Help building an AFL

av1428 · Jan 12, 2013

:clap:Hi all
I'm in need of help creating an AFL with the below requites:

LTP above EMA 34 and cross ABOVE EMA 8 then Buy signal

LTP above EMA 34 and cross BELOW EMA 8 then CLOSE BUY POSITION

LTP BELOW EMA 34 and cross BELOW EMA 8 then Sell signal

LTP ELOW EMA 34 and cross above EMA 8 then CLOSE SELL POSITION

PARAM TO CHANGE BOTH EMA TIME FRAMES

Please help in building this AFL; Thanks in advance

av1428 · Jan 12, 2013

And please post steps to backtest as well, sorry I'm a newbie for AMI

av1428 · Jan 13, 2013

Is there anyone who can code the above AFL for me, please?!

amanfree · Jan 13, 2013

ps = Optimize("period Small",8,1,100,1);
pl = Optimize("period large",34,1,100,1);
A = EMA(Close,ps);
B = EMA(Close,pl);

Buy = C > A AND C>B;
Sell= C<A AND C<B;
Cover = Close > A;
Short = Close < A;

Buy = ExRem(Buy, Short OR Sell) ;
Short = ExRem(Short, Buy OR Cover) ;
Sell = ExRem(Sell, Buy ) ;
Cover = ExRem(Cover, Short );

PlotShapes(Buy*shapeUpArrow, colorBlue, 0, High, 12) ;
PlotShapes(Short*shapeDownArrow, colorRed, 0, Low, 12) ;
PlotShapes(Cover*shapeUpArrow, colorBlack, 0, High, 12) ;
PlotShapes(Sell*shapeDownArrow, colorBlack, 0, Low, 12) ;

Filter = Buy OR Sell ;

AddColumn(Buy,"buy",1.2);
AddColumn(Sell,"sell",1.2);

av1428 · Jan 13, 2013

amanfree said:

Thanks Aman
but this code does not show anything on screen...?
Please help

and

Is there a way that we can create an excel / csv file when there is a buy / sell signal.....
I found a code to write an excel / csv file when the chart is activated.
however I'm looking for a code to create a excel / csv only if there is a buy or sell signal

{Excel Output}
Ticker Date Time Open High Low Close Open Interest Volume Signal
BANKNIFTY-I 12/12/2012 09:25:00 12382.6504 12399.5 12360.2002 12398.5 1322100 64675
BANKNIFTY-I 12/12/2012 09:35:00 12398 12400 12381 12395 1339825 47950
BANKNIFTY-I 12/12/2012 09:45:00 12396 12402 12370.5 12381 1337300 36550
{Excel output ends}

This method actualy backfills all data, and I'm looking to add all buy and sell signals in it once when a signal is generated then it should backfill data with all buy signals, please help create one for me.....; Thanks in advance

Above is the CSV genarated (Found this code in this forum), signal col is empty and is not genarating.... kindly help

Code:

Code:

if(Buy[b])
	{
		PlotText("\n\n\n\n Buy\n "+NumToStr(BuyPrice[b],1.2),b,BuyPrice[b],colorBrightGreen);
		dayhours = ParamToggle("Day hours only", "No|Yes");
fmkdir("c:\\AmiBackup\\");
SetBarsRequired(100000,100000);
lname = Name(); // gets the name of the symbol
// note: if you have names with invalid characters like / you must :thumb:rename the file before you try to create a Name 
// add an IF line for each symbol you need to rename
if (lname == "ER2U8-GLOBEX-FUT") lname = "ER2U8";

