Amibroker FAQ

Short= Close<EMA(Close,200) AND Ref(Close,-1)<Ref(EMA(Close,200),-1);
ShortPrice= Close;

// the system will exit
// 50% of position if FIRST PROFIT TARGET stop is hit
// 50% of position is SECOND PROFIT TARGET stop is hit
// 100% of position if TRAILING STOP is hit

FirstProfitTarget = 5; // profit
SecondProfitTarget = 7.5; // in percent
TrailingStop = 2; // also in percent

priceatshort=0;
lowsinceshort =0;
Cover=0;
exit = 0;


for( i = 0; i < BarCount; i++ )
{
   if( priceatshort == 0 AND Short[ i ] )
    {
       priceatshort = ShortPrice[ i ];
       

    }
 


   if( priceatshort > 0 )
    {
       Lowsinceshort = Min( Low[ i ], Lowsinceshort );                  //Lowest low since short

      if( exit == 0 AND
          Low[ i ] <= ( 1 - FirstProfitTarget * 0.01 ) * priceatshort )       //Low < 0.95 X ShortPrice (5% below short price)
       {
         // first profit target hit - scale-out
         exit = 1;
        
         Short[ i ] = sigScaleOut;                                                           //Sell 50% of position
        
       }
     

      if( exit == 1 AND
          Low[ i ] <= ( 1 - SecondProfitTarget * 0.01 ) * priceatshort )          //  7.5% below short price
       {
         // second profit target hit - exit
         exit = 2;
         Cover=1;
         CoverPrice[ i ] = Close[ i ];                                                                       // Sell Remainder at the close
 } 
  // trailing stop

      if( High[ i ] >= ( 1 + TrailingStop * 0.01 ) * lowsinceshort )            //High is greater than 2% above the lowest low since short
       {
       
         exit = 3;
       Cover=1;       
       CoverPrice[ i ] = Close[i];                                                                      // Trailing stop hit - Exit at close
 }                                                                                    

      if( exit >= 2 )
       {
         Short[ i ] = 0;
         Cover[ i ] = exit ; 
         exit = 0;
         priceatshort = 0; // reset price
         lowsinceshort = 0;
       }
    }
}

SetPositionSize( 50, spsPercentOfEquity );
SetPositionSize( 50, spsPercentOfPosition * ( Short== sigScaleOut ) ); // scale out 50% of position


Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);


PlotShapes(shapeDownArrow*Short,colorRed,0,L, -30);
PlotShapes(shapeUpArrow*Cover,colorBrightGreen,0,H, -30);

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 

_SECTION_BEGIN("Short Targets");


Short= Close<EMA(Close,200) AND Ref(Close,-1)<Ref(EMA(Close,200),-1);
ShortPrice= Close;


// the system will exit
// 100% of position if PROFIT TARGET stop is hit
// 100% of position if TRAILING STOP is hit

ProfitTarget = 5; // profit
TrailingStop = 2; // also in percent

priceatshort=0;
lowsinceshort =0;


Short=0;
Cover=0;
exit=0;


for( i = 0; i < BarCount; i++ )
{
   if( priceatshort == 0 AND Short[ i ] )
    {
       priceatshort = ShortPrice[ i ];
    }
 

   if( priceatshort > 0 )
    {
       Lowsinceshort = Min( Low[ i ], Lowsinceshort );                     

      if( exit == 0 AND
          Low[ i ] <= ( 1 - ProfitTarget * 0.01 ) * priceatshort )         
       {
                                                                                                                
       exit=1;
       Cover[i]=1;
       CoverPrice[i] = Close [i];
       }
     

     
                                                                                                                                    

      if( High[ i ] >= ( 1 + TrailingStop * 0.01 ) * lowsinceshort )                 
       {
       exit=1;
       Cover [i]=1;       
       CoverPrice[ i ] = Close[i];                                                                            
 } 
                                                                                   
if(Exit == 1)
{
Short[i] =       0;
Exit = 0;
PriceatShort = 0;
LowSinceShort = 0;
}
    }
}




Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);


PlotShapes(shapeDownArrow*Short,colorRed,0,L, -30);
PlotShapes(shapeUpArrow*Cover,colorBrightGreen,0,H, -30);
_SECTION_END();

