please help me amibroker afl

vishal12 · May 2, 2014

IAM USING ONE AMIBROKER INTRADAY INDICATORE

I NEED TO ADD MY OWN BACKTESTING FOR BUY SELL INDICATOR

MY NEED IS:::

BUY CONDITION: ALL BUY SIGNAL ONLY TAKE BUY WHEN BREAKE HIGH OF THE BUY SIGNAL CANDLE.

SELL CONDITION: ALL SELL SIGNAL ONLY TAKE SELL WHEN BREAKE LOW OF THE BUY SIGNAL CANDLE.

MY AFL IS BELOW

_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() );
_SECTION_END();

_SECTION_BEGIN("Advanced Trailstop System");

mult=Param("multi", 2.0, 0.1, 10, 0.05);
Aper=Param("ATR period", 7, 2, 100, 1 );
atrvalue=(mult*ATR(aper));

Bs[0]=0;//=L;
L[0]=0;
C[0]=0;

for( i = 9; i < BarCount; i++ )
{
if ( L[ i ] > L[ i - 1 ] AND L[ i ] > L[ i - 2 ] AND L[ i ] > L[ i - 3 ] AND L[ i ] > L[ i - 4 ] AND
L[ i ] > L[ i - 5 ] AND L[ i ] > L[ i - 6 ] AND L[ i ] > L[ i - 7 ] AND L[ i ] > L[ i - 8 ] AND
L[ i ] > L[ i - 9 ] AND C[ i ] > bs[ i - 1 ])
{
bs[ i ] = L[ i ] - ATRvalue[ i ] ;

}
else
{
if ( H[ i ] < H[ i - 1 ] AND H[ i ] < H[ i - 2 ] AND H[ i ] < H[ i - 3 ] AND H[ i ] < H[ i - 4 ] AND
H[ i ] < H[ i - 5 ] AND H[ i ] < H[ i - 6 ] AND H[ i ] < H[ i - 7 ] AND H[ i ] < H[ i - 8 ] AND
H[ i ] < H[ i - 9 ] AND C[ i ] < bs[ i - 1 ] )
{
bs[ i ] = H[ i ] + ATRvalue[ i ];

}
else
{
bs[ i ] = bs[ i - 1];
} }}

//================================================== ==
Mycolor=IIf(C>bs,colorLime,colorRed);
bcolor=IIf(C>bs,colorBlue,colorBlue);
//PlotOHLC( Open, High, Low, Close, "", Mycolor, styleBar| styleThick );
Plot(bs,"ATS",bcolor,1|styleThick);
Buy=Cover=Cross(C,bs);
Sell=Short=Cross(bs,C);
shape=Buy*shapeUpArrow + Sell*shapeDownArrow;
PlotShapes(shapeUpArrow*Buy, colorLime, 0, L, -95 );
PlotShapes(shapeDownArrow*Sell, colorRed, 0, H, -30 );
SellPrice=ValueWhen(Sell,C,1);
BuyPrice=ValueWhen(Buy,C,1);
Long=Flip(Buy,Sell);
Shrt=Flip(Sell,Buy );
_SECTION_END();
Filter= Buy OR Sell OR Short OR Cover;
//=================TITLE============================ ================================================== ==================

_SECTION_BEGIN("Title");
if( Status("action") == actionIndicator )
(
Title = EncodeColor(colorWhite)+ "Advanced Trailstop System " + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n"+
EncodeColor(colorLime)+
WriteIf (Buy , " GO LONG / Reverse Signal at "+C+" ","")+
WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+" ","")+"\n"+EncodeColor(colorWhite)+
WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+
WriteIf(Buy , "Total Profit/Loss for the Last trade Rs."+(SellPrice-C)+"","")+
WriteIf(Long AND NOT Buy, "Trade : Long - Entry price Rs."+(BuyPrice),"")+
WriteIf(shrt AND NOT Sell, "Trade : Short - Entry price Rs."+(SellPrice),"")+"\n"+
WriteIf(Long AND NOT Buy, "Current Profit/Loss Rs."+(C-BuyPrice)+"","")+
WriteIf(shrt AND NOT Sell, "Current Profit/Loss Rs."+(SellPrice-C)+"",""));
_SECTION_END();
Edit/Delete Message

vishal12 · May 8, 2014

any experts????????

purusharth · May 8, 2014

Try this

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() );
_SECTION_END();

_SECTION_BEGIN("Advanced Trailstop System");



mult=Param("multi", 2.0, 0.1, 10, 0.05);
Aper=Param("ATR period", 7, 2, 100, 1 );
atrvalue=(mult*ATR(aper));

Bs[0]=0;//=L;
L[0]=0;
C[0]=0;

for( i = 9; i < BarCount; i++ )
{
if ( L[ i ] > L[ i - 1 ] AND L[ i ] > L[ i - 2 ] AND L[ i ] > L[ i - 3 ] AND L[ i ] > L[ i - 4 ] AND
L[ i ] > L[ i - 5 ] AND L[ i ] > L[ i - 6 ] AND L[ i ] > L[ i - 7 ] AND L[ i ] > L[ i - 8 ] AND
L[ i ] > L[ i - 9 ] AND C[ i ] > bs[ i - 1 ])
{
bs[ i ] = L[ i ] - ATRvalue[ i ] ;

