Simple Coding Help - No Promise.

B

bnftrader1

Member
#2,913
#2,913
casoni said:
Here'e the correct version/translation

http://www.traderji.com/amibroker/39509-volatility-stop-loss-need-code-metasa-amibroker.html

Thank you
Click to expand...
Thanks casoni.

I want to add one more condition for buy and sell in the above code as "AND if the bar closes above EMA(34) for buy and closes below of EMA(34) for sell. I tried the below code but it is giving error. Please help in correcting this.

Buy = Cross(C,trailarray) AND Cross(C,EMA(34));
Sell = Cross(trailarray,C) AND Cross(EMA(34),C);
 
P

pratapvb

Well-Known Member
#2,914
#2,914
bnftrader1 said:
Thanks casoni.

I want to add one more condition for buy and sell in the above code as "AND if the bar closes above EMA(34) for buy and closes below of EMA(34) for sell. I tried the below code but it is giving error. Please help in correcting this.

Buy = Cross(C,trailarray) AND Cross(C,EMA(34));
Sell = Cross(trailarray,C) AND Cross(EMA(34),C);
Click to expand...
should be EMA(C, 34)
 
casoni

casoni

Well-Known Member
#2,915
#2,915
bnftrader1 said:
Thanks casoni.

I want to add one more condition for buy and sell in the above code as "AND if the bar closes above EMA(34) for buy and closes below of EMA(34) for sell. I tried the below code but it is giving error. Please help in correcting this.

Buy = Cross(C,trailarray) AND Cross(C,EMA(34));
Sell = Cross(trailarray,C) AND Cross(EMA(34),C);
Click to expand...

//originally Posted by tools&tradingideas [ Edward.Pottasch ]
function vstop_func(tr)
{
trailArray[ 0 ] = C[ 0 ]; // initialize
for( i = 1; i < BarCount; i++ )
{
prev = trailArray[ i - 1 ];

if (C[ i ] > prev AND C[ i - 1 ] > prev)
{
trailArray[ i ] = Max(prev,C[ i ] - tr[ i ]);
}
else if (C[ i ] < prev AND C[ i - 1 ] < prev)
{
trailArray[ i ] = Min(prev,C[ i ] + tr[ i ]);
}
else if (C[ i ] > prev)
{
trailArray[ i ] = C[ i ] - tr[ i ];
}
else
{
trailArray[ i ] = C[ i ] + tr[ i ];
}
}
return trailArray;
}

per = Param("per",20, 5, 150, 1);
mult = Param("mult",2, 1, 4, 0.05);
tr = mult * ATR(per);
trailArray = vstop_func(tr);
//trailArray = Ref(trailArray,-1);

SetChartBkColor( ParamColor("ColorBG", ColorRGB( 0, 0, 0 ) ) );
GraphXSpace = 5;
SetChartOptions(0, chartShowDates);
Plot(IIf(trailArray > C,trailArray,Null),"\ntrailShort",ParamColor("Colo rTrailShort",ColorRGB(255,0,0)),styleStaircase);
Plot(IIf(trailArray < C,trailArray,Null),"\ntrailLong",ParamColor("Color TrailLong",ColorRGB(0,255,0)),styleStaircase);
Plot( C, "\nCandle",colorWhite, styleCandle );

// added
xx=EMA(C,34);
Plot(xx,"Ema34:",3,1);

//----------- 1
Buy1 = C>xx AND Cross(C,trailarray);
Sell1 = C<xx AND Cross(trailarray,C);
PlotShapes(Buy1*shapesmallUpTriangle+Sell1*shapesmallDownTriangle,IIf(Buy1,colorBlue,colorYellow),0,IIf(Buy1,L,H)) ;

//------------ 2
Buy2 = C>xx AND C>trailarray;
Sell2 = C<xx AND C<trailarray;
buy2=ExRem(buy2,sell2);
sell2=ExRem(sell2,buy2);
PlotShapes(Buy2*shapeUparrow+Sell2*shapeDownarrow,IIf(Buy2,colorgreen,colorred),0,IIf(Buy2,L-30,H+30)) ;

//------------ 3
Buy3 = Cross(C,trailarray) AND Cross(C,xx);
Sell3 = Cross(trailarray,C) AND Cross(xx,C);
PlotShapes(Buy3*shapeuparrow+Sell3*shapeDownarrow,IIf(Buy3,colorpalegreen,colororange),0,IIf(Buy3,L-40,H+40)) ;

