuyPrice );
                 possize = IIf( newbuy, shares, possize );
             }
             //
             if ( trade == "Sell" )
             {
                 newsell = dt == trade_datetime;
                 Sell = Sell OR newsell; // combine previous sell signals with new
                 SellPrice = IIf( newsell, price, SellPrice );
             }
         }
     }
     //
     fclose( fh );
 }
 else
 {
     Error( "ERROR: file can not be open" );
 }
//
SetPositionSize( possize, spsShares ); 

1 comments

1. SADAI

Very Good and useful. regards

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