[amibroker] RE: Requesting help to modify the simple trading system

Coolman 18.09

Think this is what your looking for. The concept of using an index as a filter for buying/selling. Any ticker in your database can be referenced using Foreign() function.The symbols bought will still depend on "Apply to" selection in Analysis window

Link to the manual
AFL Function Reference - FOREIGN


	AFL Function Reference - FOREIGN Foreign function synchronizes the data file you are referencing with the currently selected symbol. Synchronization makes sure that EACH bar of FOREIGN data
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That's a link to a video

How to Add an Index Filter to your Amibroker Trading System


			How to Add an Index Filter to your Amibroker Trading Sys... An Index Filter stops you from buying when the overall market is falling. Learn how to add one to your trading system for FREE, in this amazing video.
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If I understand your question correctly, one could use this as an example to only allow a buy if ^GSPC is above its 50 day moving average.

// GSPC filter

GSPC = Foreign("^GSPC","Close");
GSPCUp = Market > MA(Market,50);

// MA Cross over system

SetOption( "InitialEquity", 10000 );

MaxPositions = 1;

SetOption("MaxOpenPositions", MaxPositions );

PositionSize = -100/MaxPositions ;

SetTradeDelays( 1, 1, 1, 1 );

BuyPrice = SellPrice = Open;

Vcond = V > 1000000;

Buy = Cross(EMA( Close, 9), EMA( Close, 21)) AND VCond AND C > 10 AND GSPCUp;

Sell = Cross(EMA( Close, 21), EMA( Close, 9)) AND VCond;

Buy = ExRem( Buy, Sell);

Sell = ExRem( Sell, Buy);

Filter = 1;

AddColumn(O, "Open");

AddColumn(C, "Close");

// End of the system

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Posted by: brandon.richard03@yahoo.com

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