}
else
{
if ( H[ i ] < H[ i - 1 ] AND H[ i ] < H[ i - 2 ] AND H[ i ] < H[ i - 3 ] AND H[ i ] < H[ i - 4 ] AND
H[ i ] < H[ i - 5 ] AND H[ i ] < H[ i - 6 ] AND H[ i ] < H[ i - 7 ] AND H[ i ] < H[ i - 8 ] AND
H[ i ] < H[ i - 9 ] AND C[ i ] < bs[ i - 1 ] )
{
bs[ i ] = H[ i ] + ATRvalue[ i ];

}
else
{
bs[ i ] = bs[ i - 1];
} }}

//================================================== ==
Mycolor=IIf(C>bs,colorLime,colorRed);
bcolor=IIf(C>bs,colorBlue,colorBlue);
//PlotOHLC( Open, High, Low, Close, "", Mycolor, styleBar| styleThick );
Plot(bs,"ATS",bcolor,1|styleThick);
B1=Cover=Cross(C,bs);
S1=Short=Cross(bs,C);
buy=b1 and ref(h,1)>=h;
sell=s1 and ref(l,1)<=l;
shape=Buy*shapeUpArrow + Sell*shapeDownArrow;
PlotShapes(shapeUpArrow*Buy, colorLime, 0, L, -95 );
PlotShapes(shapeDownArrow*Sell, colorRed, 0, H, -30 );
SellPrice=ValueWhen(Sell,l);
BuyPrice=ValueWhen(Buy,h);
Long=Flip(Buy,Sell);
Shrt=Flip(Sell,Buy );
_SECTION_END();
Filter= Buy OR Sell OR Short OR Cover;
//=================TITLE============================ ================================================== ==================

_SECTION_BEGIN("Title");
if( Status("action") == actionIndicator )
(
Title = EncodeColor(colorWhite)+ "Advanced Trailstop System " + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n"+
EncodeColor(colorLime)+
WriteIf (Buy , " GO LONG / Reverse Signal at "+C+" ","")+
WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+" ","")+"\n"+EncodeColor(colorWhite)+
WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+
WriteIf(Buy , "Total Profit/Loss for the Last trade Rs."+(SellPrice-C)+"","")+
WriteIf(Long AND NOT Buy, "Trade : Long - Entry price Rs."+(BuyPrice),"")+
WriteIf(shrt AND NOT Sell, "Trade : Short - Entry price Rs."+(SellPrice),"")+"\n"+
WriteIf(Long AND NOT Buy, "Current Profit/Loss Rs."+(C-BuyPrice)+"","")+
WriteIf(shrt AND NOT Sell, "Current Profit/Loss Rs."+(SellPrice-C)+"",""));
_SECTION_END();

vishal12 · May 14, 2014

Thanks for ur reply.

And i also need to to close position in intraday for backtest.

Can u help me

purusharth · May 14, 2014

vishal12 said:

For that use this code..

Code:

TimeRange = ParamToggle("Time","No|Yes");
Starttime = Param("Starttime",090000,0,235500,0);
Closetime = Param("Closetime",151500,0,235500,0);
ExitToday = (Ref(DateNum(),1) > DateNum());

Buy = IIf(TimeRange==False,B1,B1 AND TimeNum() > Starttime AND TimeNum() < Closetime);
Sell = IIf(TimeRange==False,S1,S1 OR TimeNum() > Closetime OR ExitToday);
Short = IIf(Timerange==False,Sh1,Sh1 AND TimeNum() > Starttime AND TimeNum() < Closetime);
Cover = IIf(Timerange==False,Co1,Co1 OR TimeNum() > Closetime OR ExitToday);

replay buy in your system with b1, sell with s1, cover with co1 and short with sh1

vishal12 · May 15, 2014

dear purusharth ,

thank you for you hard work behalf of me.

YOUR PREVIOUS EDITED MY AFL COULD NOT FIND EAXCT BUY SELL SIGNAL.

i need some correction.please do for me i really thank full for you.

1.we need to put shape star for all buy sell signal.(as per old afl)

2.BUY CONDITION: ALL BUY SIGNAL ONLY WILL TAKE HIGH+1 OF THE SIGNAL CANDLE .THAT CANDLE ONLY I NEED BUY SIGNAL.

3.SELL CONDITION: ALL SELL SIGNAL ONLY WILL TAKE LOW-1 OF THE SIGNAL CANDLE.
THAT CANDLE ONLY I NEED SELL SIGNAL.

EXAMPLE(SUPPOSE BUY SIGNAL CAME @ 100 RS OF BUY SIGNAL CANDLE(CLOSE).WHEN BREAKE 101RS THAT TIME ONLY I NEED SIGNAL(MAY IT WILL BREAKE 4 OR 15 CANDLE)

I HOPE YOU UNDERSTAND MY CRITERIA.

