Simple Coding Help - No Promise.

[manileo]

Hi friends,

I need a programer to write a very simple atr based trading system. I hv the afl for atr alright, however i need him to add a scaling in on another indicator till fixed positionsizing limit.

Shld b easy for a seasoned guy, no automation required for time being, just back testable.

Really appreciate the help; thanks in advance.

Manish Dhawan

 

[ethan hunt]

Whenever we run a backtest we have option to choose trade at open,hi,lo,close,avg with a delay of n bars.

Suppose if we get a signal to enter a trade on EOD charts.

We try to get into a trade at open next day which is not at all practically possible, hence the backtesting results are not correct.

Is there a standard formula (or some other way within amibroker) which can be added to an AFL so that the entry trade (for back test) is considered at open of say 2nd or 3rd bar in Intraday charts once we have an entry signal from EOD charts the previous day.

bump ......

 

[extremist]

bump ......

I think Tick data will serve better in these kind of things.
But 'm not sure.

 

[amsin21]

bump ......

As you pointed out

Buy/Sell or Short/Cover price : Open
Buy/Sell or Short/Cover delay : 2 or 3

These settings should do the work.

 

[Nehal_s143]

to plot buy sell signal, you need to define buy and sell condition

It would be great help if someone can add buy/sell scanning to this afl.

 _SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));

trendup = IIf(MACD(12,26) > 0 AND MACD(12,26) > Signal(12,26,9), colorGreen, colorWhite);
trendcolor = IIf(MACD(12,26) < 0 AND MACD(12,26) < Signal(12,26,9), colorRed, trendup);
Plot( C, "Close", trendcolor, styleBar | styleThick );

//RSIup = RSI(7) > 70;
//RSIdown = RSI(7) < 30;

sp = Param( "RSI Period", 7, 1, 100 );
r = RSI( sp );
RSIup = r > 70; 
RSIdown = r < 30;

shape = RSIup * shapeSmallUpTriangle + RSIdown * shapeSmallDownTriangle;
PlotShapes(shape, IIf( RSIup, colorGreen, colorRed ), 0, IIf( RSIup, Low, High ) );
 
if( ParamToggle("Tooltip shows", "All Values | Only Prices" ) )
{
 ToolTip=StrFormat("Open: %g\nHigh:  %g\nLow:   %g\nClose:  %g (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 )));
}
_SECTION_END();


_SECTION_BEGIN("BBands");
P = ParamField("Price field",-1);
Periods = Param("Periods", 12, 2, 100, 1 );
Width = Param("Width", 2, 0, 10, 0.05 );
Color = ParamColor("Color", colorLightGrey );
Style = ParamStyle("Style") | styleNoRescale;
Plot( BBandTop( P, Periods, Width ), "BBTop" + _PARAM_VALUES(), Color, Style ); 
Plot( BBandBot( P, Periods, Width ), "BBBot" + _PARAM_VALUES(), Color, Style );

// calcul average daily range pe ultimele 7 zile

HD1 = TimeFrameGetPrice("H", inDaily, -1);
LD1 = TimeFrameGetPrice("L", inDaily, -1);
M1 = HD1 - LD1;
HD2 = TimeFrameGetPrice("H", inDaily, -2);
LD2 = TimeFrameGetPrice("L", inDaily, -2);
M2 = HD2 - LD2;
HD3 = TimeFrameGetPrice("H", inDaily, -3);
LD3 = TimeFrameGetPrice("L", inDaily, -3);
M3 = HD3 - LD3;
HD4 = TimeFrameGetPrice("H", inDaily, -4);
LD4 = TimeFrameGetPrice("L", inDaily, -4);
M4 = HD4 - LD4;
HD5 = TimeFrameGetPrice("H", inDaily, -5);
LD5 = TimeFrameGetPrice("L", inDaily, -5);
M5 = HD5 - LD5;
HD6 = TimeFrameGetPrice("H", inDaily, -6);
LD6 = TimeFrameGetPrice("L", inDaily, -6);
M6 = HD6 - LD6;
HD7 = TimeFrameGetPrice("H", inDaily, -7);
LD7 = TimeFrameGetPrice("L", inDaily, -7);
M7 = HD7 - LD7;