_SECTION_BEGIN("Price Chart");

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", IIf( C>O, colorDarkGreen, colorRed), styleNoTitle | styleBar| ParamStyle("Style") );

GraphXSpace = 10;

Plot(MA(Close,5),"5 Week SMA",colorViolet,styleDashed);
Plot(MA(Close,30),"30 Week SMA",colorLightBlue,styleThick);

_SECTION_END();

_SECTION_BEGIN("Short Targets");

// Sells 100% on a profit target
// Sells 100% of position if TRAILING STOP is hit

SetTradeDelays(0,0,0,0); 
ShortPrice= Close;
CoverPrice= Close;


Short=Cross(MA(C,30),MA(C,5));
Cover=0;


ProfitTarget = 5; 
TrailingStop =5; 

priceatshort=0;
lowsinceshort =0; // highsincebuy=0; in original formula
exit = 0;


for( i = 0; i < BarCount; i++ )
{

   if( priceatshort == 0 AND Short[ i ]==1 )
    {
       priceatshort = ShortPrice[ i ];
    }


 else
     if( priceatshort > 0 )
    {
       Lowsinceshort = Min( Low[ i ], Lowsinceshort );                  

      if( exit == 0 AND
          Low[ i ] <= ( 1 - ProfitTarget * 0.01 ) * priceatshort )      
       {
    
      exit = 1;
        CoverPrice[ i ] = Min(Open[i],(1-Profittarget * 0.01) * priceatshort);  
       }

     //If the open is below the target - Cover , Otherwise cover when the target is hit.  

      if( High[ i ] >= ( 1 + TrailingStop * 0.01 ) * lowsinceshort )            
       {

       //Trailing stop  hit - exit
         exit = 2;
             
       CoverPrice[ i ] =    Max(Open [i],( 1 + TrailingStop * 0.01 ) * lowsinceshort ) ;                                                             
 }       

//If the open is above the trailing stop - Cover , Otherwise cover when the trailing stop is hit                                                                             

      if( exit >= 1 )
       {
         Short[ i ] = 0;
         Cover[ i ] = exit + 1 ; // says mark appropriate exit code ( Not sure what this means )Exit next day at open?
         exit = 0;
         priceatshort = 0; // reset price
         lowsinceshort = 0;
       }
    }
}


SetPositionSize( 100, spsPercentOfEquity );

Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);


PlotShapes(shapeDownArrow*Short,colorRed,0,L, -30);
PlotShapes(shapeUpArrow*Cover,colorBrightGreen,0,H, -30);

fmkdir( "C:\\#AB_Data" );
dn = DateNum();
Buy = !( C == O AND C == H AND C == L AND V == 0)  /*AND dn >= 1070101 AND dn <= 1201231 */;

if(Status("action") == actionScan)
{
	fh = fopen( "C:\\#AB_Data\\" + Name() + ".csv", "a"); 

	if( fh ) 
	{ 
		y = Year(); 
		m = Month(); 
		d = Day(); 
		r = Hour();
		e = Minute();
		s = Second();
   
		for( i = 0; i < BarCount; i++ )
		{
			if( Buy[i] )
   			{ 
				fputs( Name() + ",", fh ); // export ticker name

				//ds = StrFormat( "%02.0f%02.0f%02.0f,", y[ i ], m[ i ], d[ i ] );   // yyyymmdd
				//ds = StrFormat("%02.0f/%02.0f/%02.0f,", y[ i ], m[ i ],  d[ i ] ); // yyyy/mm/dd
				ds = StrFormat("%02.0f.%02.0f.%02.0f,", y[ i ], m[ i ],  d[ i ] );   // yyyy.mm.dd
				fputs( ds, fh ); 
     