Thank you
 
Last edited:
B

bnftrader1

Member
#2,916
#2,916
casoni said:
//originally Posted by tools&tradingideas [ Edward.Pottasch ]
function vstop_func(tr)
{
trailArray[ 0 ] = C[ 0 ]; // initialize
for( i = 1; i < BarCount; i++ )
{
prev = trailArray[ i - 1 ];

if (C[ i ] > prev AND C[ i - 1 ] > prev)
{
trailArray[ i ] = Max(prev,C[ i ] - tr[ i ]);
}
else if (C[ i ] < prev AND C[ i - 1 ] < prev)
{
trailArray[ i ] = Min(prev,C[ i ] + tr[ i ]);
}
else if (C[ i ] > prev)
{
trailArray[ i ] = C[ i ] - tr[ i ];
}
else
{
trailArray[ i ] = C[ i ] + tr[ i ];
}
}
return trailArray;
}

per = Param("per",20, 5, 150, 1);
mult = Param("mult",2, 1, 4, 0.05);
tr = mult * ATR(per);
trailArray = vstop_func(tr);
//trailArray = Ref(trailArray,-1);

SetChartBkColor( ParamColor("ColorBG", ColorRGB( 0, 0, 0 ) ) );
GraphXSpace = 5;
SetChartOptions(0, chartShowDates);
Plot(IIf(trailArray > C,trailArray,Null),"\ntrailShort",ParamColor("Colo rTrailShort",ColorRGB(255,0,0)),styleStaircase);
Plot(IIf(trailArray < C,trailArray,Null),"\ntrailLong",ParamColor("Color TrailLong",ColorRGB(0,255,0)),styleStaircase);
Plot( C, "\nCandle",colorWhite, styleCandle );

// added
xx=EMA(C,34);
Plot(xx,"Ema34:",3,1);

//----------- 1
Buy1 = C>xx AND Cross(C,trailarray);
Sell1 = C<xx AND Cross(trailarray,C);
PlotShapes(Buy1*shapesmallUpTriangle+Sell1*shapesmallDownTriangle,IIf(Buy1,colorBlue,colorYellow),0,IIf(Buy1,L,H)) ;

//------------ 2
Buy2 = C>xx AND C>trailarray;
Sell2 = C<xx AND C<trailarray;
buy2=ExRem(buy2,sell2);
sell2=ExRem(sell2,buy2);
PlotShapes(Buy2*shapeUparrow+Sell2*shapeDownarrow,IIf(Buy2,colorgreen,colorred),0,IIf(Buy2,L-30,H+30)) ;

//------------ 3
Buy3 = Cross(C,trailarray) AND Cross(C,xx);
Sell3 = Cross(trailarray,C) AND Cross(xx,C);
PlotShapes(Buy3*shapeuparrow+Sell3*shapeDownarrow,IIf(Buy3,colorpalegreen,colororange),0,IIf(Buy3,L-40,H+40)) ;

Thank you
Click to expand...
Thanks Casoni for quick response. Very helpful. This is how the Banknifty chart looks like

 
B

bnftrader1

Member
#2,917
#2,917
casoni said:
//originally Posted by tools&tradingideas [ Edward.Pottasch ]
function vstop_func(tr)
{
trailArray[ 0 ] = C[ 0 ]; // initialize
for( i = 1; i < BarCount; i++ )
{
prev = trailArray[ i - 1 ];

if (C[ i ] > prev AND C[ i - 1 ] > prev)
{
trailArray[ i ] = Max(prev,C[ i ] - tr[ i ]);
}
else if (C[ i ] < prev AND C[ i - 1 ] < prev)
{
trailArray[ i ] = Min(prev,C[ i ] + tr[ i ]);
}
else if (C[ i ] > prev)
{
trailArray[ i ] = C[ i ] - tr[ i ];
}
else
{
trailArray[ i ] = C[ i ] + tr[ i ];
}
}
return trailArray;
}

per = Param("per",20, 5, 150, 1);
mult = Param("mult",2, 1, 4, 0.05);
tr = mult * ATR(per);
trailArray = vstop_func(tr);
//trailArray = Ref(trailArray,-1);

SetChartBkColor( ParamColor("ColorBG", ColorRGB( 0, 0, 0 ) ) );
GraphXSpace = 5;
SetChartOptions(0, chartShowDates);
Plot(IIf(trailArray > C,trailArray,Null),"\ntrailShort",ParamColor("Colo rTrailShort",ColorRGB(255,0,0)),styleStaircase);
Plot(IIf(trailArray < C,trailArray,Null),"\ntrailLong",ParamColor("Color TrailLong",ColorRGB(0,255,0)),styleStaircase);
Plot( C, "\nCandle",colorWhite, styleCandle );

