Amibroker with IB

bait · Aug 22, 2014

solved this problem by making the amibroker send only one order per signal regardless of the repainting.

bait · Aug 22, 2014

this is the CSV file of all the nifty trades today.

copy and paste this to a text file and save it with extension csv and you will be able to open it in excel.

Underlying,Security Type,Expiry,Strike,Put/Call,Currency,Action,Quantity,Price,Time,Date,Exch.,Account,Order Ref.,Clearing,More Info,Trading Class,
NIFTY50,FUT,20140828,,,INR,BOT,50,7913.85,09:15:03,20140822,NSE,DU142484,MultiCharts: ID=[37075], Symbol: NIFTY50 (FUT, INR, 20140828), Exchange: NSE, Order: BUY-MKT, Lots: 50, StopPrice: 0, LimitPrice: 0,,,NIFTY,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,54.00,09:17:13,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,40,54.25,09:20:23,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,7960,54.25,09:20:24,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,54.20,09:20:36,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,53.95,09:23:40,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,53.60,09:36:53,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,53.55,09:37:05,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,18,53.55,09:38:31,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,7982,53.55,09:38:36,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,53.65,09:39:16,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,53.60,09:39:49,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
NIFTY50,FUT,20140828,,,INR,SLD,50,7918.00,09:43:04,20140822,NSE,DU142484,,,,NIFTY,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,53.50,09:44:51,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,53.50,09:45:18,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
NIFTY50,FUT,20140828,,,INR,SLD,50,7913.80,09:46:00,20140822,NSE,DU142484,MultiCharts: ID=[37077], Symbol: NIFTY50 (FUT, INR, 20140828), Exchange: NSE, Order: SELL-MKT, Lots: 100, StopPrice: 0, LimitPrice: 0,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7913.80,09:46:01,20140822,NSE,DU142484,MultiCharts: ID=[37077], Symbol: NIFTY50 (FUT, INR, 20140828), Exchange: NSE, Order: SELL-MKT, Lots: 100, StopPrice: 0, LimitPrice: 0,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7913.75,09:46:01,20140822,NSE,DU142484,MultiCharts: ID=[37077], Symbol: NIFTY50 (FUT, INR, 20140828), Exchange: NSE, Order: SELL-MKT, Lots: 100, StopPrice: 0, LimitPrice: 0,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7915.50,09:48:37,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7918.45,09:50:25,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7918.45,09:50:26,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7918.00,09:50:39,20140822,NSE,DU142484,MultiCharts: ID=[37079], Symbol: NIFTY50 (FUT, INR, 20140828), Exchange: NSE, Order: BUY-MKT, Lots: 50, StopPrice: 0, LimitPrice: 0,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7918.05,09:51:12,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7917.40,09:52:00,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7918.95,09:54:26,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7916.25,09:55:12,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7919.05,09:57:18,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7919.50,09:57:38,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7918.60,09:58:00,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7919.85,09:58:15,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7919.20,09:58:48,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7920.00,10:02:13,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7920.30,10:03:28,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7912.25,10:18:54,20140822,NSE,DU142484,,,,NIFTY,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,52.75,10:24:58,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,52.75,10:25:17,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,52.65,10:26:22,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
NIFTY50,FUT,20140828,,,INR,BOT,50,7917.05,10:28:42,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7914.85,10:33:21,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7922.40,10:46:39,20140822,NSE,DU142484,,,,NIFTY,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,52.95,10:47:11,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,52.80,10:51:13,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,52.85,10:52:49,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,52.90,10:53:27,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,52.80,10:55:11,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,52.75,10:55:11,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
NIFTY50,FUT,20140828,,,INR,SLD,50,7922.00,10:55:51,20140822,NSE,DU142484,,,,NIFTY,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,52.75,10:56:59,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,52.80,10:57:06,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,52.80,10:57:23,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,52.70,10:58:52,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,52.75,10:59:26,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,52.80,11:02:28,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
NIFTY50,FUT,20140828,,,INR,BOT,50,7928.50,11:27:38,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7926.00,11:35:48,20140822,NSE,DU142484,,,,NIFTY,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,52.20,11:36:09,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
NIFTY50,FUT,20140828,,,INR,SLD,50,7922.45,11:37:28,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7922.90,11:48:50,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7921.50,12:07:42,20140822,NSE,DU142484,,,,NIFTY,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,51.75,12:09:13,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
NIFTY50,FUT,20140828,,,INR,BOT,50,7923.10,12:13:01,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7921.15,12:24:18,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7914.60,12:41:02,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7920.50,12:55:28,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7915.55,13:01:01,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7917.75,13:03:57,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7914.15,13:21:54,20140822,NSE,DU142484,,,,NIFTY,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,51.70,13:50:20,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,51.75,13:50:23,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,51.75,13:51:04,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,51.80,13:51:04,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,51.70,13:51:25,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,51.65,13:51:37,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,BOT,8000,51.65,14:16:52,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,8000,51.50,14:17:33,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
NIFTY50,FUT,20140828,,,INR,SLD,50,7924.10,14:18:12,20140822,NSE,DU142484,,,,NIFTY,
JPASSOCIA,FUT,20140828,,,INR,BOT,31,51.35,14:21:35,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,31,51.45,14:22:21,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
NIFTY50,FUT,20140828,,,INR,BOT,50,7927.40,14:24:40,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7925.20,14:35:57,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7920.10,14:38:33,20140822,NSE,DU142484,,,,NIFTY,
JPASSOCIA,FUT,20140828,,,INR,BOT,7969,51.35,14:41:26,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
JPASSOCIA,FUT,20140828,,,INR,SLD,7969,51.45,14:42:04,20140822,NSE,DU142484,ChartTrader318160171,,,JPASSOCIAT,
NIFTY50,FUT,20140828,,,INR,BOT,50,7922.00,14:51:35,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7926.65,14:57:01,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7923.35,15:10:18,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,100,7926.55,15:14:56,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7924.50,15:24:10,20140822,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7923.95,15:24:36,20140822,NSE,DU142484,,,,NIFTY,

