My afl collection

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mcxinvest

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I want to backtest a spread strategy. Dont know how to make it on amibroker.
It goes this way...
I have ploted Nifty July futures and Nifty August Futures price chart and below theres a spread indicator.
I have put the MA in the spread indicator ( 20 & 50). So whenever 20 Ma crosses 50 MA we buy Nifty july and sell Nifty August.

Please guide me how to back test this strategy?
 
Hi Shivangi, I think your work is outstanding....I am trying out many of the afls and I hope one of them works my kind of trading style. Please keep up your good work inspite of all the snide remarks and criticisms that get posted from time to time.
 

shivangi77

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DIX 50-20-10


The Disparity Index is a simple and efficient oscillator indicator.It represents the percentage that the closing price deviates above or below from a chosen average.Its main purpose is capital reservation(reduced and controlled risk plus profits locked in). In volatile markets, its difficult to forecast the formation of peaks and troughs. The disparity index is an indicator that helps you squeeze the best out of a trend whether you are trading equities, futures, or forex.


CODE
 

shivangi77

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Surrogate


This is a trend following system which ignores minor swings in the trend ( Up / Down ) – Entry and Exit are based on emergence of consecutive red – green medium body candles with the highest high or lowest low of the previous 2 candle as the stop loss . This indicator can be supported with the standard MACD buy sell signals ( Crossovers) . I have attached chart of TataSteel .. Exact buy sell signals are obtained @ peaks and bottoms not falling into the divergence traps of MACD histogram .
Developer: Arjun





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shivangi77

Well-Known Member
Lunar Cycle



Author—Marcelin Tudor, Date/Time added:2006-09-03 10:02:09

This script Plot Full Moon and New Moon on your chart,which will make it easy for moon traders.

We can see there is good recognition for moon trading in higher levels of industry, recently, The Royal Bank of Scotland came up with a report
“Sheer Lunacy staring at the heavens” i suggest to read this report and know how one can use moon phases in trading i am pasting the pdf link below available on web.

xa.yimg.com/kq/groups/17324418/945690453/…/RBS+Moon+Phase.pdf

There is also another script in amibroker called “LUNA PHASE” if we are comfortable, i request to combine both the codes and use as one.

-Sahasra

To Download Code, Click "My Afl Collection"


 

shivangi77

Well-Known Member
MACD Volume



The VMACD (Volume Moving Average Convergence/Divergence) indicator shows the relationship between two moving averages of volume. VMACD is derived by dividing one moving average by another. It is based on the point spread difference between two exponential moving averages (EMA) of a securitys volume, similar to the MACD where the closing price is used.


To Download Code, Click "My Afl Collection"



 
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