Dear Friends,
I am posting below "BoonC Peak 'n Trough V 1.1" AFL. The results obtained by the Automatic Analysis of Ami is giving outstanding results, because of which I feel that this is looking into the future. It may not be true, But if it is , then how many bars is it looking in the future ?
The results obtained when tested on 1 min TF from 2006 to date give a whopping 15000 Nifty points in only 1000 trades.
I am posting below "BoonC Peak 'n Trough V 1.1" AFL. The results obtained by the Automatic Analysis of Ami is giving outstanding results, because of which I feel that this is looking into the future. It may not be true, But if it is , then how many bars is it looking in the future ?
The results obtained when tested on 1 min TF from 2006 to date give a whopping 15000 Nifty points in only 1000 trades.
Code:
_SECTION_BEGIN("BoonC Peak 'n Trough V 1.1");
//{BoonC Peak 'n Trough V 1.1}
//{Buy}
SetChartBkGradientFill( ParamColor("Inner panel upper",colorWhite),ParamColor("Inner panel lower",colorLightYellow));
x1=5; x2=4; x3=3; x4=2; x5=1; x6=.5;
//{Lowest price stock <5}
AA=IIf(C<5,Cross(C,ValueWhen(Peak(H,x1,1) !=Ref(Peak(H,x1,1),-1),H,1)),
//{Price between 5 AND 20}
IIf(C>5 AND C<20,Cross(C,ValueWhen(Peak(H,x2,1) !=Ref(Peak(H,x2,1),-1),H,1)),
//{Price between 20 AND 70}
IIf(C>20 AND C<70,Cross(C,ValueWhen(Peak(H,x3,1) !=Ref(Peak(H,x3,1),-1),H,1)),
//{Price between 70 AND 150}
IIf(C>70 AND C<150,Cross(C,ValueWhen(Peak(H,x4,1) !=Ref(Peak(H,x4,1),-1),H,1)),
//{Price between 150 AND 300}
IIf(C>150 AND C<300,Cross(C,ValueWhen(Peak(H,x5,1) !=Ref(Peak(H,x5,1),-1),H,1)),
//{Price over 300}
Cross(C,ValueWhen(Peak(H,x6,1)!=Ref(Peak(H,x6,1),-1),H,1)))))));
//{Sell }
x1=5; x2=4; x3=3; x4=2; x5=1; x6=.5;
//{Lowest price stock <5}
BB=IIf(C<5,Cross(ValueWhen(Trough(L,x1,1) !=Ref(Trough(L,x1,1),-1),L,1),C),
//{Price between 5 AND 20}
IIf(C>5 AND C<20,Cross(ValueWhen(Trough(L,x2,1) !=Ref(Trough(L,x2,1),-1),L,1),C),
//{Price between 20 AND 70}
IIf(C>20 AND C<70,Cross(ValueWhen(Trough(L,x3,1) !=Ref(Trough(L,x3,1),-1),L,1),C),
//{Price between 70 AND 150}
IIf(C>70 AND C<150,Cross(ValueWhen(Trough(L,x4,1) !=Ref(Trough(L,x4,1),-1),L,1),C),
//{Price between 150 AND 300}
IIf(C>150 AND C<300,Cross(ValueWhen(Trough(L,x5,1) !=Ref(Trough(L,x5,1),-1),L,1),C),
//{Price over 300}
Cross(ValueWhen(Trough(L,x6,1)!=Ref(Trough(L,x6,1),-1),L,1),C))))));
Color=IIf(BarsSince(AA)>BarsSince(BB),colorRed,IIf(RSI()>70,colorCustom1,colorDarkGreen));
Plot(C,"",Color,styleCandle);
///// Trailing Stop Module /////
P6=Param("Trailing Stop Risk",2.5,2,3.5,0.1);
P7=Param("Trailing Stop LookBack",14,5,25,1);
P8=Param("Trailing Stop PrevLow Switch",0,0,1,1);
