Re: [amibroker] AFL Codes Needed

 

Hi vsharma --

I am sorry to be the bearer of disappointing news.

But it will be impossible for you or anyone else to be successful using AmiBroker -- or any other trading system development platform -- without first having the ability to understand the logic you want to use and to write it in the language used by that platform. 

Even worse, writing the AmiBroker code is of relatively small concern.  You need a firm foundation in the general field of modeling and simulation, with specific understanding of modeling financial time series to give accurate short-term predictions.  If I may recommend -- visit the website of my free book "Introduction to AmiBroker", download a copy, and study it.
http://www.introductiontoamibroker.com/

Then proceed from there.  Expect it to take 10,000 hours -- equivalent to a university degree. 

You will need good preparation.  Your trades -- even your very first trades -- will be in the same arena as Goldman Sachs, David Shaw, and Steve Cohen.

Best regards,
Howard


On Wed, Feb 3, 2016 at 11:29 AM, vsharma98@yahoo.com [amibroker] <amibroker@yahoogroups.com> wrote:
 

Can I get help define the following AFL codes for my trading strategies:


 

 

LONG STRATEGY: (strategy 1)

 

 

i) check if the NIFTY (which is the NSE (India index) is in the fast and slow stochastic higher crossover zone and only then execute the LONG AFL code. i.e., NIFTY index FastK & SlowK are above their respective Fast and SlowD for long strategy to trigger in both 5 and 15 min ticks.

 

 

Buy if either fast or slow stochastics %K line cuts ABOVE its %D line (and) %K line of the other stochastic is ALSO ABOVE %D line of the other stochastic on both 5 min and 15 min ticks

 

 

Sell if if either fast or slow stochastics %K line cuts BELOW its %D line (and) %K line of the other stochastic is ALSO BELOW %D line of the other stochastic on both 5 min and 15 min ticks.

 

ii) square off at 5% profit or 3% stop loss from buying price.

 

SHORT Strategy 1

 

THE REVERSE OF ABOVE FOR SHORT STRATEGY

 

 

 

For Long(strategy2)

C= Condition

 

C1: PLUS DI > MINUS DI

 

C2: PLUS DI PREVIOUS < MINUS DI PREVIOUS

 

C3: ADX>25

 

C4: ADX>PLUS DI

 

For Short(strategy2)

 

C1:MINUS DI > PLUS DI

 

C2: MINUS DI PREVIOUS < PLUS DI PREVIOUS

 

C3: ADX>25

 

C4: ADX>MINUS DI

--------------------------------------------------------------------------------------------------------

 

For Long(strategy 3)

 

C1: PLUS DI > MINUS DI

 

C2: PLUS DI PREVIOUS < MINUS DI PREVIOUS

 

C3: ADX>25

 

C4: ADX>PLUS DI

 

C5: MACD>MACDSIGNAL

 

C6: MACD PREVIOUS < MACD SIGNAL PREVIOUS

 

C7: PSAR<LOW PRICE

 

C8: PSAR PREVIOUS > HIGH PRICE PREVIOUS

 

C9: LAST CLOSE PRICE > SUPERTREND

 

C10: LAST CLOSE PRICE PREVIOUS < SUPERTREND PREVIOUS

 

C11: MACD<0

 

 

For Short(strategy 3)

 

C1: MINUS DI > PLUS DI

 

C2: PLUS DI PREVIOUS > MINUS DI PREVIOUS

 

C3: ADX>25

 

C4: ADX>MINUS DI

 

C5: MACD<MACDSIGNAL

 

C6: MACD PREVIOUS > MACD SIGNAL PREVIOUS

 

C7: PSAR>HIGH PRICE

 

C8: PSAR PREVIOUS < LOW PRICE PREVIOUS

 

C9: LAST CLOSE PRICE < SUPERTREND

 

C10: LAST CLOSE PRICE PREVIOUS > SUPERTREND PREVIOUS

 

C11: MACD>0

 

 

For Long(strategy 4)

 

 

Buy 


C1 : NIFTY RSI CURRENT > 30.0 AND RSI PREV < 30.0

 C2 : ( RSI CURRENT > 30.0 AND RSI PREV < 30.0 ) 

 

Sell

C3: ( RSI CURRENT < 70.0 AND RSI PREV > 70.0 ) AND ( MACD < MACD ) 

 

OR

Exit if Stop Loss changes by 3.0%
OR
Exit if Profit Target meets 5.0%

For SHORT (strategy 4)

 

 

 

Sell

C1 : NIFTY RSI CURRENT < 70 AND RSI PREV > 70

C2: ( RSI CURRENT < 70.0 AND RSI PREV > 70.0 ) AND ( MACD < MACD ) 

 

Buy

C3: ( RSI CURRENT > 30.0 AND RSI PREV < 30.0 ) AND ( MACD > MACD ) 

 

OR

Exit if Stop Loss changes by 3.0%
OR
Exit if Profit Target of 5.0% met

 



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Posted by: Howard B <howardbandy@gmail.com>
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