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Can somebody help me with this code:
This is a Camarilla Based system with the following rules:
1. You will be given 4 levels, R3,R4,S3,S4. If price hits R3 stop and reverse[if you carry a long already, otherwise just short] with MidRes=avg of R3 and R4 as stops.
2. If price hits S3 stop and reverse with stop of MidSup=avg of S3 and S4.
3. If the price breaches S4 levels, short with stop of MidSup,and this will be called a negative BO.
4. If the price breaches R4 levels, go long with stop of MidRes and this will called a positive BO.
5. In case of BO, square off the position at the last 5 minutes of the day[until unless the stop is hit]
This is the code: I request help from Amibroker members to help me out with this. The code apparently doesn't work[no trades made] for the index I am trying to run :D but it does make some trades for other scrips, but apparently it is making trades on a daily timeframe.
//Camarilla Based Trading System
YHigh = TimeFrameGetPrice("H", inDaily, -1);// yesterdays high
YLow = TimeFrameGetPrice("L", inDaily, -1);//low
YClose = TimeFrameGetPrice("C",inDaily, -1);//close
R4= YClose+ ((YHigh-Ylow)*1.1)/2;
R3= YClose+ ((YHigh-Ylow)*1.1)/4;
S3= YClose- ((YHigh-Ylow)*1.1)/4;
S4= YClose- ((YHigh-Ylow)*1.1)/2;
MidRes=(R3+R4)/2;
MidSup=(S3+S4)/2;
LongTrade=False;
ShortTrade=False;
PosBreakOut=False;
NegBreakOut=False;
R3Hit=Cross(R3,C);
S3Crossed=Cross(C,S3) ;
R4breached=Cross(C,R4);
S4breached=Cross(S4,C);
RightNow=TimeNum();
TimeFrameSet(in5Minute);
for(i=0;i<BarCount;i++)
{
if(R3Hit[i] AND LongTrade==False) //First Hit
{
Short[i]=1; //shortit
ShortTrade=True;
Stop=MidRes[i]; //and keep the stop at MidRes
}
else if(R3Hit[i] AND LongTrade==True) //Carrying a long trade already
{
Sell[i]=1; //square up the long trade
LongTrade=False;
Short[i]=1; //initiate a short trade
ShortTrade=True;
Stop=MidRes[i]; //set the stop at MidRes
}
if(S3Crossed[i] AND ShortTrade==True) //Carrying a short trade already
{
Cover[i]=1; //square it up
ShortTrade=False;
Buy[i]=1; //Initiate a long trade
LongTrade=True;
Stop=MidSup[i]; //Set the stop at MidSup
}
else if(S3Crossed[i] AND ShortTrade==False) //First Hit
{
Buy[i]=1; //Go Long
LongTrade=True;
Stop=MidSup[i]; //Set the stop at MidSup
}
if(R4breached[i])
{
Buy[i]=1;
Stop=MidRes[i];
PosBreakOut=True;
}
if(S4breached[i])
{
Short[i]=1;
Stop=MidSup[i];
NegBreakOut=True;
}
if(LongTrade==True AND C[i]<Stop)
{
Sell[i]=1;
LongTrade=False;
}
if(ShortTrade==True AND C[i]>Stop)
{
Cover[i]=1;
ShortTrade=False;
}
if(PosBreakOut==True AND C[i]<Stop)
{
Sell[i]=1;
PosBreakOut=False;
}
if(NegBreakOut==True AND C[i]>Stop)
{
Cover[i]=1;
NegBreakOut=False;
}
if(RightNow[i]>=032500 AND PosBreakOut==True)
{
Sell[i]=1;
PosBreakOut=False;
}
if(RightNow[i]>=032500 AND NegBreakOut)
{
Cover[i]=1;
NegBreakOut=False;
}
}
TimeFrameRestore();
Please do help.
Soham
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