Re: [amibroker] Re: ADX based trading system

[Deepak Patade <iamdeepakpatade@xxxxxxxxx>]

This is fine ,

Can we add some more lines to this.

cover any buy or sell if any one of either macd or stoch crosses after the buy or sell signal.

say m1>s1 and k >d , so a buy signal is given since both are in buy mode.

this call is to be covered if either of this goes out of the trade i.e s1>m1 or d>k.

 

when either is not in call, we must also be out of the trades.

we shall enter trade only if

s1 > m1 and d > k

 

or the previous condition remeets ie m1 > s1 and k > d

On Fri, Jan 29, 2010 at 12:05 AM, jilm_jones <Jilm_Jones@xxxxxxxxx> wrote:

 

i think its right

//MACD

r1 = Param( "Fast avg", 12, 2, 200, 1 );
r2 = Param( "Slow avg", 26, 2, 200, 1 );
r3 = Param( "Signal avg", 9, 2, 200, 1 );

m1 = MACD(r1, r2);
s1 = Signal(r1,r2,r3);

//stochastic
periods = Param( "Periods", 15, 1, 200, 1 );
Ksmooth = Param( "%K avg", 3, 1, 200, 1 );
Dsmooth = Param( "%D avg", 3, 1, 200, 1 );
periods = Param( "Periods", 15, 1, 200, 1 );
k=StochK( periods , Ksmooth);
d=StochD( periods , Ksmooth, DSmooth );

//ADX
range = Param("Periods", 14, 2, 200, 1 );

ADvX=ADX( range);

tightstop=1;
Loosestop=2;
ApplyStop(stopTypeLoss,stopModePercent,IIf(advx>45,tightstop,Loosestop));

Buy=IIf(advx<20,k>d,IIf(advx>30,m1>s1,IIf(Cross(Advx,23) AND LLV(advx,BarsSince(Cross(23,advx)))<18,m1>s1,
IIf(Cross(27,advx) AND HHV(advx,BarsSince(Cross(advx,27))),k>d,0))));

Sell=IIf(advx<20,k<d,IIf(advx>30,m1<s1,IIf(Cross(Advx,23) AND LLV(advx,BarsSince(Cross(23,advx)))<18,m1<s1,
IIf(Cross(27,advx) AND HHV(advx,BarsSince(Cross(advx,27))),k<d,0))));
Short=Cover=0;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);

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