fh = fopen( "c:\\AmiBackup\\" + lname + ".csv", "w"); 
if( fh ) 
{ 
	if(Interval() == inDaily OR Interval() == inMonthly OR Interval() ==
inWeekly)
	{
		fputs( "Ticker,Date,Open,High,Low,Close,Open Interest,Volume, sig \n", fh ); 
	   	for( i = 0; i < BarCount; i++ ) 
		{ 
 		  	y = Year(); 
 		  	m = Month(); 
		   	d = Day(); 
			fputs( Name() + "," , fh );
   		   	ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
   	   		fputs( ds, fh ); 
      		qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],OI[ i ],V[ i ], Buy[b]); 
      		fputs( qs, fh ); 
			if(i == 1000000 OR i == 2000000 OR i == 3000000 OR i == 4000000)
			{
				fclose( fh ); 
				if(i == 1000000  ) fh = fopen( "c:\\AmiBackup\\" + lname + " A.csv", "w"); 
				if(i == 2000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " B.csv", "w"); 
				if(i == 3000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " C.csv", "w"); 
				if(i == 4000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " D.csv", "w"); 
			}
		}
	}
	else // intraday so add time field
	{
		fputs( "Ticker,Date,Time,Open,High,Low,Close,Open Interest,Volume, Signal \n", fh ); 
 	  	y = Year(); 
 	  	m = Month(); 
	   	d = Day(); 
	   	r = Hour();
	   	e = Minute();
	   	n = Second();
   
	   	for( i = 1; i < BarCount; i++ ) 
		{ 
			if (dayhours AND LastValue(TimeNum()) >= 92900 AND LastValue(TimeNum()) <=
161500)
			{ 
				fputs( Name() + "," , fh );
 		     	ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
   			   	fputs( ds, fh ); 
 
  	    		ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ],n[ i ] ); 
  	    		fputs( ts, fh ); 

	 	     	qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],OI[ i ],V[ i ], Buy[b] ); 
		      	fputs( qs, fh ); 
			}
			else
			{ 
				fputs( Name() + "," , fh );
 		     	ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
   			   	fputs( ds, fh ); 
 
  	    		ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ],n[ i ] ); 
  	    		fputs( ts, fh ); 

	 	     	qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],OI[ i ],V[ i ], Buy[b] ); 
		      	fputs( qs, fh ); 
			}
			if(i == 1000000 OR i == 2000000 OR i == 3000000 OR i == 4000000)
			{
				fclose( fh ); 
				if(i == 1000000  ) fh = fopen( "c:\\AmiBackup\\" + lname + " A.csv", "w"); 
				if(i == 2000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " B.csv", "w"); 
				if(i == 3000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " C.csv", "w"); 
				if(i == 4000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " D.csv", "w"); 
			}
 	  	} 
	}
   	fclose( fh ); 
}
}
else if ( Sell[b] )
{

PlotText("Sell  "+NumToStr(SellPrice[b], 1.2),b,SellPrice[b],colorDarkRed);

dayhours = ParamToggle("Day hours only", "No|Yes");
fmkdir("c:\\AmiBackup\\");
SetBarsRequired(100000,100000);
lname = Name(); // gets the name of the symbol
// note: if you have names with invalid characters like / you must rename the file before you try to create a Name 
// add an IF line for each symbol you need to rename
if (lname == "ER2U8-GLOBEX-FUT") lname = "ER2U8";

fh = fopen( "c:\\AmiBackup\\" + lname + ".csv", "w"); 
if( fh ) 
{ 
	if(Interval() == inDaily OR Interval() == inMonthly OR Interval() ==
inWeekly)
	{
		fputs( "Ticker,Date,Open,High,Low,Close,Open Interest,Volume,Signal \n", fh ); 
	   	for( i = 0; i < BarCount; i++ ) 
		{ 
 		  	y = Year(); 
 		  	m = Month(); 
		   	d = Day(); 
			fputs( Name() + "," , fh );
   		   	ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
   	   		fputs( ds, fh ); 
      		qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],OI[ i ],V[ i ], Sell[i]); 
      		fputs( qs, fh ); 
			if(i == 1000000 OR i == 2000000 OR i == 3000000 OR i == 4000000)
			{
				fclose( fh ); 
				if(i == 1000000  ) fh = fopen( "c:\\AmiBackup\\" + lname + " A.csv", "w"); 
				if(i == 2000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " B.csv", "w"); 
				if(i == 3000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " C.csv", "w"); 
				if(i == 4000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " D.csv", "w"); 
			}
		}
	}
	else // intraday so add time field
	{
		fputs( "Ticker,Date,Time,Open,High,Low,Close,Open Interest,Volume, Signal \n", fh ); 
 	  	y = Year(); 
 	  	m = Month(); 
	   	d = Day(); 
	   	r = Hour();
	   	e = Minute();
	   	n = Second();
   
	   	for( i = 1; i < BarCount; i++ ) 
		{ 
			if (dayhours AND LastValue(TimeNum()) >= 92900 AND LastValue(TimeNum()) <=
161500)
			{ 
				fputs( Name() + "," , fh );
 		     	ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
   			   	fputs( ds, fh ); 
 
