Help Me to Create AFL

lvgandhi

Well-Known Member
#11
Karthik's rule requires fixed profit exit and fixed loss. Further day trading timing needs to be incorporated. I was also trying to incorporate them in afl. So far not successful
 
#12
Hi Maximillion,

U have started a thread by your own with the same message...
Don't spread the message in every thread...

Seniros will help you in your own thread.
Hi Bewinner,
I am extremely sorry for being insensitive & posting in on this thread, please excuse me for doing so.
however after reading all the expert comments on this thread I thought I may able to get some assistance if I did post so sorry once again.

Thx @ Max
 

Bewinner

Well-Known Member
#14
Hi Bewinner,
I am extremely sorry for being insensitive & posting in on this thread, please excuse me for doing so.
however after reading all the expert comments on this thread I thought I may able to get some assistance if I did post so sorry once again.

Thx @ Max

Sorry Maximillion...If u find my words bit harsh...I didn't want to mean that way...I repeat extremely sorry for that...
 
#15
I like to Create AFL for below condition.

Sell = Buyprice + Rs.10(Target) OR Buyprice - Rs.10 (SL) OR (check previous trade is Buy then show Sell signal @ 3.25 p.m)

Cover = Shortprice - Rs.10(Target) OR Shortprice + Rs.10 (SL) OR (check previous trade is Short then show Cover signal @ 3.25 p.m)


Anyone can help me ?
 
#16
pls help me if u can . small correction for my own backtest

FOLLOWING NEEDS 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.


_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();



FirstTradeTime = 092500; // Earliest time to take a trade
LastTradeTime = 150000; // Latest time to take new trades
ExitAllPositionsTime = 152500; // Exit all trades

_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];
} }}

//================================================== ==
//Buy = Cross(EMA(C,per1),EMA(C,per2)) AND (TimeNum() >= FirstTradeTime AND TimeNum() <= LastTradeTime );
//Sell= Cross(EMA(C,per2),EMA(C,per1)) OR TimeNum() >= ExitAllPositionsTime;

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

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)AND (TimeNum() >= FirstTradeTime AND TimeNum() <= LastTradeTime );

Sell=Short=Cross(bs,C) OR TimeNum() >= ExitAllPositionsTime;

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;


Short=Sell AND (TimeNum() >= FirstTradeTime AND TimeNum() <= LastTradeTime );
Cover=Buy OR TimeNum() >= ExitAllPositionsTime;




//=================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();



SetPositionSize(1,spsShares);






//SetTradeDelays(1,1,1,1);
 

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