//ADR = MA(High - Low,7);
ADR = (M1+M2+M3+M4+M5+M6+M7)/7;
tp = ADR*0.15;
sl = ADR*0.1;
//TimeFrameRestore();
Plot(ADR, "\nADR", colorBlue, styleNoLine | styleNoRescale | styleNoLabel);
Plot(tp, "TP", colorBlue, styleNoLine | styleNoRescale | styleNoLabel);
Plot(sl, "SL", colorBlue, styleNoLine | styleNoRescale | styleNoLabel);

// ----------------
 
_SECTION_END();

_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));

trendup = IIf(MACD(12,26) > 0 AND MACD(12,26) > Signal(12,26,9), colorGreen, colorBlack);
trendcolor = IIf(MACD(12,26) < 0 AND MACD(12,26) < Signal(12,26,9), colorRed, trendup);
Plot( C, "Close", trendcolor, styleBar | styleThick );

//RSIup = RSI(7) > 70;
//RSIdown = RSI(7) < 30;

sp = Param( "RSI Period", 7, 1, 100 );
r = RSI( sp );
RSIup = r > 70; 
RSIdown = r < 30;

shape = RSIup * shapeSmallUpTriangle + RSIdown * shapeSmallDownTriangle;
PlotShapes(shape, IIf( RSIup, colorGreen, colorRed ), 0, IIf( RSIup, Low, High ) );
 
if( ParamToggle("Tooltip shows", "All Values | Only Prices" ) )
{
 ToolTip=StrFormat("Open: %g\nHigh:  %g\nLow:   %g\nClose:  %g (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 )));
}
_SECTION_END();

_SECTION_BEGIN("SAR");
acc = Param("Acceleration", 0.02, 0, 1, 0.001 );
accm = Param("Max. acceleration", 0.2, 0, 1, 0.001 );
Plot( SAR( acc, accm ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style", styleDots | styleNoLine, maskDefault | styleDots | styleNoLine ) );
_SECTION_END();

Thanks & regards

 

[ethan hunt]

As you pointed out

Buy/Sell or Short/Cover price : Open
Buy/Sell or Short/Cover delay : 2 or 3

These settings should do the work.

We have intraday data in amibroker
We select interval DAILY
We run a scan (say ema cross)
We get a entry signal
We select 5 min INTRADAY charts
We run a back test with entry at open of say 2nd or 3rd intraday bar (say 5min)

So basically entry signal comes from DAILY interval & trade is entered in INTRADAY interval.
Any standardized way to add some STANDARD code lines to exisiting AFLs or any other way to do so from within amibroker.

 

[bend]

for (i = 0; i < 5; i++)
Plot(LastValue(Ref (X, -i)), "", color..., style...);

Edit underlined portion as needed.

I did try it but it plots zero and distorts the charts. Maybe its more complicated than i thought. I don't wan't to plot for the last n bars, but to plot the last n trendlines. I am attaching E.M Pottash code if you can help. The ploting starts at _section_begin ("chart colors");

_SECTION_BEGIN("Trendlines Multitimeframe");
// Amibroker AFL code by Edward Pottasch, 6/8/2011
// Using fractals to create automatic trendlines
// Using option to show multiple timeframes
Version(5.21);
xx=BarIndex();x=xx;Lx=LastValue(x);
nbar=Param("N Pivot Bars",3,2,50,1); 
tf=Param("Time Frame (min)",5,1,100000,1);tfrm=in1Minute*tf;
CleanPivots=ParamToggle("Use Clean Pivots","Off|On",0);
PivotSymmetry=ParamToggle("Use Symmetric Pivots","Off|On",0);
tld=ParamToggle("All trendlines","Show|Hide",1);
showSignals=ParamToggle("Display signals","Off|On",0);
 