PLEASE PLEASE CREATE FOR.
AWAITING FOR VALUABLE RELY.

REGARDS,
VISHAL

vishal12 · May 15, 2014

Iam waiting

purusharth · May 15, 2014

vishal12 said:

friend i am not able to get your requirements clearly..

if you could explain thoroughly.. maybe i can help.

vishal12 · May 15, 2014

First i tku for ur response.i will get u back tmro cleearly

vishal12 · May 16, 2014

dear sir,

my requirement is below

BUY CONDITION: ALL BUY SIGNAL ONLY WILL TAKE HIGH+1 OF THE SIGNAL CANDLE .

SELL CONDITION: ALL SELL SIGNAL ONLY WILL TAKE LOW-1 OF THE SIGNAL CANDLE.

PLEASE SEE THE SCREEN SHOT FOR YOUR REF

http://imageshack.com/a/img838/3879/xmn2.jpg
--------------------------------------------------------------------------

PLEASE USE THIS AFL----------

_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() );
_SECTION_END();

_SECTION_BEGIN("Advanced Trailstop System");

mult=Param("multi", 2.0, 0.1, 10, 0.05);
Aper=Param("ATR period", 7, 2, 100, 1 );
atrvalue=(mult*ATR(aper));

Bs[0]=0;//=L;
L[0]=0;
C[0]=0;

for( i = 9; i < BarCount; i++ )
{
if ( L[ i ] > L[ i - 1 ] AND L[ i ] > L[ i - 2 ] AND L[ i ] > L[ i - 3 ] AND L[ i ] > L[ i - 4 ] AND
L[ i ] > L[ i - 5 ] AND L[ i ] > L[ i - 6 ] AND L[ i ] > L[ i - 7 ] AND L[ i ] > L[ i - 8 ] AND
L[ i ] > L[ i - 9 ] AND C[ i ] > bs[ i - 1 ])
{
bs[ i ] = L[ i ] - ATRvalue[ i ] ;

}
else
{
if ( H[ i ] < H[ i - 1 ] AND H[ i ] < H[ i - 2 ] AND H[ i ] < H[ i - 3 ] AND H[ i ] < H[ i - 4 ] AND
H[ i ] < H[ i - 5 ] AND H[ i ] < H[ i - 6 ] AND H[ i ] < H[ i - 7 ] AND H[ i ] < H[ i - 8 ] AND
H[ i ] < H[ i - 9 ] AND C[ i ] < bs[ i - 1 ] )
{
bs[ i ] = H[ i ] + ATRvalue[ i ];

}
else
{
bs[ i ] = bs[ i - 1];
} }}

//====================================================
Mycolor=IIf(C>bs,colorLime,colorRed);
bcolor=IIf(C>bs,colorBlue,colorBlue);
//PlotOHLC( Open, High, Low, Close, "", Mycolor, styleBar| styleThick );
Plot(bs,"ATS",bcolor,1|styleThick);
Buy=Cover=Cross(C,bs);
Sell=Short=Cross(bs,C);
shape=Buy*shapeUpArrow + Sell*shapeDownArrow;
PlotShapes(shapeUpArrow*Buy, colorLime, 0, L, -95 );
PlotShapes(shapeDownArrow*Sell, colorRed, 0, H, -30 );
SellPrice=ValueWhen(Sell,C,1);
BuyPrice=ValueWhen(Buy,C,1);
Long=Flip(Buy,Sell);
Shrt=Flip(Sell,Buy );
_SECTION_END();
Filter= Buy OR Sell OR Short OR Cover;
//=================TITLE================================================================================================

_SECTION_BEGIN("Title");
if( Status("action") == actionIndicator )
(
Title = EncodeColor(colorWhite)+ "Advanced Trailstop System " + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorRed) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V)+"\n"+
EncodeColor(colorLime)+
WriteIf (Buy , " GO LONG / Reverse Signal at "+C+" ","")+
WriteIf (Sell , " EXIT LONG / Reverse Signal at "+C+" ","")+"\n"+EncodeColor(colorWhite)+
WriteIf(Sell , "Total Profit/Loss for the Last Trade Rs."+(C-BuyPrice)+"","")+
WriteIf(Buy , "Total Profit/Loss for the Last trade Rs."+(SellPrice-C)+"","")+
WriteIf(Long AND NOT Buy, "Trade : Long - Entry price Rs."+(BuyPrice),"")+
WriteIf(shrt AND NOT Sell, "Trade : Short - Entry price Rs."+(SellPrice),"")+"\n"+
WriteIf(Long AND NOT Buy, "Current Profit/Loss Rs."+(C-BuyPrice)+"","")+
WriteIf(shrt AND NOT Sell, "Current Profit/Loss Rs."+(SellPrice-C)+"",""));
_SECTION_END();

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please help me amibroker afl

vishal12

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