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Trading with AMA and price action- forward testing

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  #21  
Old 16th March 2016, 09:14 AM
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Default Re: Trading with AMA and price action- forward testing

Thank you for the help, Following all your's and Pratap Sir thread,
Thanks for the information sharing..

Much Appreciated


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  #22  
Old 21st March 2016, 05:55 AM
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Default Re: Trading with AMA and price action- forward testing

Quote:
Originally Posted by vijkris View Post
Hi, here I will forward test an intraday method using AMA and price action.
Tf = 1min
Pls update the method using 1TF Sir.
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  #23  
Old 21st March 2016, 04:35 PM
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Default Re: Trading with AMA and price action- forward testing

Quote:
Originally Posted by Mungus View Post
Pls update the method using 1TF Sir.
will do it tonight or from tomo onwards.
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  #24  
Old 22nd March 2016, 07:48 PM
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Smile Re: Trading with AMA and price action- forward testing

Quote:
Originally Posted by vijkris View Post
both up and down move captured by vwap and ama combination in rcom..

Quote:
Originally Posted by Mungus View Post
Sir rules please.You were to update the method part.
bro, after more than a week I got to see live charts . if u want I can share my strategy which is not fully tested.
in trending market this is a pure winner, no doubt abt that.

Drawdown occurs at sideways period. but there are ways to reduce it also. I need to work on it more.
if u observe candles from 12.20 to 13.16, they r dark colored candles indicating potential sideways, with -ve bias as it was below AMA.
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  #25  
Old 22nd March 2016, 11:10 PM
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Default Re: Trading with AMA and price action- forward testing

no prob,I can backtest and share the result,if you share the strategy.Other guys who are following Pratap Sir's method can also jump here with their results.Hope So.

btw,how did you tag my message from other thread to here?
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  #26  
Old 22nd March 2016, 11:21 PM
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Default Re: Trading with AMA and price action- forward testing

Quote:
Originally Posted by Rehab View Post
I generally use Overlay to apply an AFL..so it can be easily removed..
btw,I cant find drag n drop folder? Kidher hai?
looks like ur query got solved,still I'd like to reply.May be someone else need this.

go to tools>preference>AFL
there click on show hidden folders(drag-drop folder is hidden by default).
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  #27  
Old 23rd March 2016, 02:28 AM
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Default Re: Trading with AMA and price action- forward testing

Quote:
Originally Posted by Mungus View Post
no prob,I can backtest and share the result,if you share the strategy.Other guys who are following Pratap Sir's method can also jump here with their results.Hope So.

btw,how did you tag my message from other thread to here?
click on quote, copy the whole text including brackets- "
Quote:
Originally Posted by Mungus View Post
no prob,I can backtest and share the result,if you share the strategy.Other guys who are following Pratap Sir's method can also jump here with their results.Hope So.

btw,how did you tag my message from other thread to here?
]"

then paste it anywhere in any thread by using "post reply" button.

BTW: i would like to apologise that i wont be able to share buy-sell arrow code as i do not have the permission for that.
but this method can easily be traded with 2 or 3 setups and arrows is not needed.

main thing is inside bars afl,which removes noise in 1 min tf. if higher tf normal candlestick chart can be used, but 1 min tf has lot of noise, so i would recommend inside bars afl which is shared in 1st page.

also idea of rally-decline is needed. alongwith vwap rules shared bu pratap sir.
pratap sir gave guidelines abt vwap and AMA and has given choice to create any method using both as base.
he has his own method using 2day,5day vwap etc.
i have my own method of inside bar candles alongwith rally and decline concept.
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  #28  
Old 23rd March 2016, 02:32 AM
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Default Re: Trading with AMA and price action- forward testing

in the meantime if having ami 5.7, one can test this afl and share the backtest results.
if higher version ami is there and it throws error means try the solution given in that thread.

Quote:
Originally Posted by test123 View Post
hi,

ami v 5.91.1 and up displays this warning
can any one correct the warning problem in this afl.
Afl works .
but when u do Tools -->Apply indicator it displays warning

ty for looking

Afl name is Super VSP

In amibroker 6 it displays message




Code:
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", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );


_SECTION_BEGIN("VWAP");
 
Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 090000, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
IIf (BarIndex() >= StartBar, VWAP = Sum (C * V, Bars_so_far_today ) /
TodayVolume,0);
Plot (VWAP,"VWAP",colorGreen, styleThick);
_SECTION_END();
 

_SECTION_BEGIN("ATP");

DayChange = Day() != Ref(Day(), -1);
AvgTradePrice = Null;
CurDayBars = 0;
CurDayCloseSum = 0;
 
for (i = 0; i < BarCount; i++)
{
if (DayChange[i])
{
CurDayCloseSum = C[i];
CurDayBars = 1;
}
else
{
CurDayCloseSum = CurDayCloseSum + C[i];
CurDayBars++;
}
AvgTradePrice[i] = CurDayCloseSum / CurDayBars;
}
Plot(AvgTradePrice, "AvgTradePrice",colorRed,styleThick);
ATP=AvgTradePrice;
 
_SECTION_END();

Buy  =Cover=Ref(L,-1)>Ref(VWAP,-1) AND Ref(L,-1)>Ref(AvgTradePrice,-1)AND H>Ref(H,-1);
Short=Sell=Ref(AvgTradePrice,-1)>Ref(H,-1) AND Ref(VWAP,-1)>Ref(H,-1)AND L<Ref(L,-1);


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


PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-45);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-55); 
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-50); 
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=55);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=65); 
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-60);

_SECTION_BEGIN("ema");
Lk = EMA(Close,22);



GfxSetOverlayMode(0); 
GfxSelectFont("Tahoma", Status("pxheight")/36); 
GfxSetTextAlign( 6 );// center alignment 
GfxSetTextColor( colorLightGrey ); 
GfxSetBkMode(0); // transparent 
GfxTextOut( Name(), Status("pxwidth")/2, Status("pxheight")/15 );

cx=Param("cxposn",785,0,500,1);
cy=Param("cyposn",39,0,500,1);
GfxSetBkColor(ColorRGB(200,50,100));
GfxSelectFont( "tohomabold",24,30, False);
GfxSetTextColor( colorYellow);
GfxSetTextColor( ColorHSB( 100, 10, 400) );
GfxTextOut("LTP. "+C+" ", cx, cy );

_SECTION_END();
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  #29  
Old 23rd March 2016, 09:22 PM
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Default Re: Trading with AMA and price action- forward testing

bad day today.2 short trades, both sl hit. mostly it was sideways..

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  #30  
Old 24th March 2016, 03:29 PM
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Default Re: Trading with AMA and price action- forward testing

simple explanation of vwap strategy copied from the other thread.


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