TimeFrameSet(tfrm); 
if (PivotSymmetry)
{
    fc=1;
    pk=H>Ref(HHV(H,nbar*fc),-1) AND Ref(HHV(H,nbar),nbar)<=H;
    tr=L<Ref(LLV(L,nbar*fc),-1) AND Ref(LLV(L,nbar),nbar)>=L;
}
else
{
    fc=2;
    pk=H>Ref(HHV(H,nbar*fc),-1) AND Ref(HHV(H,nbar),nbar)<=H;
    tr=L<Ref(LLV(L,nbar*fc),-1) AND Ref(LLV(L,nbar),nbar)>=L;
}
px0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);
px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);
px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);
ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);
ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);
ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);
if (CleanPivots)
{
tr=IIf(pk AND tr AND ph1>ph2 AND tl1>tl2,False,tr);
pk=IIf(pk AND tr AND ph1<ph2 AND tl1<tl2,False,pk);
 
px0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);
px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);
px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);
ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);
ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);
ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);
 
pk=IIf(pk AND px1>tx1 AND ph1<tl1,False,pk);
tr=IIf(tr AND tx1>px1 AND tl1>ph1,False,tr);
pk=IIf(pk AND px0<tx0 AND ph0>ph1,False,pk);
tr=IIf(tr AND px0>tx0 AND tl0<tl1,False,tr);
pk=IIf(pk AND px2>tx1 AND ph1<=ph2,False,pk);
tr=IIf(tr AND tx2>px1 AND tl1>=tl2,False,tr);
pk=IIf(pk AND px0>px1 AND px1>tx1 AND px1>tx0 AND ph0>ph1,False,pk);
tr=IIf(tr AND tx0>tx1 AND tx1>px1 AND tx1>px0 AND tl0<tl1,False,tr);
 
px0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);
px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);
px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);
ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);
ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);
ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);
 
pk=IIf(pk AND px1>tx1 AND ph1<tl1,False,pk);
tr=IIf(tr AND tx1>px1 AND tl1>ph1,False,tr);
pk=IIf(pk AND px0<tx0 AND ph0>ph1,False,pk);
tr=IIf(tr AND px0>tx0 AND tl0<tl1,False,tr);
pk=IIf(pk AND px2>tx1 AND ph1<=ph2,False,pk);
tr=IIf(tr AND tx2>px1 AND tl1>=tl2,False,tr);
pk=IIf(pk AND px0>px1 AND px1>tx1 AND px1>tx0 AND ph0>ph1,False,pk);
tr=IIf(tr AND tx0>tx1 AND tx1>px1 AND tx1>px0 AND tl0<tl1,False,tr);
 
px0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);
px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);
px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);
ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);
ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);
ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);
 
pk=IIf(pk AND px1>tx1 AND px2>tx1 AND ph1<ph2,False,pk);
tr=IIf(tr AND tx1>px1 AND tx2>px1 AND tl1>tl2,False,tr);
}
pkh=IIf(pk,H,Null);
trl=IIf(tr,L,Null);
TimeFrameRestore();
fact=Max(tfrm/60,Interval()/60)/(Interval()/60);
Lkbk=tfrm/Interval();
if(Lkbk>1)
{
    pk=TimeFrameExpand(pk,tfrm,expandFirst);    
    pkh=TimeFrameExpand(pkh,tfrm,expandFirst);
    pkhs=IIf(!IsEmpty(pkh),1,0);pkhs=pkhs-Ref(pkhs,-1);
    pk=pk AND H==pkh;
    cond1=Sum(pk,BarsSince(pkhs==1)+1)==1 AND pk;
    pk=pk AND cond1;
     
    tr=TimeFrameExpand(tr,tfrm,expandFirst);    
    trl=TimeFrameExpand(trl,tfrm,expandFirst);
    trls=IIf(!IsEmpty(trl),1,0);trls=trls-Ref(trls,-1);
    tr=tr AND L==trl;
    cond1=Sum(tr,BarsSince(trls==1)+1)==1 AND tr;
    tr=tr AND cond1;
     
