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#1 Selling Amibroker Plugin featuring:
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RSI with SL (For Intraday & Positional) for Amibroker (AFL)
Rating:
3 / 5 (Votes 3)
Tags:
rsi, amibroker, oscillator, trading system
AFL using RSI Strategy for Intraday & Positional Trades
You can set-up
*Trade Time
*Choose Intraday & Positional trades
*Minimum Spread
*Target can be selected in percent or points
*RSI periods can be modified.
(Pls backtest prior use)
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 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 | SetChartOptions( 0, chartShowDates );_SECTION_BEGIN( "Price" );_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", colorBlack ), styleNoTitle | styleCandle | styleThick );SetBarsRequired( sbrAll, sbrAll );_SECTION_END();_SECTION_BEGIN( "Display Setting" );MessageBox = ParamToggle( "Message Box", "Hide|Show", 1 );_SECTION_END();_SECTION_BEGIN( "Market Setting" );IM = ParamToggle( "Intraday Mode", "Off|On", 1 );TradeStartTime = Param( "Trade Start From(HHMM)", 915, 600, 2400, 1 );NoEntryTime = Param( "No Entry After(HHMM)", 1445, 900, 2400, 1 );ExitTime = Param( "Square Off Time(HHMM)", 1515, 900, 2400, 1 );MinSpread = Param("Minimum Spread", 0.05, 0.001, 10, 0.001);_SECTION_END();_SECTION_BEGIN("Trading System Settings");PORP = ParamToggle("Target Type", "Percent|Point", 0);TG = Param("Target", 1, 0.05, 100, 0.05);Stop = Param("StopLoss", 1, 0.05, 100, 0.05);RSIperiods = Param( "RSI Periods", 15, 1, 200, 1 );_SECTION_END();//////////////////////////////////////////////////////////////FC = DateNum() != Ref( DateNum(), -1 );LC = DateNum() != Ref( DateNum(), 1 );EntryTime = IIf(IM, TimeNum()>=TradeStartTime*100 AND TimeNum()<NoEntryTime*100, 1);MarketClose = IIf(IM, ExRem(TimeNum()>=ExitTime*100, LC), 0);/////////////////////////////////////////////////////////////_SECTION_BEGIN( "RSI setting" );//price = ParamToggle( "Plot Price", "Off|On", 1 );RSI_line = RSI( RSIperiods);pBuy = Cross(RSI_line,30) ;PShort = Cross(70,RSI_line) ;Buy = Ref(pBuy,-1) AND EntryTime ;Short = Ref(PShort,-1) AND EntryTime ;Sell = Short OR MarketClose;Cover = Buy OR MarketClose;Buy = ExRem(Buy, Sell);Short = ExRem(Short, Cover);OpenLong = Flip(Buy, Sell);OpenShort = Flip(Short, Cover);BuyPrice = ValueWhen(Buy, O);ShortPrice = ValueWhen(Short, O);if(PORP){ BTP1=BuyPrice+TG; STP1=ShortPrice-TG;}else{ BTP1=(round(BuyPrice*(1+TG/100)/MinSpread)*MinSpread); STP1=(round(ShortPrice*(1-TG/100)/MinSpread)*MinSpread);}BTPrice1 = IIf(OpenLong ,BTP1, Null);STPrice1 = IIf(OpenShort ,STP1, Null);if(PORP){ BuySL = BuyPrice - Stop; ShortSL = ShortPrice + Stop;}else{ BuySL = (round(BuyPrice*(1-Stop/100)/MinSpread)*MinSpread); ShortSL = (round(ShortPrice*(1+Stop/100)/MinSpread)*MinSpread);}BSLPrice = IIf( OpenLong OR Sell, BuySL, Null );SSLPrice = IIf( OpenShort OR Cover, ShortSL, Null );////////////////////////////////////////////////////////////TSell1 = (H>=BTPrice1) AND !Buy AND !IsNull(BTPrice1);SLSell = (L<=BSLPrice AND !Buy) AND !IsNull(BSLPrice);TCover1 = (L<=STPrice1) AND !Short AND !IsNull(STPrice1);SLCover = (H>=SSLPrice AND !Short) AND !IsNull(SSLPrice);Sell = (Sell OR TSell1) OR SLSell OR MarketClose;Cover = (Cover OR TCover1) OR SLCover OR MarketClose;Buy = ExRem(Buy, Sell);Short = ExRem(Short, Cover);Sell = ExRem(Sell, Buy);Cover = ExRem(Cover, Short);OpenLong = Flip(Buy, Sell);OpenShort = Flip(Short, Cover);TSell1 = (OpenLong OR Sell) AND TSell1;TCover1 = (OpenShort OR Cover) AND TCover1;SLSell = (OpenLong OR Sell) AND SLSell;SLCover = (OpenShort OR Cover) AND SLCover;TSell1 = ExRem(TSell1, Sell);SLSell = ExRem(SLSell, Sell);TCover1 = ExRem(TCover1, Cover);SLCover = ExRem(SLCover, Cover);BuyPrice = IIf(OpenLong OR Sell, BuyPrice, Null);ShortPrice = IIf(OpenShort OR Cover, ShortPrice, Null);BTPrice1 = IIf(OpenLong OR Sell,BTPrice1, Null);STPrice1 = IIf(OpenShort OR Cover,STPrice1, Null); BSLPrice = IIf(OpenLong OR Sell, BSLPrice, Null);SSLPrice = IIf(OpenShort OR Cover, SSLPrice, Null);///////////////////////////////////////////////////////////////////////////////////////////SellPrice = IIf(Sell*SLSell, BSLPrice, IIf(Sell*TSell1, BTPrice1,IIf(Sell*Short,ShortPrice, IIf(Sell*MarketClose, Close ,IIf (Sell,Close,Null)))));CoverPrice = IIf(Cover*SLCover, SSLPrice,IIf(Cover*TCover1,STPrice1 ,IIf(Cover*Buy,BuyPrice, IIf(Cover*MarketClose, Close,IIf(Cover,Close,Null)))));//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////Plot(BuyPrice, "Buy Price", colorBrightGreen, styleLine|styleDots|styleThick|styleNoLabel|styleNoRescale|styleNoTitle);Plot(ShortPrice, "Short Price", colorRed, styleLine|styleDots|styleThick|styleNoLabel|styleNoRescale|styleNoTitle);Plot(BTPrice1, "Buy Target Price1", colorGreen, styleLine|styleDashed|styleNoTitle|styleNoRescale);Plot(STPrice1, "Short Target Price1", colorRed, styleLine|styleDashed|styleNoTitle|styleNoRescale);Plot(BSLPrice, "Buy SL Price", colorRed, styleLine|styleDashed|styleNoTitle|styleNoRescale);Plot(SSLPrice, "Short SL Price",colorGreen , styleLine|styleDashed|styleNoTitle|styleNoRescale); 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(Cover, shapeUpTriangle, shapeNone),colorCustom7, 0,L, Offset=-70); PlotShapes(IIf(Sell, shapeDownTriangle, shapeNone),colorCustom12, 0,H, Offset=-70);PlotShapes( TSell1 * shapeStar, colorBrightGreen , 0, H, 25, 0 );PlotShapes( SLCover * shapeStar, colorBrightGreen , 0, H, 25, 0 );PlotShapes( SLSell * shapeStar, colorRed , 0, L, -25, 0 );///////////////////////////////////////////////////////////////////////////////////////////////////// |
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Which timeframe you saw profits ? I checked for intraday 5/10/15 mins seeing losses
pls explain