Pak Wisnu,
Caranya gimana bentuk suatu AFL yg beritau akan mendekati signal beli/jual.
Contoh:
Buy=cross(rsi(),30);
thx
Irwan
On 5/19/11, Husni <husni.gumilang@gmail.com> wrote:
> Tambahan dikit keterangan Pak Wisnu : pada dasarnya system ini adalah Golden
> Cross (Sinyal BUY ) dan Dead Cross (Sinyal SELL) antara EMA 20 dan EMA 50
>
>
>
> From: amibroker-4-bei@yahoogroups.com
> [mailto:amibroker-4-bei@yahoogroups.com] On Behalf Of Wisnu Mobile
> Sent: Thursday, May 19, 2011 10:33 AM
> To: amibroker-4-bei@yahoogroups.com
> Subject: Re: [Komunitas AmiBroker] Saran AFL
>
>
>
>
>
> Pak/Bu JJ,
>
>
>
> Sepertinya belum ada yang membantu. Saya comment general saja - tidak sempat
> cek detil, sedang ROAD trip keluar kota.
>
>
>
> 1. Sistem ini trend-following system yang relatif baik. Kalau diikuti patuh,
> dengan filter stock yang baik (FA baik dan liquids), performance nya baik.
>
>
>
> 2. Karena semua BUY condition menggunakan nilai CLOSE, sistem HANYA boleh
> digunakan untuk EOD - signal sekarang beli/jual besok AT OPEN.
>
>
>
> 3. Untuk bisa dibacktest dengan benar, perlu ditambahkan:
>
>
>
> a. SetTradeDelays (1,1,1,1); //Untuk menunda backtest entry/exit 1 hari
> setelah signal keluar.
>
>
>
> b. Strategi MM yang baik (silahkan digoogle, AmiBroker AFL PositionScore
> PositionSize, untuk mengerti definisi dan cara menggunakannya).
>
>
>
> 4. Ketika saya melihat sistem yang tersebar luas, SERINGKALI, filternya
> HANYA buy/sell. Artinya sistem akan memberitahu kita stocks yang SUDAH
> memenuhi kondisi beli atau jual. Means little in actual trading. Sistem2
> ini, jadinya confirmatory. Coba bangun filter yang memberitahu kita, bahwa
> ada stocks yang SEDANG mendekati titik beli atau jual. Lebih meaningful.
>
>
>
> Salam.
>
>
>
> On Wed, May 18, 2011 at 11:38 PM, jemi juventini <jemijuventini@yahoo.com>
> wrote:
>
>
>
>
> Dear para senior,
>
> Mohon saran atas AFL yang saya lampirkan ini.
>
> Thank's
>
> Formula :
>
> _SECTION_BEGIN("Chart Display");
> GraphXSpace = 10;
> SetBarsRequired( 1,1);
> Param_systemTitle = ParamStr("System Title?","Golden and Dead Cross");
> if(ParamToggle("Show System Title?","No|Yes",1))
> {
> GfxSelectFont("Arial",10,600);
> GfxSetTextColor(colorBlue);
> GfxSetBkMode(1);
> GfxTextOut(Param_systemTitle,15,25);
> }
> SetChartOptions(0,chartShowArrows|chartShowDates);
> SetChartBkColor(colorLightGrey);
> SetBarFillColor( IIf( C>O, colorWhite, colorBlack ) );
> Plot( C, "Close", ParamColor("Candle Color", colorBlack),
> styleCandle|styleNoTitle);
> _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 tool tip
> 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("Volume");
> Plot( Volume, _DEFAULT_NAME(), ParamColor("Color", colorGrey50), ParamStyle(
> "Style", styleHistogram | styleOwnScale, maskHistogram), 2 );
> _SECTION_END();
>
>
> _SECTION_BEGIN("Trading System");
>
