Hi Howard, Thanks a lot for the help. It looks a lot of how I have it in mind. I will rebuild the code for my two systems. With your suggestions it probably will be a success.
Greets, Ronald --- In [email protected], "Howard B" <[EMAIL PROTECTED]> wrote: > > Hi David -- > > See if this helps. > > It has not been tested completely, and may have coding errors in it. > > Thanks, > Howard > > // Multiple Systems in One AFL.afl > > // An outline of a technique for combining multiple trading systems > // in a single afl > // > // Howard Bandy > // www.quantitativetradingsystems.com > // > // This was done quickly and tested lightly. > // It is intended to be educational -- not necessarily profitable. > // Verify that it works for you before using it. > // > // Assumptions: > // 1. Only long trades are taken. > // All systems can be only Long or Flat. > // 2. System A is a trend following system > // and is the "boss". > // Whenever A is Long, B cannot make a trade. > // 3. System B is a swing trading system > // It goes Long or Flat, but only when A is Flat. > > // Code for System A > // Assume it is long term moving average crossover > // or breakout. > FastMA = MA(C,10); > SlowMA = MA(C,100); > BuyA = Cross(FastMA,SlowMA); > SellA = Cross(SlowMA,FastMA); > > // Code for SystemB > // Assume it is mean reversion system. > // Buy every time the fast stochastic rises through 10 > // Sell every time the fast stochastic drops through 90 > // > FastStoch = StochK(5,3); > BuyB = Cross(FastStoch,10); > SellB = Cross(90,FastStoch); > > // Combine the two systems > > // Set up a "state" corresponding to whether System A is Long or Flat > AIsLong = Flip(BuyA,SellA); > AIsFlat = Flip(SellA,BuyA); > > > // Buy whenever there is a Buy Signal from System A, > // or a Buy Signal from System B while System A is Flat. > Buy = BuyA OR (AIsFlat AND BuyB); > > // Two different exit conditions -- pick one. > > // Sell on either sell signal. > //Sell = SellA OR SellB; > > // Or -- Exit System A only from Systems A's Sell > Sell = SellA OR (AIsFlat AND SellB); > > > Plot(C,"C",colorBlack,styleCandle); > Plot(FastMA,"FastMA",colorGreen,styleLine); > Plot(SlowMA,"SlowMA",colorBlue,styleLine); > PlotShapes(shapeSmallCircle*BuyB+shapeSmallCircle*SellB, > IIf(BuyB,colorGreen,colorRed)); > PlotShapes(shapeUpArrow*Buy+shapeDownArrow*Sell, > IIf(Buy,colorGreen,colorRed)); > > Plot(FastStoch,"FastStoch",colorRed,styleLine|styleLeftAxisScale); > Plot(90,"90",colorYellow,styleLine|styleLeftAxisScale); > Plot(10,"10",colorYellow,styleLine|styleLeftAxisScale); > > > Plot(AIsFlat,"AIsFlat",colorGreen,styleLine|styleLeftAxisScale); > > > > > On 5/5/07, Fred <[EMAIL PROTECTED]> wrote: > > > > For starters try explaining it so that someone outside of yourself > > understands what it is are trying to accomplish without having to ask > > additional questions ... > > > > --- In [email protected] <amibroker%40yahoogroups.com>, > > "optiekoersen" <optiekoersen@> > > > > wrote: > > > > > > Okay, thanks for this advice. Seems an impressive and useful book. > > > But for the moment I am at a death point. Are there anymore > > > suggestions how I can solve this issue quickly? > > > > > > > > > --- In [email protected] <amibroker% 40yahoogroups.com>, "David > > Fitch" <davidfitch@> > > > wrote: > > > > > > > > You might try Howard Bandy's Book, Quantitative Trading Systems. > > He > > > covers this as well as many other subjects. And it includes AFL > > > examples as well. > > > > Dave > > > > > > > > ----- Original Message ----- > > > > From: optiekoersen > > > > To: [email protected] <amibroker%40yahoogroups.com> > > > > Sent: Saturday, May 05, 2007 6:30 AM > > > > Subject: [amibroker] mixing two systems > > > > > > > > > > > > I have two systems. A trendfollowing one and a trendreversal > > > system. > > > > I use them seperately. Normally I use the trendfollowing system > > > untill > > > > I get a signal from my trendreversal one. Now I would like to > > put > > > them > > > > together in 1 code. The problem is that after getting a buy > > from > > > my > > > > trendreversal system I do not like to follow signals from my > > > > trendfollowing system until my stoploss or profit is reached. > > > > > > > > I seriously have no idea which arguments I should use to solve > > > this > > > > problem. Is there anyone who can help me further? > > > > > > > > > > > > > >
