Amibroker afl

Algos, strategies, code
1

Hi,

below is the ATR study AFL for amibroker, currently this is only supporting the long side of the trader, can any one convert the below code for supporting short/cover trade codings.

//* ATR Study: */

Exclude = MA(V,50)<200 ;

MaxGraph = 12;

Graph0 = C;

Graph0Color = 1;

Graph0Style = 64;

BuyOffSet = 18;//Optimize(“BuyOffSet”,18,15,20,1);

SellOffset = BuyOffSet;//Optimize(“SellOffset”,2,2,14,2);

RegLength = 5;//Optimize(“RegLength”,5, 2,11,2);

BuyATRPeriod = 2;//Optimize(“BuyATRPeriod”,2,2,5,1);

SellATRPeriod = BuyATRPeriod;//Optimize(“SellATRPeriod”,4,2,11,2);

ATRMultiplier = 1;//Optimize(“ATRMultiplier”,1,0.7,1.25,.05);

Graph8 = HHV(H-ATRMultiplierATR(BuyATRPeriod),BuyOffset); / RED */

Graph9 = LLV(L+ATRMultiplierATR(SellATRPeriod),SellOffset); / GREEN */

Graph8Style=Graph9Style = 5;

Graph9Color= 5; /* 5 is green */

Graph8Color = 4; /* 4 is red */

ticker = 0.0;//Optimize(“Tickerk”,0,0,1,0.125);

Buy = Cross(C,Graph8) AND C>Graph9 AND LinRegSlope(EMA(C,17),2)>0;

Sell = Cross(Graph8,C) AND LinRegSlope(C,2)<0;

Buy = ExRem(Buy,Sell);

Sell = ExRem(Sell,Buy);

BuyStop = Ref(Graph8,-1)+ ticker;

BuyPrice = Max(BuyStop,Low);

SellStop= Ref(Graph8,-1); //IIf(Cross(Graph8,C),Ref(Graph8,-1),0);

SellPrice = Min( SellStop, High )- ticker;

//ApplyStop(2,3,Optimize(“TrailingStop”,15,0,20,5),1);

Filter= (Buy OR Sell) ;

NumColumns = 8;

Column0 = IIf(Buy==1,1,IIf(Sell==1,-1,0) );

Column0Format = 1.0;

Column0Name = “Long/Sell”;

Column1 = C;

Column1Name = "Close ";

Column1Format = 1.2;

Column2 = MA(V,17);

Column2Name = "17 Ma Vol ";

Column2Format = 1.0;

Column3 = MA(C,17)/MA(C,50);

Column3Name = "% 17/50 ";

Column3Format = 1.2;

Column3Format = 1.2;

Column4= MA(C,17);

Column4Name=“17 C ma”;

Column4Format = 1.2;

Column5= MA(C,50);

Column5Name=“50 C ma”;

Column5Format = 1.2;

Column6= BuyPrice;

Column6Name=“BuyPrice”;

Column6Format = 1.2;

Column7= SellPrice;

Column7Name=“Sellprice”;

Column7Format = 1.2;

2

Updated the code with Sell and also indicates when a buy and sell is triggered on charts.

Let me know if you need further help.

Regards

Vivith

//* ATR Study:  */

Exclude = MA(V,50)<200 ;

MaxGraph = 12;

Graph0 = C;

Graph0Color = 1;

Graph0Style = 64;

BuyOffSet = 18;//Optimize("BuyOffSet",18,15,20,1);

SellOffset = BuyOffSet;//Optimize("SellOffset",2,2,14,2);

RegLength = 5;//Optimize("RegLength",5, 2,11,2);

BuyATRPeriod = 2;//Optimize("BuyATRPeriod",2,2,5,1);

SellATRPeriod = BuyATRPeriod;//Optimize("SellATRPeriod",4,2,11,2);

ATRMultiplier = 1;//Optimize("ATRMultiplier",1,0.7,1.25,.05);

Graph8 = HHV(H-ATRMultiplier*ATR(BuyATRPeriod),BuyOffset);   /* RED */

Graph9 = LLV(L+ATRMultiplier*ATR(SellATRPeriod),SellOffset);  /*  GREEN */

Graph8Style=Graph9Style = 5;

Graph9Color=  5;  /* 5 is green */

Graph8Color = 4;  /* 4 is red */

ticker = 0.0;//Optimize("Tickerk",0,0,1,0.125);

Buy = Cross(C,Graph8) AND C>Graph9 AND LinRegSlope(EMA(C,17),2)>0;

Sell = Cross(Graph8,C) AND (C<Graph9) AND  LinRegSlope(EMA(C,17),2)<0;

Buy = ExRem(Buy,Sell);

Sell = ExRem(Sell,Buy);

BuyStop = Ref(Graph8,-1)+ ticker;

BuyPrice = Max(BuyStop,Low);

SellStop= Ref(Graph8,-1);   //IIf(Cross(Graph8,C),Ref(Graph8,-1),0);

SellPrice = Min( SellStop, High )- ticker;

//ApplyStop(2,3,Optimize("TrailingStop",15,0,20,5),1);

Filter=   (Buy OR Sell)      ;     

PlotShapes(IIf(Buy, shapeStar, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Sell, shapeStar, shapeNone),colorRed, 0, H, Offset=40);

NumColumns = 8;

Column0 =  IIf(Buy==1,1,IIf(Sell==1,-1,0) );

Column0Format = 1.0;

Column0Name = "Long/Sell";

Column1 = C;

Column1Name = "Close       ";

Column1Format = 1.2;

Column2 = MA(V,17);

Column2Name = "17 Ma Vol   ";

Column2Format = 1.0;

Column3 = MA(C,17)/MA(C,50);

Column3Name = "% 17/50 ";

Column3Format = 1.2;

Column3Format = 1.2;

Column4= MA(C,17);

Column4Name="17 C ma";

Column4Format = 1.2;

Column5= MA(C,50);

Column5Name="50 C ma";

Column5Format = 1.2;

Column6= BuyPrice;

Column6Name="BuyPrice";

Column6Format = 1.2;

Column7= SellPrice;

Column7Name="Sellprice";

Column7Format = 1.2;
1 Like
3

thanks for the response, But still it is working for short trades, can u please highlight the changes done in the codes for short/cover trades

4

You mean short trades are not showing up?
Here is the code
Sell = Cross(Graph8,C) AND (C<Graph9) AND LinRegSlope(EMA(C,17),2)<0;
Regards
Vivith