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I was kidding, I don't believe in the concept of trend ... especially
in these volatile markets ..
"Trends" are very easy to identify after they finished..
Anyway I attach the simplest ever just for fun .. try to see if it
works with walkforward opt ..
This is designed for portofolios
Npos=3;//Npos = Optimize("Npos", 2, 1, 5, 1 );
SetOption("MaxOpenPositions",Npos);
SetOption("InitialEquity", 20000 );
Mar=50;SetOption("AccountMargin",MAr);
ps=C;pt=Ref(O,0);
SetPositionSize(100*(100/MAr)/Npos, spsPercentOfEquity );
BuyPrice=ShortPrice=SellPrice=CoverPrice=pt;
SetTradeDelays(1,1,1,1);
RoundLotSize = 1;
SetOption("CommissionMode",2);
SetOption("CommissionAmount",5);
n1=Optimize("n1",20,5,30,10);
n2=Optimize("n2",25,10,2*30,10);
//n2=2*n1;
m1=MA(ps,n1);Plot(m1,"M1",colorRed);
m2=MA(ps,n2);Plot(m2,"M2",colorBlue);
//temp=m1;m1=m2;m2=temp;
Buy=Cover=Cross(m1,m2);
Sell=Short=Cross(m2,m1);
--- In amibroker@xxxxxxxxxxxxxxx, "techie11111" <techie11111@xxx> wrote:
>
>
> I requested the afl of one's favourite strategy.If trend following is
> your favourite strategy,plz post the afl,
>
> Regards
>
> Amikid
>
> --- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow"
> <loveyourenemynow@> wrote:
> >
> > It is very simple, just follow the trend ...
> >
> >
> >
> >
> > <waledingo@> wrote:
> > >
> > > Just send me your money and I'll trade it for you using my extremely
> > > profitable system..
> > >
> > > d
> > >
> > > On Thu, Nov 20, 2008 at 7:00 AM, techie11111 <techie11111@> wrote:
> > >
> > > > Hi ,
> > > > Anybody would like to discuss the Afl of their favourite
trading
> > > > strategies
> > > >
> > > > Thanks in advance
> > > >
> > > > Amikid
> > > >
> > > >
> > > > ------------------------------------
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> >
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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