    px0=ValueWhen(pk,x,0); tx0=ValueWhen(tr,x,0);
    px1=ValueWhen(pk,x,1); tx1=ValueWhen(tr,x,1);
    px2=ValueWhen(pk,x,2); tx2=ValueWhen(tr,x,2);
    ph0=ValueWhen(pk,H,0); tl0=ValueWhen(tr,L,0);
    ph1=ValueWhen(pk,H,1); tl1=ValueWhen(tr,L,1);
    ph2=ValueWhen(pk,H,2); tl2=ValueWhen(tr,L,2);
}
y0=ValueWhen(tr,trl,0); 
y1=ValueWhen(tr,trl,1);
y2=ValueWhen(tr,trl,2);
y3=ValueWhen(tr,trl,3);
x0=ValueWhen(tr,xx,0);
x1=ValueWhen(tr,xx,1);
x2=ValueWhen(tr,xx,2);
x3=ValueWhen(tr,xx,3);
aa=(Y0-Y1)/(X0-X1);
ls1=aa*(xx-X1)+Y1;
dls1=ls1-Ref(ls1,-1);
aa=(Y1-Y2)/(X1-X2);
ls2=aa*(xx-X1)+Y1;
dls2=ls2-Ref(ls2,-1);
dls2=IIf(tr,Ref(dls1,-1),dls2);
aa=(Y2-Y3)/(X2-X3);
ls3=aa*(xx-X2)+Y2;
dls3=ls3-Ref(ls3,-1);
dls3=IIf(tr,Ref(dls2,-1),dls3);
y0=ValueWhen(pk,pkh,0); 
y1=ValueWhen(pk,pkh,1);
y2=ValueWhen(pk,pkh,2);
y3=ValueWhen(pk,pkh,3);
x0=ValueWhen(pk,xx,0);
x1=ValueWhen(pk,xx,1);
x2=ValueWhen(pk,xx,2);
x3=ValueWhen(pk,xx,3);
aa=(Y0-Y1)/(X0-X1);
hs1=aa*(xx-X1)+Y1;
dhs1=hs1-Ref(hs1,-1);
aa=(Y1-Y2)/(X1-X2);
hs2=aa*(xx-X1)+Y1;
dhs2=hs2-Ref(hs2,-1);
dhs2=IIf(pk,Ref(dhs1,-1),dhs2);
aa=(Y2-Y3)/(X2-X3);
hs3=aa*(xx-X2)+Y2;
dhs3=hs3-Ref(hs3,-1);
dhs3=IIf(pk,Ref(dhs2,-1),dhs3);
if (tld)
{
    dd=0.0;
    Vh=dd*(ValueWhen(pk,C)-ValueWhen(pk,Ref(C,-1)))/ValueWhen(pk,C);
    Vl=dd*(ValueWhen(tr,C)-ValueWhen(tr,Ref(C,-1)))/ValueWhen(tr,C);
    ls1=IIf(dls1>=Vl,ls1,Null);
    ls2=IIf(dls2>=Vl,ls2,Null);
    ls3=IIf(dls3>=Vl,ls3,Null);
    hs1=IIf(dhs1<=Vh,hs1,Null);
    hs2=IIf(dhs2<=Vh,hs2,Null);
    hs3=IIf(dhs3<=Vh,hs3,Null);
}
ls2a=IIf(BarsSince(tr)<=nbar*fact,ls2,Null);
ls2b=IIf(BarsSince(tr)>nbar*fact,ls2,Null);
ls3=IIf(BarsSince(tr)<=nbar*fact,ls3,Null);
hs2a=IIf(BarsSince(pk)<=nbar*fact,hs2,Null);
hs2b=IIf(BarsSince(pk)>nbar*fact,hs2,Null);
hs3=IIf(BarsSince(pk)<=nbar*fact,hs3,Null);
_SECTION_END();

_SECTION_BEGIN("xADR");
HiDay = TimeFrameGetPrice("H", inDaily);
LoDay = TimeFrameGetPrice("L", inDaily);
HiHrly = TimeFrameGetPrice("H", inHourly);
LoHrly = TimeFrameGetPrice("L", inHourly);
PlotShapes(shapeSmallCircle*(H==HiDay),colorDarkRed,0,H,20);
PlotShapes(shapeSmallCircle*(L==Loday),colorDarkGreen,0,L,-20);

