[amibroker] ATR Trading System

["Louis Guy Rink" <louis_guy@xxxxxxx>]

We have not been able to modify the following formula in order to 
optimize the multiplier factor (k) and the period (n). Can anyone 
help us to modify this formula so that it will optimize both factors?

_SECTION_BEGIN("ATR Trading System");
/*Writed & composed by Tudor Marcelin - Art Invest*/
k=1.5; /* multiplication factor*/
n=10; /*period*/
f=ATR(n);


R[0] = Close[0]; 

S[0] = C[0];
for( i = 11; i < BarCount; i++ ) 
{ 


R[i]=R[i-1];
S[i]=S[i-1];

if ( C[i-1] >R[i-1] )
{
r[i] = C[i-1]+k*f[i-1];
s[i]= C[i-1]-k*f[i-1];
} 
if ( C[i-1] <S[i-1] )
{
r[i] = C[i-1]+k*f[i-1];
s[i]= C[i-1]-k*f[i-1];
} 


Buy=Close>R;
Sell=Close<S;

Cump=IIf(Close>R,1,0);
Vanz=IIf(Close<S,1,0);
}
Plot(Close,"Close",colorBlack,styleCandle);
Plot(R, "Rez:",colorGreen,styleDots|styleNoLine);
Plot(S, "Sup:",colorRed,styleDots|styleNoLine);


Buy = ExRem( Buy, Sell ); //Elimina semnalele buy consecutive
Sell = ExRem( Sell, Buy ); //Elimina semnalele sell consecutive

shape = Buy * shapeUpArrow + Sell * shapeDownArrow;

fig=Cump*shapeHollowUpArrow + Vanz*shapeHollowDownArrow;

PlotShapes( fig, IIf( Cump, colorPaleGreen , colorPink), 0, IIf( 
Cump, Low-1, High+1)); //Pentru a vizualiza semnalele consecutive 
eliminate de ExRem
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low-
1, High+1)); 

AlertIf( Buy, "", "Experiment", 1 );
AlertIf( Sell, "", "Experiment",2);

GraphXSpace = 3;

_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %
g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( 
ROC( C, 1 ) ) ));

//Title=EncodeColor(colorBlue)+"Experiment"+EncodeColor(colorBlack)
+ " Open:"+O+" High:"+H+" Low:"+L+" Close:"+C+EncodeColor(colorGreen)
+" Rez:"+R+EncodeColor(colorRed)+" Sup:"+S+EncodeColor(colorBlue)+
//" \nDate: "+EncodeColor(colorRed)+Date();
_SECTION_END();

Thanks for your assistance,

Lou Rink and Blair LittleJohn



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