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Steve, here is a little system that has been posted
before. It has a little more meat to it. Run it on end of day
(eod) stock data.
It is trading logic from Steve Karnish with AFL code from Jayson.
This system does not do well with all stocks. Steve recommends
running it on individual stocks to find which stocks trade well with this
technique. Make up a watch list of those that work well.
So do not use the default backtester. On the Automatic Analysis
(AA) page select the drop down arrow on the backtest button and use the
old V4 backtester that does individual tests rather than portfolio
tests.
Experiment with the system settings reports to get a summary for each
issue, then make a new watch list that has 20-50 stocks that work well
and experiment with those.
Good Luck
Sid
//period =
Param("Periods",26,5,50); //6
period =
Optimize(
"periods"
,26,
5,
50,
1);
smooth= 5;
storsi =Nz( (
RSI( period) -
LLV(
RSI(period)
,period) ) / ( (
HHV(
RSI(period)
,period) ) -
LLV(
RSI(period),period) ) );
Plot(
EMA(storsi,
5),
EncodeColor(
colorWhite)+"Sto
Rsi",colorBlue,
1);
Plot(
EMA(
EMA(storsi,
5),smooth),
"5
DMA",colorYellow,
1);
Plot(.30,
"",
colorRed,1);
Plot(.80,
"",
colorGreen,1
);
Buy = Cover =
Cross(
EMA(storsi,
5),
EMA(
EMA(storsi,
5),smooth));
Sell = Short =
Cross(
EMA(
EMA(storsi,
5),smooth),
EMA(storsi,
5));
PlotShapes(
IIf(Buy,
shapeUpArrow,shapeNone)
,colorBrightGreen,0
,Graph0,-15
);
PlotShapes(
IIf(Sell,
shapeDownArrow,shapeNone),colorRed,
0,Graph1,-
15);
GraphXSpace=10
;
// Regards, Jayson
At 11:23 AM 8/11/2005, you wrote:
Thanks for the post
Dave. Do you have anything with a bit more
complexity. Maybe something that has to do with price structure.
For example, If today's trading range has the narrowest range of the
past four days, go long tomorrow if the high takes out the previous
days high, go short if the low takes out the previous low.
I think this would help me understand how to setup orders based on
specific conditions.
Thanks Again,
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "dpweir" <dpweir@xxxx>
wrote:
> How simply do you want the system to be ?
>
> This will not visually show anything but you can backtest it.
>
> Buy = Cross(MA(C,7),MA(C,21));
> Sell = Cross(MA(C,21),MA(C,7));
>
> Regards
>
> Dave
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
[
mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of sslack88
> Sent: Sunday, 7 August 2005 1:11 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Getting Started with AFL Systems. Please
Help.
>
> Hi Everyone,
>
> I am new to the Amibroker software. I have spent a lot of time
with
> the user guide and also looking at past TASC Traders Tips.
>
> I am having difficulty learning how to program systems in AFL.
Can
> someone please offer suggestions on the best way to learn AFL?
>
> I tried looking at some sample systems to understand how others
are
> coding them, but I keep getting confused. Can someone post a
simple
> system that I can study that would help me get started?
>
> Thank you in advance for your help.
>
> Best,
> Steve
>
>
>
>
>
>
>
>
> Please note that this group is for discussion between users
only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
>
http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
Please note that this group is for discussion between users
only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
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