				//ts = StrFormat( "%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ], s[i]); // hh:mm:ss
				ts = StrFormat( "%02.0f:%02.0f,", r[ i ],e[ i ]);                // hh:mm
				fputs( ts, fh ); 

				qs = StrFormat( "%.2f, %.2f, %.2f, %.2f, %.0f\n", O[ i ], H[ i ], L[ i ], C[ i ], V[ i ]  ); // OHLCV and 2 decimal places
				//qs = StrFormat( "%.3f, %.3f, %.3f, %.3f, %.0f\n", O[ i ], H[ i ], L[ i ], C[ i ], V[ i ]  ); // OHLCV and 3 decimal places 
				//qs = StrFormat( "%.4f, %.4f, %.4f, %.4f, %.0f\n", O[ i ], H[ i ], L[ i ], C[ i ], V[ i ]  ); // OHLCV and 4 decimal places 
				//qs = StrFormat( "%.5f, %.5f, %.5f, %.5f, %.0f\n", O[ i ], H[ i ], L[ i ], C[ i ], V[ i ]  );   // OHLCV and 5 decimal places 

				fputs( qs, fh );
			}
		}

		fclose( fh );
	}
}

fmkdir( "C:\\#AB_Data" );
dn = DateNum();
Buy = !( C == O AND C == H AND C == L AND V == 0) /*AND dn >= 1070101 AND dn <= 1201231 */;

if(Status("action") == actionScan)
{
	fh = fopen( "C:\\#AB_Data\\" + Name() + ".csv", "a"); 
	//fh = fopen( "C:\\#AB_Data\\AllInOne.csv", "a"); 

	if( fh ) 
	{ 
		y = Year(); 
		m = Month(); 
		d = Day(); 
		r = Hour();
		e = Minute();
		s = Second();
   
		for( i = 0; i < BarCount; i++ )
		{
			if( Buy[i] )
   			{ 
				fputs( Name() + ",", fh ); // export ticker name

				//ds = StrFormat( "%02.0f%02.0f%02.0f,", y[ i ], m[ i ], d[ i ] );   // yyyymmdd
				//ds = StrFormat("%02.0f/%02.0f/%02.0f,", y[ i ], m[ i ],  d[ i ] ); // yyyy/mm/dd
				ds = StrFormat("%02.0f.%02.0f.%02.0f,", y[ i ], m[ i ],  d[ i ] );   // yyyy.mm.dd
				fputs( ds, fh ); 
     
				//ts = StrFormat( "%02.0f:%02.0f:%02.0f,", r[ i ],e[ i ], s[i]); // hh:mm:ss
				ts = StrFormat( "%02.0f:%02.0f,", r[ i ],e[ i ]);                // hh:mm
				fputs( ts, fh ); 

				qs = StrFormat( "%.2f,%.2f,%.2f,%.2f,%.0f\n", O[ i ], H[ i ], L[ i ], C[ i ], V[ i ]  ); // OHLCV and 2 decimal places
				//qs = StrFormat( "%.3f,%.3f,%.3f,%.3f,%.0f\n", O[ i ], H[ i ], L[ i ], C[ i ], V[ i ]  ); // OHLCV and 3 decimal places 
				//qs = StrFormat( "%.4f,%.4f,%.4f,%.4f,%.0f\n", O[ i ], H[ i ], L[ i ], C[ i ], V[ i ]  ); // OHLCV and 4 decimal places 
				//qs = StrFormat( "%.5f,%.5f,%.5f,%.5f,%.0f\n", O[ i ], H[ i ], L[ i ], C[ i ], V[ i ]  );   // OHLCV and 5 decimal places 

				fputs( qs, fh );
			}
		}

		fclose( fh );
	}
}

XAO = Foreign("XSO","Close");
XAOMA = MA(XAO, 75);

function XAO_sell(drop)
{
	global	XAO;
	global	XAOMA;
	global	H;
	global	L;
	XAO_exit = ExRem( XAO < XAOMA, XAO > XAOMA);
	Last = HighestSince(XAO_exit, Ref(H, -1));
	return (XAO < XAOMA AND L < drop * Last);
}

Buy=cond1 AND cond2 AND cond3 AND cond4 AND cond5 AND cond6
	AND XAO > XAOMA;

// here we define variables used once in the trade
// removed and replaced by XAO_sell: ApplyStop( stopTypeLoss, stopModePercent, amount=10 );
Sell= Cross(Ref(EMA(L,180),-1),C) // close crosses below yesterdays average of the low
	OR XAO_sell( 0.9 );