amibroker code

  • Status Closed
  • Budget $30 - $250 AUD
  • Total Bids 6

Project Description

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

Get free quotes for a project like this
Skills Required

Looking to make some money?

  • Set your budget and the timeframe
  • Outline your proposal
  • Get paid for your work

Hire Freelancers who also bid on this project

    • Forbes
    • The New York Times
    • Time
    • Wall Street Journal
    • Times Online