now only the nifty trades

SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7923.95,INR,NSE,15:24:36,,0,-144.4,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7924.5,INR,NSE,15:24:10,,39.62,0,null
BOT,100,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7926.55,INR,NSE,15:14:56,,0,-647.52,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7923.35,INR,NSE,15:10:18,,39.62,,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7926.65,INR,NSE,14:57:01,,0,-375.62,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7922,INR,NSE,14:51:35,,0,-143.12,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7920.1,INR,NSE,14:38:33,,39.6,,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7925.2,INR,NSE,14:35:57,,39.63,,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7927.4,INR,NSE,14:24:40,,0,-530.6,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7924.1,INR,NSE,14:18:12,,39.62,,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7914.15,INR,NSE,13:21:54,,39.57,0,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7917.75,INR,NSE,13:03:57,,0,-226.78,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7915.55,INR,NSE,13:01:01,,39.58,0,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7920.5,INR,NSE,12:55:28,,0,-41.56,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7914.6,INR,NSE,12:41:02,,0,253.46,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7921.15,INR,NSE,12:24:18,,39.61,,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7923.1,INR,NSE,12:13:01,,0,-128.76,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7921.5,INR,NSE,12:07:42,,39.61,,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7922.9,INR,NSE,11:48:50,,0,-50.65,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7922.45,INR,NSE,11:37:28,,39.61,,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7926,INR,NSE,11:35:48,,39.63,,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7928.5,INR,NSE,11:27:38,,0,-441.88,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7922,INR,NSE,10:55:51,,39.61,,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7922.4,INR,NSE,10:46:39,,0,-494.28,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7914.85,INR,NSE,10:33:21,,39.57,,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7917.05,INR,NSE,10:28:42,,0,-356.74,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7912.25,INR,NSE,10:18:54,,39.56,,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7920.3,INR,NSE,10:03:28,,0,-101.84,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7920,INR,NSE,10:02:13,,39.6,,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7919.2,INR,NSE,09:58:48,,0,-149.34,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7919.85,INR,NSE,09:58:15,,39.6,,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7918.6,INR,NSE,09:58:00,,0,-161.83,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7919.5,INR,NSE,09:57:38,,39.6,,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7919.05,INR,NSE,09:57:18,,0,-256.79,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7916.25,INR,NSE,09:55:12,,39.58,,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7918.95,INR,NSE,09:54:26,,0,-194.31,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7917.4,INR,NSE,09:52:00,,39.59,,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7918.05,INR,NSE,09:51:12,,0,-114.31,null
BOT,100,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7918.45,INR,NSE,09:50:26,,0,-700.19,null
BOT,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7915.5,INR,NSE,09:48:37,,0,-202.59,null
SLD,50,NIFTY50,AUG14 Futures NIFTY14AUGFUT,7918,INR,NSE,09:43:04,,0,90.72,null

