Simple Coding Help - No Promise.

[alibaba113]

Hi,
Firstly, thanks you very much because of helping
Secondly, im completely new

I want to run back test
Sell when price decrease 10% compare to buy price or decrease 10% compare to highest price in last 10 day

please help me this afl code for ami
thanks a lot

 

[vijkris]

Hi,
Firstly, thanks you very much because of helping
Secondly, im completely new

I want to run back test
Sell when price decrease 10% compare to buy price or decrease 10% compare to highest price in last 10 day

please help me this afl code for ami
thanks a lot

bro, I m an amateur in coding, still, few doubts in ur strategy.
1. only sell, no buy? that means is it short only strategy?
2. "Sell when price decrease 10% compare to buy price ", how can buy price be defined without buying anything? :annoyed:
3. Is this strategy applicable for intraday charts or daily charts?
4. for backtesting u need to define ur exit criteria also, it is missing :annoyed::annoyed:

 

[cloudTrader]

Experts Please Help On A Code for a Spread Line based on this condition:

SPREAD = (LastA/CloseA) – (LastB/CloseB)

Where

LastA = LTP of Stock A

CloseA= Yesterday Close of Stock A

LastB = LTP of Stock B

CloseB = Yesterday Close of Stock B


Thanks !!

PS: Can you please confirm Plotting such a Spread Line is possible or not?

Any help !! Is this condition plotting possible in Amibroker? I read this condition for some other software[most probably Trade Station].

Thanks.

 

[KelvinHand]

Any help !! Is this condition plotting possible in Amibroker? I read this condition for some other software[most probably Trade Station].

Thanks.

In order to attract the programmers to help you.
So can you provide more information ?
"Most probably Trade Station."
To further evaluate the possibility in Amibroker.


The best also include May 2002 issue of Technical Analysis of STOCKS & COMMODITIES
"Using Volatility And Correlation
Daytrading Stock Pairs
by Mark Conway and Aaron Behle"
Article

 

[cloudTrader]

In order to attract the programmers to help you.
So can you provide more information ?
"Most probably Trade Station."
To further evaluate the possibility in Amibroker.


The best also include May 2002 issue of Technical Analysis of STOCKS & COMMODITIES
"Using Volatility And Correlation
Daytrading Stock Pairs
by Mark Conway and Aaron Behle"
Article

Thanks for the information. :clapping:

I noted the formula long time back from a blog. Only formulas were given. Nothing described regarding Article you have mentioned.

Can this be plotted in Amibroker ?

PS: Coding is an unknown territory for me ,,

Thanks & Regards.

 

[KelvinHand]

Thanks for the information. :clapping:

I noted the formula long time back from a blog. Only formulas were given. Nothing described regarding Article you have mentioned.

Can this be plotted in Amibroker ?

PS: Coding is an unknown territory for me ,,

Thanks & Regards.

Please show the blog.
PS: Given more information for the programmer will make thing more easy.
If you don't make thing easy for the programmer, why the programmer want to entertain you.
They are doing thing FOC

 

[cloudTrader]

Please show the blog.
PS: Given more information for the programmer will make thing more easy.
If you don't make thing easy for the programmer, why the programmer want to entertain you.
We are doing thing FOC

Found more authentic source, searched just now after reading your post .. :clap:

http://traders.com/Documentation/FEEDbk_docs/2002/05/TradersTips/TradersTips.html#trade1

Thanks Again !!

 

[KelvinHand]

Found more authentic source, searched just now after reading your post .. :clap:

http://traders.com/Documentation/FEEDbk_docs/2002/05/TradersTips/TradersTips.html#trade1

Thanks Again !!

Well Done!!!

Let see any programmer will help you.

I need to digest the code.

 

[rvg1953]

Can anyone elucidate how to combine two conditions fulfilled separately in two successive candles or in candles with some gap in between, for example, when a scrip crosses low of bollinger band and after a while a low pivot is formed a little later or vice versa.

 

[KelvinHand]

Well Done!!!

Let see any programmer will help you.

I need to digest the code.

After evaluating the code, found that the TradeStation not that easy to convert to Amibroker. Cause CoefficientR() function is private to TradeStation. Not many programmer able to do it. so the R is automatic calculated.

For easy way, here the Metastock Version, but you need to manually key in the R value.

Length = Param("30 day historical volatility", 30, 3);
r=Param("Correlation coefficient of these securities",0.5,0,100);
Vf=Param("Volatility factor",1.5, 0,5);
Ticker2= ParamStr("2nd Ticker to Compare", "D05");

p1= C;
p2= Foreign(Ticker2, "Close");

hv1=StDev(Log(p1/Ref(p1, -1)), Length);
hv2=StDev(Log(p2/Ref(p2, -1)), Length);

newday=ROC(DayOfWeek(),1) !=0;
yp1=ValueWhen(newday, Ref(p1,-1));
yp2=ValueWhen(newday, Ref(p2,-1));
sprd= (p1/yp1) - (p2/yp2);

vb=vf*(hv1 + hv2) * sqrt(1/252) * (1-r);
Plot(sprd, "Spread", colorAqua, styleNoLabel);
Plot(vb, "UpperVB", colorRed);
Plot(-vb, "LowerVB", colorLime);
PlotGrid(0,colorGrey50);