TimeFrameSet(inDaily);
DR=H-L;
DR5=MA(DR,5);
DR20=MA(DR,20);
TimeFrameRestore();

DRE=TimeFrameExpand(DR,inDaily);
DR5E=TimeFrameExpand(DR5,inDaily);
DR20E=TimeFrameExpand(DR20,inDaily);
_SECTION_END();

_SECTION_BEGIN("Chart Colors");
SetChartBkColor(ParamColor("Background Color",ColorRGB(0,0,0)));
SetChartOptions(0,chartShowDates);
SetBarFillColor(IIf(C>O,ParamColor("Candle UP Color", colorblack),IIf(C<=O,ParamColor("Candle Down Color", colorRed),colorLightGrey)));
Plot(C,"Price",IIf(C>O,ParamColor("Wick UP Color", colorbrightgreen),IIf(C<=O,ParamColor("Wick Down Color", colorRed),colorLightGrey)),64,0,0,0,0);

Plot(pkh,"",colorRed,styleThick,0,0,0,-1);
Plot(trl,"",colorBrightGreen,styleThick,0,0,0,-1);  
PlotShapes(shapeSmallCircle*tr,IIf(Lx-ValueWhen(tr,x)>nbar*fact,ColorRGB(0,100,0),colorWhite),0,L,-10);
PlotShapes(shapeSmallCircle*pk,IIf(Lx-ValueWhen(pk,x)>nbar*fact,ColorRGB(255,0,0),colorWhite),0,H,10);
Plot(ls1,"\nLower Trendline",colorBrightGreen,styleLine|styleNoRescale,0,0,0,-1);
Plot(ls2a,"",colorLightGrey,styleNoLine|styleDots|styleThick|styleNoRescale,0,0,0,-1);
Plot(ls2b,"",colorDarkGreen,styleNoLine|styleDots|styleThick|styleNoRescale,0,0,0,-1);
Plot(ls3,"",colorDarkGreen,styleNoLine|styleDots|styleThick|styleNoRescale,0,0,0,-1);
Plot(hs1,"\nUpper Trendline",colorRed,styleLine|styleNoRescale,0,0,0,-1);
Plot(hs2a,"",colorLightGrey,styleNoLine|styleDots|styleThick|styleNoRescale,0,0,0,-1);
Plot(hs2b,"",colorOrange,styleNoLine|styleDots|styleThick|styleNoRescale,0,0,0,-1);
Plot(hs3,"",colorOrange,styleNoLine|styleDots|styleThick|styleNoRescale,0,0,0,-1);
_SECTION_END();
 
if(showSignals)
{
Buy=( (!IsEmpty(Ref(hs2b,-1)) AND Ref(C<hs2b,-1)) AND (!IsEmpty(hs2b) AND C>hs2b) )
OR ( (!IsEmpty(Ref(hs3,-1)) AND Ref(C<hs3,-1)) AND (!IsEmpty(hs3) AND C>hs3) )
OR ( (!IsEmpty(Ref(hs2b,-1)) AND Ref(C<hs2b,-1)) AND (!IsEmpty(hs3) AND C>hs3) );
Buy=ExRem(Buy,tr OR pk);
BuyPrice=C;
 
Short=( (!IsEmpty(Ref(ls2b,-1)) AND Ref(C>ls2b,-1)) AND (!IsEmpty(ls2b) AND C<ls2b) )
OR ( (!IsEmpty(Ref(ls3,-1)) AND Ref(C>ls3,-1)) AND (!IsEmpty(ls3) AND C<ls3) )
OR ( (!IsEmpty(Ref(ls2b,-1)) AND Ref(C>ls2b,-1)) AND (!IsEmpty(ls3) AND C<ls3) );
Short=ExRem(Short,tr OR pk);
ShortPrice=C;
PlotShapes(IIf(Buy,shapeSmallUpTriangle,shapeNone),colorGreen,0,L,-15);
PlotShapes(IIf(Buy,shapeSmallCircle,shapeNone),colorWhite,0,BuyPrice,0);
PlotShapes(IIf(Short,shapeSmallDownTriangle,shapeNone),colorRed,0,H,-15);
PlotShapes(IIf(Short,shapeSmallCircle,shapeNone),colorWhite,0,ShortPrice,0);
}
 
