amibroker code

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I have try to create a simple stratergy, moving average trend filter. And buy ony new high in last 50 days and sell 50

50 day low. Also position size is set as 2 percente of equity divided by ATR * point value. Trailing

stop is at 3 * ATR. I want this system to trade a diverse set of markets. However due to a smaller capital base

i would not have enough money to cover all positions without an increase in risk, so to avoid this i want to

trade markets with low correlation. If possible i want to create another filter to this stratergy, the filter would

involve filtering out high correlated markets, based on x periods. The filter would select the market with the highest

momentum. Can this be done.

SetOption("InitialEquity", 500000);

SetOption("MinShares", 50);

SetOption("NoDefaultColumns", True );

SetOption("CommissionMode", 10); //$$ per trade

SetOption("CommissionAmount", 0);

SetOption("MarginRequirement", 10);

SetOption("UsePrevBarEquityForPosSizing", True);

SetBacktestMode( backtestRegular );

SetPositionSize( 50, spsPercentOfEquity )/(6* ATR(20));

H1 = High > Ref(HHV(High,50),-1);

L1 = Low < Ref(LLV(Low,50),-1);

fast = EMA(C, 50);

slow = EMA(C, 100);

BB = fast>slow;

SS = fast

Skills: PHP, Software Architecture

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Project ID: #5076316

6 freelancers are bidding on average $230 for this job

AnkSoftware

Hi, AM an experienced developer of AB platform. Can provide sample screenshots of similar projects I have done. What you are looking for is a Market Scanner, which will will scan different symbols in differen More

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ambalaonline1

Hello Sir, Rupam here from ambalaonline we already work together . I love to work with u again. Thanks, Rupam

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sweetoasis

A proposal has not yet been provided

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edakad

Hi, I have expertise in Amibroker, and trading system development. Looking forward to work with you on this project Thanking you Joy Sebastian

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TonyWebUK

Hi Im a current maths student, experienced at developing quantitative trading systems in excel and amibroker. I have my own copy of amibroker and can work with you to try and develop a solution.

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inStat

Hi Chris, I am a system developer, consultant and part time trader who does all his development with Amibroker and Excel. Your project will take 3 hours to complete. It will involve coding for low correlation bet More

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