PrevLow=IIf(P8==1, Ref(C,-TroughBars(C,5,1)) ,Null);
Plot(PrevLow,"",colorRed);
//Position sizing//
MyTotalPort = Param("MyTotalPort",1000000,10000,10000000,100000);
AcceptableRisk = Param("AcceptableRisk",0.5,0.1,3,0.1);
BarsFromStart = BarsSince(Cross(AA,BB)AND Ref(Color,-1)==colorRed) ;
InitialStopLoss =Ref( H - P6*ATR(P7),-BarsFromStart);
PositionSizing = 0.01*AcceptableRisk*MyTotalPort/( C - InitialStopLoss );
Plot(IIf( HHV(H - P6*ATR(P7),BarsFromStart+1) <C ,HHV(H - P6*ATR(P7),BarsFromStart+1),Null) ,"",colorBlue,1);
PlotShapes(shapeDownArrow*Cross(Ref(HHV(H - P6*ATR(P7),BarsFromStart+1),-1),C),colorCustom1,0,H,Offset=-43);
Title=Name()+" "+Date()+" "+EncodeColor(colorBrown)+"BoonC Peak 'n Trough V 1.1+atr+position"+EncodeColor(colorBlack)+" Vol="+NumToStr(Volume ,1.2)+" "+EncodeColor(1)+"Position Sizing ( " +AcceptableRisk+ "% Risk ) = " + WriteIf(color==colorDarkGreen,NumToStr(PositionSizing ,1.0),"0")+
EncodeColor(colorBlue)+"\nO="+O+EncodeColor(colorBrown)+" Pk-Tgh Exit"+EncodeColor(colorCustom1)+" ATR Trailing Exit"+EncodeColor(colorBlack)+" RSI Exit"+EncodeColor(colorBlack)+" ADX = "+ADX()+EncodeColor(colorBlue)+"\nH="+H+"\nL="+L+"\nClose="+ C+""+"\nchange= "+NumToStr((Ref(C,-1)-Close) ,1.2) +
" ";
PlotShapes( AA*shapeSmallUpTriangle,colorCustom12,0,L-0.2);
PlotShapes( BB*shapeHollowSmallDownTriangle,colorCustom12,0,H+0.2);
PlotShapes( IIf( AA, shapeUpArrow, shapeNone ), colorBlack, layer = 0, yposition = L, offset = -15 );
PlotShapes( IIf( BB, shapeDownArrow, shapeNone ), colorBlack, layer = 0, yposition = H, offset = -15 );
dist = 0.5*ATR(20);
for( i = 0; i < BarCount; i++ )
{
if( AA[i] ) PlotText( " Buy\n@ " + C[ i ], i, L[ i ]-dist[i], colorBlack );
if( BB[i] ) PlotText( " Sell \n@" + C[ i ], i, H[ i ]+dist[i], colorBlack );
}
GfxSetBkMode(1);
GfxSelectPen( colorBlack, 1, 0) ;
GfxSelectSolidBrush( colorPink );
GfxRoundRect( 3, 3, 250, 65, 9, 9 ) ;
GfxSelectFont("Courier New", 9, 700 );
GfxTextOut(" B O O N ", 25, 10);
//GfxTextOut((WriteIf(Buy , "Last Buy Trigger at : "+C+" ", "")), 25, 45);
//GfxTextOut((WriteIf(Sell , "Last Sell Trigger at : "+C+" ", "")), 25, 45);
GfxTextOut("Current Price : " + C, 25, 25);
GfxTextOut(" " +Date() , 25, 45);
GraphXSpace=3;
_SECTION_END();
_SECTION_END();
_SECTION_BEGIN("Bollinger Bands");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 100, 1 );
Width = Param("Width", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorCycle );
Style = ParamStyle("Style");
Plot( BBandTop( P, Periods, Width ), "BBTop" + _PARAM_VALUES(), colorWhite, styleThick );
Plot( BBandBot( P, Periods, Width ), "BBBot" + _PARAM_VALUES(), colorWhite, styleThick );
_SECTION_END();