[amibroker] Gaussian Keltner trading system with good results

["pwaget" <pwaget@xxxxxxxx>]

This trading system in Wealth-lab code gives very good and robust 
results. Can someone translate it in AFL ?

{$I 'Gaussian'}
var Bar, GaussianKeltnerLong, TuneFactor, SelfTuneEndBar: integer;
var BandFactor, MaxEquity: float;

const ProfitTarget = 12;
const Days = 1;
const KeltnerHiLoPeriod = 30;
const KeltnerAveragePeriod = 9;
const SelfTuneStartBar = 30;
      SelfTuneEndBar := BarCount-1;

MaxEquity := -99999999;

function LongFilter: boolean;
 begin
  Result :=
   (PriceOpen(Bar) > @GaussianKeltnerLong[Bar-1]);
 end;

procedure Trade(StartBar, EndBar: integer);
 begin
  for Bar := StartBar to EndBar do
   begin
    if not LastPositionActive then
     begin
      if LongFilter then
       BuyAtLimit(Bar+1, @GaussianKeltnerLong[Bar], 'Long Entry');
      end
    else
     if PositionLong(LastPosition) then
      begin
       if not SellAtLimit(Bar+1, PositionEntryPrice(LastPosition) * 
(1+ProfitTarget/100), LastPosition, 'ProfitTarget') then
        if Bar-PositionEntryBar(LastPosition) = Days-1 then
         SellAtClose(Bar+1, LastPosition, 'TimeOut');
      end
     else
      end;
end;

for TuneFactor := 80 to 94 do
 begin
  GaussianKeltnerLong := MultiplySeriesValue(SubtractSeries
(GaussianSeries(#AverageC, KeltnerAveragePeriod, 4), GaussianSeries
(SubtractSeries(#High, #Low), KeltnerHiLoPeriod, 4)), TuneFactor/100);
  
  Trade(SelfTuneStartBar, SelfTuneEndBar);
  if Equity(SelfTuneEndBar) > MaxEquity then
   begin
    MaxEquity := Equity(SelfTuneEndBar);
    BandFactor := TuneFactor/100;
   end;
  ClearPositions;
 end;

GaussianKeltnerLong := MultiplySeriesValue(SubtractSeries
(GaussianSeries(#AverageC, KeltnerAveragePeriod, 4), GaussianSeries
(SubtractSeries(#High, #Low), KeltnerHiLoPeriod, 4)), BandFactor);

Trade(30, BarCount-1);

PlotSeries(OffsetSeries(GaussianKeltnerLong, -1), 0, #Red, 0);
DrawLabel('BandFactor: ' + FloatToStr(BandFactor), 0)




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