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EMA10 & EMA 20 5 Min Trading System for Amibroker (AFL)
Rating:
4 / 5 (Votes 2)
Tags:
amibroker, intraday, trading system
This is purely intraday indicator.
We will enter the trade after or at 09:30
Calculate Yesterdays close and 20 Hourly Moving average
Rules to Enter the trade Close > Yesterday close and
Close > Hourly 20 Moving average and Time > 09:30 and 5 Minutes EMA10 > 5 Minutes EMA20
The Success ratio of this is 48% tested on BANK NIFTY for 2 Years data.
Screenshots
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 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 | _SECTION_BEGIN("Price");SetChartOptions(0,chartShowArrows|chartShowDates);_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );_SECTION_END();PositionSize = MarginDeposit=1;// Calculate Yesterdays closeYC = TimeFrameGetPrice("C",inDaily,-1);Plot(yc,"YC",colorWhite,styleLine);TimeFrameSet( inHourly); // Set Timeframe to 1 Hour and Calculate 20 Moving average Hourly mah_20 = MA(C,20); TimeFrameRestore(); // restore time frame to originalTimeFrameSet( in5Minute);// Set the timeframe to 5 Min ma5_10 = EMA( C, 10 ); // Calculate 10 EMA 5 Min ma5_20 = EMA(C,20); // Calculate 20 EMA 5 Min TimeFrameRestore(); // restore time frame to originalPlot( TimeFrameExpand( mah_20, inHourly), "20 MA 60 Min", colorGreen ); // Plot 20 MA HourlyPlot( TimeFrameExpand( ma5_10, in5Minute), "10 EMA 5 Min", colorWhite,styleDots); // Plot 10 EMA 5 Mi Plot( TimeFrameExpand( ma5_20, in5Minute), "20 EMA 5 Min", colorRed,styleDots ); // Plot 20 EMA 5 MinutesBuy = TimeFrameExpand( ma5_10, in5Minute) > TimeFrameExpand( ma5_20, in5Minute) // Buy Formula AND C > yc AND C > TimeFrameExpand( mah_20, inHourly) AND TimeNum() > 093000 AND TimeNum() < 151500; Short= TimeFrameExpand( ma5_10, in5Minute) < TimeFrameExpand( ma5_20, in5Minute) // Short Formula AND C < yc AND C < TimeFrameExpand( mah_20, inHourly) AND TimeNum() > 093000 AND TimeNum() < 151500; sell=Short OR TimeNum() > 152400;Cover=Buy OR TimeNum() > 152400;Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);short=ExRem(Short,Cover);Cover=ExRem(cover,short);Long=Flip(Buy,Sell);Shrt=Flip(Short,Cover);btest = ValueWhen(Buy,C);BuyPrice=ValueWhen(Buy,C);SellPrice=ValueWhen(Sell,C);ShortPrice=ValueWhen(Short,C);CoverPrice=ValueWhen(Cover,C);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(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);PlotShapes(IIf(sELL, SHAPESTAR, shapeNone),colorgreen, 0,H, Offset=45);PlotShapes(IIf(Cover, SHAPESTAR, shapeNone),colorred, 0,l, Offset=-45); |
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good afl. thanks