// added
xx=EMA(C,34);
Plot(xx,"Ema34:",3,1);

//----------- 1
Buy1 = C>xx AND Cross(C,trailarray);
Sell1 = C<xx AND Cross(trailarray,C);
PlotShapes(Buy1*shapesmallUpTriangle+Sell1*shapesmallDownTriangle,IIf(Buy1,colorBlue,colorYellow),0,IIf(Buy1,L,H)) ;

//------------ 2
Buy2 = C>xx AND C>trailarray;
Sell2 = C<xx AND C<trailarray;
buy2=ExRem(buy2,sell2);
sell2=ExRem(sell2,buy2);
PlotShapes(Buy2*shapeUparrow+Sell2*shapeDownarrow,IIf(Buy2,colorgreen,colorred),0,IIf(Buy2,L-30,H+30)) ;

//------------ 3
Buy3 = Cross(C,trailarray) AND Cross(C,xx);
Sell3 = Cross(trailarray,C) AND Cross(xx,C);
PlotShapes(Buy3*shapeuparrow+Sell3*shapeDownarrow,IIf(Buy3,colorpalegreen,colororange),0,IIf(Buy3,L-40,H+40)) ;

Thank you
Click to expand...
I am trying to backtest this code from Analysis -->Automatic Analysis but getting the following error message

"Missing buy/sell variable assignments"

Please help.
 
yasu222

yasu222

Active Member
#2,918
#2,918
_SECTION_BEGIN("Trailing Stop Loss");
per = Param("Bars",2,2,100,1);
mult = Param("Trailing Loss %",0.4,0.01,10,0.01);
tr = (Ref(C,-PER)*(mult/100));

trailArray[ 0 ] = C[ 0 ]; // initialize
for( i = 1; i < BarCount; i++ )
{
prev = trailArray[ i - 1 ];

if (C[ i ] > prev AND C[ i - 1 ] > prev)
{
trailArray[ i ] = Max(prev,C[ i ] - tr[ i ]);
}
else if (C[ i ] < prev AND C[ i - 1 ] < prev)
{
trailArray[ i ] = Min(prev,C[ i ] + tr[ i ]);
}
else if (C[ i ] > prev)
{
trailArray[ i ] = C[ i ] - tr[ i ];
}
else
{
trailArray[ i ] = C[ i ] + tr[ i ];
}
}
trailArray = Ref(trailArray,-1);

SetChartBkColor( ParamColor("ColorBG", ColorRGB( 0, 0, 0 ) ) );
GraphXSpace = 5;
SetChartOptions(0, chartShowDates);
Plot(trailArray,"\ntrailArray",ParamColor("ColorTr ail",ColorRGB(255,255,255)),styleStaircase);
Plot( C, "\nCandle",colorWhite, styleCandle );
_SECTION_END();
 
Last edited:
casoni

casoni

Well-Known Member
#2,919
#2,919
bnftrader1 said:
I am trying to backtest this code from Analysis -->Automatic Analysis but getting the following error message

"Missing buy/sell variable assignments"

Please help.
Click to expand...
Yes..
first you decide which Buy or Sell you want to use ?
i.e you feel comfortable with Buy1 or Buy2 ... [ as Buy3 will signal very less ]
if you are comfortable with Buy1 ans sell1 then
Your code will be

Buy=cover=buy1;
sell=short=sell1;

will work for scan and Backtest

Thank you
 
B

bnftrader1

Member
#2,920
#2,920
casoni said:
Yes..
first you decide which Buy or Sell you want to use ?
i.e you feel comfortable with Buy1 or Buy2 ... [ as Buy3 will signal very less ]
if you are comfortable with Buy1 ans sell1 then
Your code will be

Buy=cover=buy1;
sell=short=sell1;

will work for scan and Backtest

Thank you
Click to expand...

After modifying the code (as given below), the error is gone.
//------------ 2
Buy2 = C>xx AND C>trailarray;
Sell2 = C<xx AND C<trailarray;
buy2=ExRem(buy2,sell2);
sell2=ExRem(sell2,buy2);

Buy=Cover=Buy2;
Sell=Short=Sell2;

PlotShapes(Buy2*shapeUpArrow+Sell2*shapeDownArrow, IIf(Buy2,colorGreen,colorRed),0,IIf(Buy2,L-30,H+30)) ;


I backtested it for this week on Banknifty and getting only 2 trades in the result. But actually there has been around 13 trades as shown in the chart. Not sure why? Need your help on this please.

 
Last edited:
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