  	    		ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ],n[ i ] ); 
  	    		fputs( ts, fh ); 

	 	     	qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],OI[ i ],V[ i ],Sell[i] ); 
		      	fputs( qs, fh ); 
			}
			else
			{ 
				fputs( Name() + "," , fh );
 		     	ds = StrFormat("%02.0f-%02.0f-%02.0f,", m[ i ], d[ i ], y[ i ] ); 
   			   	fputs( ds, fh ); 
 
  	    		ts = StrFormat("%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ],n[ i ] ); 
  	    		fputs( ts, fh ); 

	 	     	qs = StrFormat("%.4f,%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ],H[ i ],L[ i ],C[ i
],OI[ i ],V[ i ],Sell[i] ); 
		      	fputs( qs, fh ); 
			}
			if(i == 1000000 OR i == 2000000 OR i == 3000000 OR i == 4000000)
			{
				fclose( fh ); 
				if(i == 1000000  ) fh = fopen( "c:\\AmiBackup\\" + lname + " A.csv", "w"); 
				if(i == 2000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " B.csv", "w"); 
				if(i == 3000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " C.csv", "w"); 
				if(i == 4000000 ) fh = fopen( "c:\\AmiBackup\\" + lname + " D.csv", "w"); 
			}
 	  	} 
	}
   	fclose( fh ); 
}		
};
}

av1428 · Jan 13, 2013

amanfree said:

I had tried embedding your code into mine still its not working properly please help....

here is my code

Code:

_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", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
//Plot(array, Name, Color, style=styleLine, Min=Null, Max=Null, xshift=0, zorder=0);
Plot(EMA(Close, 8),"EMA8", ParamColor("8EMAColor", colorBlue), styleLine);
Plot(EMA(Close, 34),"EMA34", ParamColor("34EMAColor", colorGreen), styleLine);



/*
Buy = Close > EMA(  Close , 34 ) 	AND Close > EMA(  Close , 8);

Sell =	Close > EMA(  Close , 34 ) 
	AND Close < EMA(  Close , 8 );

Short = Close < EMA(  Close , 34 ) 
	AND Close < EMA(  Close , 8 );

Cover = 	Close < EMA(  Close , 34 ) 
	AND Close > EMA(  Close , 8 );
*/

/*
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short = ExRem(Short,Cover);
Cover = ExRem(Cover,Short);

BuyPrice = ValueWhen(Buy,C);
ShortPrice = ValueWhen(Short,C);
*/



Buy= (Close > EMA(  Close , 34 ) 	AND Cross(C, Close > EMA(Close , 8)));


PlotShapes(IIf(Buy, shapeSquare, shapeNone), colorDarkBlue, 0, L, Offset=-40);
//PlotShapes(IIf(ShortPrice, shapeCircle, shapeNone), colorDarkBlue, 0, L, Offset=-50);


_SECTION_END();

av1428 · Jan 13, 2013

Below is the chart
Kindly provide Buy Cover_Buy Sell Cover_Short in writings, please

amanfree · Jan 13, 2013

use analysis window and press optimize button after doing all the settings

http://www.2shared.com/file/PO4SKQVO/results_NF_Daily.html

av1428 · Jan 13, 2013

amanfree said:

Please help me do it, Please provide step by step instruction in Analysing....

I'm getting all zeros

amanfree · Jan 13, 2013

av1428 said:

ok will do it through team viewer

pm me ur skype or yahoo or google talk id

dont post ur TV vredential here in open forum

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