> ///Defining Trend with Moving Average///
>
>
>
> x=Param("Short EMA",20,1,200,1);
> y=Param("Long EMA", 50,1,200,1);
> EMA1= EMA(C,x);
> EMA2=EMA(C,y);
>
>
> goldencross= Cross(EMA1, EMA2); //moving average bullish
> deadcross= Cross(EMA2, EMA1); //moving average bearish
>
> _SECTION_END();
>
>
> //////Defining Buy or Sell Conditions/////////
> //BuyCondition = ValueWhen(PL,C)<=ValueWhen(PL,L,2) AND
> C>ValueWhen(PL,L,2) AND BarsSince(PL)<BarsSince(PH) AND
> BarsSince(PL)<=Param_buyDelay AND ValueWhen(PL,C)>=LLV(C,Param_lookbackBuy)
> AND IIf(MH_Buy,MH>ValueWhen(PL,MH,2),True) AND IIf(SD_Buy,SD<20,True) AND
> IIf(BB_Buy,BB_BuyValue,True) AND IIf(SMA_Buy,SMA_BuyValue,True) AND
> IIf(EMA_Buy,EMA_BuyValue,True) AND IIf(Price_Buy,C<=Price_UpperBuyValue AND
> C>=Price_LowerBuyValue,True) AND IIf(Volume_Buy,V>=Volume_BuyValue,True) AND
> IIf(RS_Buy,RS_BuyValue,True);
> BuyCondition = goldencross ;
> //SellCondition = ValueWhen(PH,C)>=ValueWhen(PH,H,2) AND
> C<=ValueWhen(PH,H,2) AND BarsSince(PH)<BarsSince(PL) AND
> BarsSince(PH)<=Param_sellDelay AND
> ValueWhen(PH,C)<=HHV(C,Param_lookbackSell) AND
> IIf(MH_Sell,MH<ValueWhen(PH,MH,2),True) AND IIf(SD_Sell,SD>80,True) AND
> IIf(BB_Sell,BB_SellValue,True) AND IIf(SMA_Sell,SMA_SellValue,True) AND
> IIf(EMA_Buy,EMA_SellValue,True) AND IIf(Price_Sell,C<=Price_UpperSellValue
> AND C>=Price_LowerSellValue,True) AND
> IIf(Volume_Sell,V>=Volume_SellValue,True) AND
> IIf(RS_Sell,RS_SellValue,True);
> SellCondition = deadcross ;
>
>
> Buy = BuyCondition;
> Short = SellCondition;
>
> _SECTION_END();
>
> _SECTION_BEGIN("Exploration");
> PlotShapes(IIf(Buy,shapeSmallUpTriangle,shapeNone),colorBlue,0,L,-25);
> PlotShapes(IIf(Short,shapeSmallDownTriangle,shapeNone),colorOrange,0,H,-25);
>
> SetOption("NoDefaultColumns",True);
> bkColour = IIf(BuyCondition ,colorGreen,colorRed);
> //bkColour = IIf(BuyCondition OR Cover,colorGreen,colorRed);
> txtColour = colorWhite;
> AddTextColumn(Name() ," Ticker ",1.2,txtColour,bkColour,75);
> AddTextColumn(FullName() ," Full Name ",1.2,txtColour,bkColour,100);
> AddColumn(DateTime()," Date / Time
> ",formatDateTime,txtColour,bkColour,125);
> AddColumn(C," Close ",1.2,txtColour,bkColour,75);
> AddColumn(ROC( C,1)," % Change ",1.2,txtColour,bkColour,50);
> AddColumn(V," Volume ",1.0,txtColour,bkColour,100);
>
> Filter = Buy OR Short;
> AddColumn( IIf( BuyCondition, 66, 83 ), "Buy/Sell?",
> formatChar,txtColour,bkColour,40);
>
> Var = WriteIf(goldencross,"GoldenCross",WriteIf(deadcross,"DeadCross",""));
> AddTextColumn( Var , "Remark", 1.2 , colorBlack, IIf( goldencross,
> colorLime,IIf(deadcross,colorOrange,colorWhite)),60);
>
> _SECTION_END();
>
>
>
>
>
>
>
> No virus found in this incoming message.
> Checked by AVG - www.avg.com
> Version: 9.0.901 / Virus Database: 271.1.1/3644 - Release Date: 05/19/11
> 01:34:00
>
>
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