todays loss is about 5000 this happened because of the buys happened at a price higher then the sells

today the file was made autotrading and it traded automatically without any human intervention

we need some new stratgy

here is a picture of the todays signals and market data

bait · Aug 22, 2014

here is another AFL simillar to what was ran today HeikenAshiSmoothed

this also generated a loss yesterday - was not running today

Code:

a=20;

_SECTION_BEGIN("HeikenAshiSmoothed");
GraphXSpace=5;
p=20;
Om=DEMA(O,p);
hm=DEMA(H,p);
lm=DEMA(L,p);
Cm=DEMA(C,p);
HACLOSE=(Om+Hm+Lm+Cm)/4;
HaOpen = AMA( Ref( HaClose, -1), 1);
HaHigh = Max( Hm, Max( HaClose, HaOpen ) );
HaLow = Min( Lm, Min( HaClose, HaOpen ) );

slope = Param("slope",2,2,100,1);
Color20= IIf(LinRegSlope(MA(HaClose,a),slope)<0,colorRed,colorGreen);

Plot(MA(HaClose,a),"", color20,styleThick);

Color=IIf(Haclose>MA(HaClose,a),colorGreen, colorRed);
PlotOHLC( HaOpen, HaOpen, HaClose, HaClose, "" + Name(), Color, styleCandle);
_SECTION_END();


Buy=Color==colorGreen;
Sell=Color==colorRed;

Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);

PlotShapes(IIf(Buy , shapeUpArrow, shapeNone),colorGreen);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorRed);

here is a comparison between these 2 afls

most of the afls generate a profit if there is a trend but generate a loss in the sideways market.
the small losses generated will make the whole day unprofitable

bunti_k23 · Aug 22, 2014

bait said:

here is another AFL simillar to what was ran today HeikenAshiSmoothed

this also generated a loss yesterday - was not running today

Code:

a=20;

_SECTION_BEGIN("HeikenAshiSmoothed");
GraphXSpace=5;
p=20;
Om=DEMA(O,p);
hm=DEMA(H,p);
lm=DEMA(L,p);
Cm=DEMA(C,p);
HACLOSE=(Om+Hm+Lm+Cm)/4;
HaOpen = AMA( Ref( HaClose, -1), 1);
HaHigh = Max( Hm, Max( HaClose, HaOpen ) );
HaLow = Min( Lm, Min( HaClose, HaOpen ) );

slope = Param("slope",2,2,100,1);
Color20= IIf(LinRegSlope(MA(HaClose,a),slope)<0,colorRed,colorGreen);

Plot(MA(HaClose,a),"", color20,styleThick);

Color=IIf(Haclose>MA(HaClose,a),colorGreen, colorRed);
PlotOHLC( HaOpen, HaOpen, HaClose, HaClose, "" + Name(), Color, styleCandle);
_SECTION_END();


Buy=Color==colorGreen;
Sell=Color==colorRed;

Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);

