hi Ravi,
some code below. This code does not do a backtest (although I added some
necessary ingredients) since you did not define where your exits need to be but
will get you started.
/*
how does one write a formula and which also gives visual buy and
sell arrows, and also runs for a back test......buy when 13 period
EMA crosses 21EMA on close (completed candle) of a 1 minute chart
with a condition that the 21 minute EMA of a 5 minute chart should
be above 13 EMA in 5 mins chart.
*/
SetBarsRequired(10000,10000);
SetTradeDelays(0,0,0,0);
SetOption("CommissionMode", 3);
SetOption("CommissionAmount", 2.75);
SetOption("FuturesMode",True);
NumContracts = 1;
PositionSize = NumContracts * MarginDeposit;
starttime = 153000;
endtime = 220000;
timearray = TimeNum() >= starttime AND TimeNum() <= endtime;
per1 = 13;
per2 = 21;
Aema1 = EMA(C,per1);
Aema2 = EMA(C,per2);
// create 5min arrays
TimeFrameSet( in5Minute );
Bema1 = EMA(C,per1);
Bema2 = EMA(C,per2);
TimeFrameRestore();
// expand 5min arrays
Bema1 = TimeFrameExpand( Bema1, in5Minute);
Bema2 = TimeFrameExpand( Bema2, in5Minute);
// buy constraint
Buy = Cross(Aema1,Aema2) AND Bema2 > Bema1;
Buy = Ref(Buy,-1); BuyPrice = Open;
// chart
SetChartOptions(0, chartShowDates);
Plot(C,"Last=",colorWhite,64);
Plot(Aema1,"Aema1",colorBlue,1);
Plot(Aema2,"Aema2",colorGreen,1);
Plot(Bema1,"Bema1",colorAqua,1);
Plot(Bema2,"Bema2",colorYellow,1);
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorGreen,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowUpArrow,shapeNone),colorWhite,0,L,-15);
PlotShapes(IIf(Buy,shapeHollowSmallCircle,shapeNone),colorWhite,0,BuyPrice,0);
----- Original Message -----
From: mravie7
To: [email protected]
Sent: Monday, April 20, 2009 12:46 PM
Subject: [amibroker] help for a formula
Hi,
how does one write a formula and which also gives visual buy and sell arrows,
and also runs for a back test......
buy when 13 period EMA crosses 21EMA on close (completed candle) of a 1
minute chart with a condition that the 21 minute EMA of a 5 minute chart should
be above 13 EMA in 5 mins chart.
Thanks in anticipation
Cheers
Ravi
