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amibroker code - repost

I have decided to repost this project with a change in detail.

I want a review and possible additions to my amibroker code. I have posted the code below for review.

The code is defined for CFD trading on margin.

margin in 10 percent in this case.

Interest is paid on long open positions. x amount per day

Position size is percentage risk (2 %) * equity/ 2 * atr(100)

Buy Filter is fast moving average > slow moving average

Buy Filter is the moving average 10 of Rate of change (63) > moving average 25 of Rate of change (63)

Buy if todays close is higher or equal to the highest close in the past 50 days.

The opposite is applied to a sell position.

Close is trailing stop 3 * ATR(100). Note this is the same for short positions

CODE:

SetOption("InitialEquity", 50000);

SetOption("MinShares", 50);

SetOption("MarginRequirement", 10);

SetPositionSize( 2, spsPercentOfEquity )/(2* ATR(100));

MAFAST = EMA( Close, 50 );

MASLOW = EMA( Close, 100 );

ROCma1 = MA (Close,10);

ROCma2 = MA (Close,25);

ROCmaF = ROC( ROCma1, 63 ) ;

ROCmaS = ROC( ROCma2, 63 ) ;

HighestValue = HHV(C,50);

LowestValue = LLV(C,50);

Buy = C >= HighestValue AND MAFAST > MASLOW AND ROCmaF > ROCmaS ;

Short = C stop[ i - 1] )

{

temp = Close[ i ] - myATR[ i ];

if ( temp > stop[ i - 1 ] )

stop[ i ] = temp;

else

stop[ i ] = stop[ i - 1 ];

}

else

stop[ i ] = initial[ i ];

}

Plot( stop, "ATR Stop", colorRed, styleLine );

Sell = C < Ref( stop, -1 );

Buy = ExRem (Buy, Sell);

Sell = ExRem (Sell, Buy );

PlotShapes( IIf( stop < Ref( stop, -1 ), shapeDownArrow, Null ), colorOrange, 0, H );

Plot(HighestValue, "High", colorGreen, styleLine, 0,0,0,0);

Habilidades: PHP, Arquitetura de software

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Acerca do Empregador:
( 3 comentários ) Geelong West, Australia

ID do Projeto: #5102643

Premiar a:

Sudris

hello, I'm a veteran programmer of amibroker afls, mt4, etc. with 100% completion rate. I'll give you complete working code based on your requirement in a day or two maximum. you can check my ratings. should you ha Mais

$140 USD em 3 dias
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5 freelancers estão ofertando em média $235 para este trabalho

ambalaonline1

We already work together hope u remember us . I did similar to this project here in Freelancer.com and the U was very happy with my work. I m available now to accept new project and i can start immediately. If u agree Mais

$363 USD in 7 dias
(37 Comentários)
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sweetoasis

A proposal has not yet been provided

$147 USD in 3 dias
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edakad

Hi, I have Analyzed your project and code. First I will put few suggestions and then review on your posted code. There will be more but I point out few important. 1 . Equity, position size etc are defined in the a Mais

$250 USD in 5 dias
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apfx

Hello, I can assist you in this project. but I am no so sure we could implement Interest paid on long positions without resorting to CBT The Backtester setting Annual Rate applies interest on free funds in the acco Mais

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