Swing Trading Nifty wt EMA-Xover

anuragmunjal

Well-Known Member
#11
if possible... can anyone post me 1 min data of bank nifty futures for at least 1 year... BNF is something i hate to trade intraday and would love to use this on it...

please upload the data on 4shared and post the link...

next week end... objective is to find ways to add on to positions and make hay while sun shines...
hi Linkon

the system does look interesting...I have the nifty 1 min data in 'tickerplant'..since I am a big techie..how to export it n post it is a very big question...
also Tickerplant has a backtesting feature too..if anybody could tell me how to backtest..

regards
 

lvgandhi

Well-Known Member
#12
I made an AFL.
See whether it is correct as per rules.
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", IIf(C>O,colorGreen,colorRed), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
Signalemapd = Param("Signalemapd",3,2,7,1);
BaseMAPd = Param("BaseMAPd",1750,1000,2000,50);
SLEMAPd = Param("SLEMAPd",820,500,1000,20);
tp = (H+L+C)/3;
Buysignalema = EMA(L,Signalemapd);
BuyBaseMA = MA(H,BaseMAPd);
SellEMA = CoverEMA= EMA(tp,SLEMAPd);
Buy = Cross(Buysignalema,BuyBaseMA);
Sell = Cross(SellEMA,Buysignalema);
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Shortsignalema = EMA(H,Signalemapd);
ShortBaseMA = MA(L,BaseMAPd);
Short = Cross(ShortBaseMA,Shortsignalema);
Cover = Cross(Shortsignalema,CoverEMA);
Short = ExRem(Short,Cover);
Cover = ExRem(Cover,Short);
Plot(Buysignalema,"Buysignalema",colorGreen,styleDashed);
Plot(BuyBaseMA,"BuyBaseMA",colorBlue);
Plot(SellEMA,"SellEMA",colorBlue,styleThick);
Plot(Shortsignalema,"Shortsignalema",colorRed,styleDashed);
Plot(ShortBaseMA,"ShortBaseMA",colorOrange);
PlotShapes( IIf( Buy, shapeUpArrow, Null), colorGreen, 0, L);
PlotShapes( IIf( Sell, shapeDownArrow, Null), colorOrange, 0, H);
PlotShapes( IIf( Cover, shapeUpArrow, Null), colorPaleGreen, 0, L);
PlotShapes( IIf( Short, shapeDownArrow, Null), colorRed, 0, H);
 
#13
if possible... can anyone post me 1 min data of bank nifty futures for at least 1 year... BNF is something i hate to trade intraday and would love to use this on it...

please upload the data on 4shared and post the link...

next week end... objective is to find ways to add on to positions and make hay while sun shines...
Linkonji, I've uploaded data from May 2010 in csv format.
Hope it suits your need.

BANKNIFTY_F1.csv
 

linkon7

Well-Known Member
#18
Afl used so far....!

Code:
tp = EMA((H+L+C)/3,3);

p = 1750;//Optimize("Period",150,50,2000,10);
upband1 = MA(H,p);
dnband1 = MA(L,p);
up = EMA(H,3);
dn = EMA(L,3);

Plot(up,"up",colorWhite,styleThick);
Plot(dn,"dn",colorWhite,styleThick);

Plot(C,"close",colorGrey40,styleBar);
Plot(upband1,"band top",colorYellow);
Plot(dnband1,"band bot",colorYellow);

m = 820;//Optimize("sl period",500,25,1000,5);

sl = EMA(tp,m);

Plot(sl,"",colorRed);

Buy = Cross(dn,upband1);// OR Cross(dn,dnband1);
PlotShapes(Buy*shapeUpArrow,colorBrightGreen,0,dn,-12);  
Short = Cross(dnband1,up);// OR Cross(upband1,up);
PlotShapes(Short*shapeDownArrow,colorRed,0,up,-12);  

Cover = Cross(dn,sl);
Sell = Cross(sl,up);

PlotShapes(Cover*shapeSquare,colorRed,0,dn,0);  
PlotShapes(Sell*shapeSquare,colorGreen,0,up,0);  

Title = EncodeColor(colorWhite)+ "Linkon Pro " + " - " +  Name() + " - " +  EncodeColor(colorRed)+ Interval(2)+ EncodeColor(colorWhite) +
 "  - " + Date() +  

"\n"+
WriteIf(Ref(H,-1) > Ref(H,-2),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+"ex  "+Ref(H,-1)+WriteIf(H > Ref(H,-1),EncodeColor(colorBrightGreen),EncodeColor(colorRed))+" Hi "+H+
EncodeColor(colorYellow)+
"\n"+ 
EncodeColor(colorWhite)+"Op "+O+WriteIf(C > O, EncodeColor(colorBrightGreen),EncodeColor(colorRed))+" Cl : " +C+
EncodeColor(colorYellow)+

"\n"+
WriteIf(Ref(L,-1) < Ref(L,-2),EncodeColor(colorRed),EncodeColor(colorBrightGreen))+"ex  "+Ref(L,-1)+WriteIf(L < Ref(L,-1),EncodeColor(colorRed),EncodeColor(colorBrightGreen))+" Lo "+L+
EncodeColor(colorYellow)+
"\n"

;
 

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