qq=Interval()/60;
if(qq < 60){tf=" min";tt=qq;}
else if(qq >= 60 AND qq < 1440){tf=" hrs";tt=qq/60;}
else if(qq >= 1440){tf=" days";tt=(qq/60)/24;}
qq=Max(tfrm/60,Interval()/60);
if(qq < 60){tfa=" min";tta=qq;}
else if(qq >= 60 AND qq < 1440){tfa=" hrs";tta=qq/60;}
else if(qq >= 1440){tfa=" days";tta=(qq/60)/24;}
 
Title = Name() + 
"\nNbar: " + nbar + 
"\nChart TF: " + tt + tf + 
"\nTrend TF: " + tta + tfa+
"\n"+
"\nToday's Range: " + StrToNum(NumToStr(10000*(HiDay - LoDay), 1))+
"\nYesterday's Range : " + StrToNum(NumToStr(10000*DRE, 1)) +
"\nADR 5Day's: " + StrToNum(NumToStr(10000*DR5E,1)) +
"\nADR 20Day's: " + StrToNum(NumToStr(10000*DR20E,1));
 
_SECTION_BEGIN("Label");
disp=ParamToggle("Display labels","Off|On",1);
dxhm=Param("Shift X Highs (Margin)",14,-100,100,1);
dxlm=Param("Shift X Lows (Margin)",10,-100,100,1);
dxh=Param("Shift X Highs",0,-100,100,1);
dxl=Param("Shift X Lows",0,-100,100,1);
dyhm=Param("Shift Y Highs (Margin)",5,-100,100,1);
dylm=Param("Shift Y Lows (Margin)",3,-100,100,1);
dyh=Param("Shift Y Highs",18,-100,100,1);
dyl=Param("Shift Y Lows",29,-100,100,1);
hm=Param("Marging High",30,-100,100,1);
lm=Param("Margin Low",30,-100,100,1);
 
function GetVisibleBarCount() 
{
    lvb=Status("lastvisiblebar");
    fvb=Status("firstvisiblebar");
    return Min(lvb-fvb,BarCount-fvb);
} 
function GfxConvertPixelsToBarX(Pixels)
{
    lvb=Status("lastvisiblebar");
    fvb=Status("firstvisiblebar");
    pxchartleft=Status("pxchartleft");
    pxchartwidth=Status("pxchartwidth");
    fac=pxchartwidth/Pixels;
    bar=(lvb-fvb)/fac;
    return bar;
} 
function GfxConvertPixelToValueY(Pixels) 
{
    local Miny,Maxy,pxchartbottom,pxchartheight;
    Miny=Status("axisminy");
    Maxy=Status("axismaxy");
    pxchartbottom=Status("pxchartbottom");
    pxchartheight=Status("pxchartheight");
    fac=pxchartheight/Pixels;
    Value=(Maxy-Miny)/fac;
    return Value;
} 
if(disp)
{
ll=tr AND tl1<tl2;
hl=tr AND tl1>tl2;
hh=pk AND ph1>ph2;
lh=pk AND ph1<ph2;
dt=pk AND ph1==ph2;
db=tr AND tl1==tl2;
 
PlotShapes(shapeHollowCircle*lh,ColorRGB(255,193,193),0,H,10);
PlotShapes(shapeHollowCircle*hl,ColorRGB(202,255,112),0,L,-10);
 
miny=Status("axisminy");
maxy=Status("axismaxy");
AllVisibleBars=GetVisibleBarCount();
fvb=Status("firstvisiblebar");
LowMargin=Miny+GfxConvertPixelToValueY(lm);
HighMargin=Maxy-GfxConvertPixelToValueY(hm);
dyllm=GfxConvertPixelToValueY(dylm);
dyhhm=GfxConvertPixelToValueY(dyhm);
dyll=GfxConvertPixelToValueY(dyl);
dyhh=GfxConvertPixelToValueY(dyh);
dxllm=GfxConvertPixelsToBarX(dxlm);
dxhhm=GfxConvertPixelsToBarX(dxhm);
dxll=GfxConvertPixelsToBarX(dxl);
dxhh=GfxConvertPixelsToBarX(dxh);
 