PlotShapes(IIf(Buy , shapeUpArrow, shapeNone),colorGreen);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorRed);

here is a comparison between these 2 afls

most of the afls generate a profit if there is a trend but generate a loss in the sideways market.
the small losses generated will make the whole day unprofitable

my brother may i know on which tf the results are i hope that will be 3m and 5m ,and the sole purpose for backtesting is to find that how system is doing in market iam not expecting 100% positive results and no one can get it from a pure mechanical systems,this is the major drawback of mechanical trading systems thats why sum ppl use a little discretionary approach in it,dont try to find the holygrail iam just expecting a little profit at the end of the day not able to backtest it in amibroker dont know the function is absent in the code ,as i told u if we use the buying and selling filter in some manner we can avoid wrong trades which indirectly adds up into profits and also i have mentioned u the exit situation this has to be done better than current method if we take these things into consideration i think we can trade the system lets see anyways thanks for backtesting :thumb:

bait · Aug 22, 2014

the results were from one min and 5 sec time frames.

will try 3 & 5 min tommo

bait · Aug 25, 2014

running over 3 min time frame right now

bait · Aug 26, 2014

here is the 3 mins time frame chart for the Supertrend Ashi

and one minute time frame chart for the same afl

and the autotrade log for one minute time frame is below.

CSV Format

Underlying,Security Type,Expiry,Strike,Put/Call,Currency,Action,Quantity,Price,Time,Date,Exch.,Account,Order Ref.,Clearing,More Info,Trading Class,
NIFTY50,FUT,20140828,,,INR,SLD,50,7911.45,09:57:43,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7911.45,09:57:44,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7910.00,10:15:36,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7905.05,10:21:52,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7908.90,10:28:32,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7905.10,11:45:11,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7901.85,12:17:59,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7895.00,12:20:15,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7897.85,12:28:29,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7895.00,12:39:05,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7900.35,13:06:00,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7877.55,13:54:50,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7879.45,14:02:31,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7884.40,14:07:06,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7878.20,14:18:20,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7880.25,14:23:51,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7881.30,14:38:21,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,150,7907.60,15:27:35,20140826,NSE,DU142484,,,,NIFTY,

bunti_k23 · Aug 26, 2014

bait said:

here is the 3 mins time frame chart for the Supertrend Ashi

and one minute time frame chart for the same afl

and the autotrade log for one minute time frame is below.

CSV Format

Underlying,Security Type,Expiry,Strike,Put/Call,Currency,Action,Quantity,Price,Time,Date,Exch.,Account,Order Ref.,Clearing,More Info,Trading Class,
NIFTY50,FUT,20140828,,,INR,SLD,50,7911.45,09:57:43,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7911.45,09:57:44,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7910.00,10:15:36,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7905.05,10:21:52,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7908.90,10:28:32,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7905.10,11:45:11,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7901.85,12:17:59,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7895.00,12:20:15,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7897.85,12:28:29,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7895.00,12:39:05,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7900.35,13:06:00,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7877.55,13:54:50,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7879.45,14:02:31,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7884.40,14:07:06,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7878.20,14:18:20,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,50,7880.25,14:23:51,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,SLD,50,7881.30,14:38:21,20140826,NSE,DU142484,,,,NIFTY,
NIFTY50,FUT,20140828,,,INR,BOT,150,7907.60,15:27:35,20140826,NSE,DU142484,,,,NIFTY,

So what is your final verdict so the system is profitable or not these are the trades u have posted can u post the backtesting details.of 3m tf

dell · Aug 26, 2014

my 2 cents:
a system can not be judged on single day or 2-3 day performance , may be current market market condition's are not favourable for this system , unless u test a system of 4-7 yrs of ieod data , how u can say this is good or bad ?
so bunti_k23 , plz backtest it on past data so that u can know the performance report of ur systems .

bunti_k23 · Aug 26, 2014

dell said:

my 2 cents:
a system can not be judged on single day or 2-3 day performance , may be current market market condition's are not favourable for this system , unless u test a system of 4-7 yrs of ieod data , how u can say this is good or bad ?
so bunti_k23 , plz backtest it on past data so that u can know the performance report of ur systems .

Thankyou dell you are correct sytem must be tested on longer term data.

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