5 ema's trading system needed

ceburaska · #1 7th August 2007, 03:55 PM

Hello,

I wonder if anyone has this trading system and could share on the forum.

swagat86 · #2 7th August 2007, 06:14 PM

Are u talkin of 5 EMA bands. if yes here is the AFL. pretty gud results on Nifty.

Quote:

/* EMA offset bands ver 1_2
I'd guess this is NOT much different to bbands except you can contol the per % offset and the periods ema to off set*/
per=.10;//Percent placement
periods=20;//time periods
/*********************************/

emaverage= EMA(C,periods);
bandsAdjust=emaverage*per;

upperband=emaverage+bandsAdjust;
Lowerband=emaverage-bandsAdjust;
Plot(EMA(C,periods),"ema",5,1);
Plot(C,"EMA",15,64);// plots the close with candles
Plot(upperband,"upperband",3,1);// upperband
Plot(Lowerband,"lowerband",4,1);//lowerband

bCond1=Ref(Cross(C,Lowerband),-1) AND C > lowerband ;
bCond2= C > EMAverage ;// the "or" gets me into up trends
bCond3= C > EMA(C,65);// trend

Buy = bcond1 AND bCond3 OR bCond2;

scond1= Ref( Cross(emaverage,C),-1)AND C < emaverage;// close days under ema
scond2=C < Lowerband;//failed trade drops below lowerband
Sell = scond1 OR scond2;

Buy = ExRem( Buy, Sell );// removes buy/sell arrows
Sell = ExRem( Sell, Buy );

marcus · #3 9th August 2007, 07:09 AM

swagat can you post the equity curve?

swagat86 · #4 9th August 2007, 07:49 AM

Quote:

Originally Posted by marcus

swagat can you post the equity curve?

heres it .

marcus · #5 10th August 2007, 12:30 AM

amazing sawagat. btw have you traded this live anytime? hhow r u finding it?

swagat86 · #6 10th August 2007, 01:04 AM

nope not traded myself marcus. just found this at ami website. Cant say. im not a very big fan of ami backtester.

thanks

marcus · #7 11th August 2007, 04:29 AM

why swagat? any reason in particular u dont like amibroker? what analysis software do u use sawagat?

swagat86 · #8 11th August 2007, 01:59 PM

I like ami as its afl is pretty easy to learn. I mean atleast a dumb programmer like me finds it easy.

But iv actualy optmized and tested couple of systems in ami but its deceptive at times.

I use couple of sws which have very gud testing capabilities. and im learning the programmin for those. Learnt abt 25% of it.

Thanks

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