for(i=0;i<AllVisibleBars;i++) 
{
    if(ll[i+fvb] AND L[i+fvb]>LowMargin) PlotText("LL",i+fvb+dxll,L[i+fvb]-dyll,colorWhite,colorBlack);
    if(ll[i+fvb] AND L[i+fvb]<=LowMargin) PlotText("LL",i+fvb+dxll+dxllm,L[i+fvb]-dyllm,colorWhite,colorBlack);
    if(hl[i+fvb] AND L[i+fvb]>LowMargin) PlotText("HL",i+fvb+dxll,L[i+fvb]-dyll,colorWhite,colorBlack);
    if(hl[i+fvb] AND L[i+fvb]<=LowMargin) PlotText("HL",i+fvb+dxll+dxllm,L[i+fvb]-dyllm,colorWhite,colorBlack);
    if(db[i+fvb] AND L[i+fvb]>LowMargin) PlotText("DB",i+fvb+dxll,L[i+fvb]-dyll,colorWhite,colorBlack);
    if(db[i+fvb] AND L[i+fvb]<=LowMargin) PlotText("DB",i+fvb+dxll+dxllm,L[i+fvb]-dyllm,colorWhite,colorBlack);  
    if(hh[i+fvb] AND H[i+fvb]<HighMargin) PlotText("HH",i+fvb+dxhh,H[i+fvb]+dyhh,colorWhite,colorBlack);
    if(hh[i+fvb] AND H[i+fvb]>=HighMargin) PlotText("HH",i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm,colorWhite,colorBlack); 
    if(lh[i+fvb] AND H[i+fvb]<HighMargin) PlotText("LH",i+fvb+dxhh,H[i+fvb]+dyhh,colorWhite,colorBlack);
    if(lh[i+fvb] AND H[i+fvb]>=HighMargin) PlotText("LH",i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm,colorWhite,colorBlack);     
    if(dt[i+fvb] AND H[i+fvb]<HighMargin) PlotText("DT",i+fvb+dxhh,H[i+fvb]+dyhh,colorWhite,colorBlack);
    if(dt[i+fvb] AND H[i+fvb]>=HighMargin) PlotText("DT",i+fvb+dxhh+dxhhm,H[i+fvb]+dyhhm,colorWhite,colorBlack); 
}
//Plot(tr,"",ColorRGB(0,100,0),styleHistogram|styleDashed|styleOwnScale|styleNoLabel,0,1,0,0);
//Plot(pk,"",ColorRGB(100,0,0),styleHistogram|styleDashed|styleOwnScale|styleNoLabel,0,1,0,0);
 
}
_SECTION_END();

Thank you!!

 

[hmp]

to plot buy sell signal, you need to define buy and sell condition

When psar is below price buy,psar is above price then sell.
Thanks & regards

 

[mastermind007]

Hi friends,

I need a programer to write a very simple atr based trading system. I hv the afl for atr alright, however i need him to add a scaling in on another indicator till fixed positionsizing limit.

Shld b easy for a seasoned guy, no automation required for time being, just back testable.

Really appreciate the help; thanks in advance.

Manish Dhawan

Manish, please send me a PM ....

 

[mastermind007]

Whenever we run a backtest we have option to choose trade at open,hi,lo,close,avg with a delay of n bars.

Suppose if we get a signal to enter a trade on EOD charts.

We try to get into a trade at open next day which is not at all practically possible, hence the backtesting results are not correct.

Is there a standard formula (or some other way within amibroker) which can be added to an AFL so that the entry trade (for back test) is considered at open of say 2nd or 3rd bar in Intraday charts once we have an entry signal from EOD charts the previous day.

You can pre-enter orders before market opens so you may get open price.