CCI based AFL

[miteshpanchal2006]

I'm using CCI based trading which is showing me good result. I've tested it with manual in excel and it is showing me 73% accuracy with proper SL and Target.

If anybody can help me in creating afl from my logic then whole forum can be benifited.

Here is the logic need to built in AFL
---------------
Chart display
Price
and
CCI indicator (if both are not possible then only CCI)
--------------
afl logic:

A = Last closed candles value of CCI indicator
B = 2nd last closed candles value of CCI indicator
C = 3rd last closed candles value of CCI indicator
D = 4th last closed candles value of CCI indicator
E = 5th last closed candles value of CCI indicator


AA = A/B
BB = B/C
CC = C/D
DD = D/E




Buy = {(AA > 0.50) and (AA< 0.80) } and
{(BB > 0.50) and (BB< 0.80) } and
{(CC > 0.50) and (CC< 0.80) } and
{(DD > 0.50) and (DD< 0.80) } AND
E < 0

Sell = {(AA > 0.50) and (AA< 0.80) } and
{(BB > 0.50) and (BB< 0.80) } and
{(CC > 0.50) and (CC< 0.80) } and
{(DD > 0.50) and (DD< 0.80) } AND
E > 0

 

[test123]

forum member

Happy_Singh

can help u ask him for help he might code it for u .. i could but only if i knew afl language

 

[rkkarnani]

I'm using CCI based trading which is showing me good result. I've tested it with manual in excel and it is showing me 73% accuracy with proper SL and Target.

If anybody can help me in creating afl from my logic then whole forum can be benifited.

Here is the logic need to built in AFL
---------------
Chart display
Price
and
CCI indicator (if both are not possible then only CCI)
--------------
afl logic:

A = Last closed candles value of CCI indicator
B = 2nd last closed candles value of CCI indicator
C = 3rd last closed candles value of CCI indicator
D = 4th last closed candles value of CCI indicator
E = 5th last closed candles value of CCI indicator


AA = A/B
BB = B/C
CC = C/D
DD = D/E




Buy = {(AA > 0.50) and (AA< 0.80) } and
{(BB > 0.50) and (BB< 0.80) } and
{(CC > 0.50) and (CC< 0.80) } and
{(DD > 0.50) and (DD< 0.80) } AND
E < 0

Sell = {(AA > 0.50) and (AA< 0.80) } and
{(BB > 0.50) and (BB< 0.80) } and
{(CC > 0.50) and (CC< 0.80) } and
{(DD > 0.50) and (DD< 0.80) } AND
E > 0

On what stock or index did you test the strategy in Excel sheet?

 

[BNFTrader]

_SECTION_BEGIN("CCI SYSTEM");
SetChartBkColor(colorBlack);
GraphXSpace=10;
Plot(C, "Close", colorDefault, styleCandle);  	
A = CCI(14); 
B = Ref(A,-1);//2nd last closed candles value of CCI indicator
C1 = Ref(A,-2);//3rd last closed candles value of CCI indicator
D = Ref(A,-3);//4th last closed candles value of CCI indicator
E = Ref(A,-4);//5th last closed candles value of CCI indicator
AA = A/B;		BB = B/C1;		CC = C1/D;		DD = D/E;
Buy  = ((AA > 0.50) AND (AA< 0.80) ) AND ((BB > 0.50) AND (BB< 0.80) ) AND ((CC > 0.50) AND (CC< 0.80) ) AND ((DD > 0.50) AND (DD< 0.80) ) AND E < 0;
Sell = ((AA > 0.50) AND (AA< 0.80) ) AND ((BB > 0.50) AND (BB< 0.80) ) AND ((CC > 0.50) AND (CC< 0.80) ) AND ((DD > 0.50) AND (DD< 0.80) ) AND E > 0;
SetPositionSize(1,4);
Buy  = ExRem(Buy,Sell);		Sell = ExRem(Sell,Buy);		
Short = Sell; 		Cover = Buy;

PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-30);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-30);
Plot(A,"CCI",colorYellow,styleThick|styleOwnScale,-300,300+2400);
Plot(-300,"",colorWhite,styleDashed|styleOwnScale,-300,300+2400,10);
Plot(300,"",colorWhite,styleDashed|styleOwnScale,-300,300+2400,10);
Plot(0,"",colorWhite,styleDashed|styleOwnScale,-300,300+2400,10);
_SECTION_END();

I'm using CCI based trading which is showing me good result. I've tested it with manual in excel and it is showing me 73% accuracy with proper SL and Target.

If anybody can help me in creating afl from my logic then whole forum can be benifited.

Here is the logic need to built in AFL
---------------
Chart display
Price
and
CCI indicator (if both are not possible then only CCI)
--------------
afl logic:

A = Last closed candles value of CCI indicator
B = 2nd last closed candles value of CCI indicator
C = 3rd last closed candles value of CCI indicator
D = 4th last closed candles value of CCI indicator
E = 5th last closed candles value of CCI indicator


AA = A/B
BB = B/C
CC = C/D
DD = D/E




Buy = {(AA > 0.50) and (AA< 0.80) } and
{(BB > 0.50) and (BB< 0.80) } and
{(CC > 0.50) and (CC< 0.80) } and
{(DD > 0.50) and (DD< 0.80) } AND
E < 0

Sell = {(AA > 0.50) and (AA< 0.80) } and
{(BB > 0.50) and (BB< 0.80) } and
{(CC > 0.50) and (CC< 0.80) } and
{(DD > 0.50) and (DD< 0.80) } AND
E > 0

 

[boarders]

probably will never get an entry trigger with the above trading logic

 

[BNFTrader]

probably will never get an entry trigger with the above trading logic

Similar thoughts

But as a start the concept seems good

1. Looking for acceleration in indicator values over past 5 bars
2. Smoothness of this acceleration not too slow and not too fast . . .
3. specific location of initiating trade (abv/below zero line

Can tweak with combination of prev bars and values to refine your logic :thumb:

Thanks

 

[miteshpanchal2006]

Thanks BNFTrader for creating AFL.

I'll post more result after backtesting this with amibroker.

Thanks,

 

[hatsenlienhuong]

how to use it sir?