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RLCO Trading System

May 18, 2015, 7:15 am
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system coding issue. code inside

May 18, 2015, 9:21 pm
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Hi Guys,

I found an interesting system on stockfetcher.com that I am trying to replicate in AFL as an exploration but it doesnt work properly (please see code below). I am turning to the community for some guidance and help.

This exploration is designed to find short term setups in an uptrend where Buy and Sell prices are determined by RSI levels. (The reverseRSI comes from Cesar Alvarez's website). The ranking should done on the risk/reward ratio (well, ideally I would like to rank on at least 2 parameters).

Right now:
- I am not clear whether the code is structured properly (does everything need to be done inside the loop?)
- most values are not output after running the exploration
- No ranking is performed (I think I am missing a part where the ranking is done IF Buy signals are fulfilled but I wouldnt know where to put them).

For the ranking part, I used an "off the shelf" piece of code from Amibroker's KB.
I am not very familiar with its syntax (and I dont really get what the staticvars are doing...)

Later I would like to convert this into a system that can be backtested, some pointers on the difficulties ahead would be great (I expect to be using the "hold()" function quite a bit due to the limit_entry price)


Thanks for looking into this and for your opinion!
Cheers





Code:
#include "C:\Program Files\AmiBroker\Formulas\Custom\RSI_Solver.afl"

symlist = "AA, BA, C, CAT, MSFT";



// delete static variables
StaticVarRemove( "ItemScore*" );

// fill input static arrays

for ( i = 0; ( sym = StrExtract( symlist, i ) ) != ""; i++ )
{
    SetForeign( sym );
    GSPC = Foreign("GSPC", "C");
   
    Ratio = (C / GSPC);
    MA_Ratio = MA(ratio, 20);
    Sdev_Ratio = StDev(Ratio, 20);
    Diff20 = Ratio - MA_Ratio;
    ZScore20 = Diff20 / Sdev_Ratio;
 
    risk = 0.05;

    /* Position sizing */
    Account_Size = SetOption("InitialEquity", 10000);
    Risk_Lvl = Account_Size * risk;


    /* Entry Price based on targeted RSI */
    Limit_Entry = Min (C , ReverseRSI(2,5) );

    /* Stop price based on ATR */
    Stop_Amt = 2 * ATR(20);
    Stop_Price = Limit_Entry - Stop_Amt;
    ApplyStop(stopTypeLoss , stopModePoint, Stop_Price);

    /* Number of shares */
    Shares = round( Risk_Lvl / Stop_Amt);
 
    Position_Size = Limit_Entry * shares;
 
    /*SET THE CRITERIA NECESSARY TO TRIGGER A TRADE*/
    B1 = BarsSince(Zscore20 < 0) > 3;
    B2 = L < BBandBot(10,2);
    B3 = C > MA(C, 200);
    B4 = RSI(2) < 15;

    Buy = B1 AND B2 AND B3 AND B4;
 
    /*DETERMINE THE REWARD-TO-RISK RATIO BASED ON THE PROFIT TARGET AT RSI(2) = 90*/
    Reward = ( ReverseRSI(2,90) - Limit_Entry ) * Shares;
    RR = Reward / Risk_Lvl;

    RestorePriceArrays();
    StaticVarSet( "ItemScore" + sym, RR );
}

// perform ranking
StaticVarGenerateRanks( "rank", "ItemScore", 0, 1224 ); // normal rank mode

// read ranking
for ( i = 0; ( sym = StrExtract( symlist, i ) ) != ""; i++ )
{
    Plot( StaticVarGet( "RankItemScore" + sym ), sym, colorCustom10 + i );
}


Filter=1;
AddColumn( DateTime(), "Date / Time", formatDateTime );

AddColumn(RSI(2),"RSI(2)");
AddColumn(ATR(20), "ATR(20)");
AddColumn(Shares, "Shares to Buy");
AddColumn(C, "Closing Price");
AddColumn(Limit_Entry,"Limit Entry");
AddColumn(reverseRSI(2,90),"Profit Target");
AddColumn(Stop_Price,"Stop Loss");
AddColumn(RR,"Risk/Reward");

AddColumn(Position_Size,"Position Size");
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Free Plugin for ALGO / ROBO Trading with AMI + NEST Trader

May 19, 2015, 4:17 am
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Dear Friends,

After posting of My Desire to share an ROBO Trading Plugin with Fellow trader. An already available AFL for ALGO is got developed/ modified from a Freelancer at one time cost. I received numerous PM's who were willing to share the cost so as to mitigate my costing.

My conscious did not permitted it, so I now decided to share it FREE with all fellow traders who can freely distribute it further to others/ various forums/ platforms and also invite seniors/ learned who can do further improvements in it.

I hope it would help to those who are willing in to venture the world of ALGO TRADING.

Best Wishes.

THE PROCEDURE TO USE THIS PLUGIN WOULD BE AS UNDER:-

First DOWNLOAD LINK for AUTO TRADING PLUGIN FOR NEST TRADER

a) Copy and paste the OrdPlugin.exe in the same folder as Broker.exe (Amibroker). i.e. Folder in which you have installed AMIBROKER.


b) Copy MyAmiPlugin.dll in the Plugins folder.


c) Copy auto-traderplugin-ng.afl in the Formulas/Custom folder. Drag & Drop on a Blank Chart, Right Clicking on Chart & Set the Parameters for AUTO or SEMIAUTO. Good for Signal to Signal. You also have TABs on SCREEN which you can use to enter & exit manually.

Please understand I am not sharing my Trading Strategy so Guys you need to Copy TRADING STRATEGY in the AFL in the space allocated for it.

The afl file can be taken as a template where you can add your own strategy
Your strategy has to be placed between
/*~~~~~~~~~~~~~~~~AutoTrade Strategy~~~~~~~~~~~~~~~~~~~~~~*/


/*~~~~~~~~~~~~~~~End Of AutoTrade Strategy~~~~~~~~~~~~~~~~*/
in the afl file

NO NEED FOR ACTIVATION OF NEST Plus API.

Best Wishes.
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Simple intraday profitable strategy-it works

May 19, 2015, 8:07 am
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Dear members

I going to share simple best profitable intraday strategy.
Most of the people trading intraday using 5mins,10mins,15mins chart.none of them give good signals it gives more intraday false signals.5,10,15mins charts uses only losers in intraday. So you are consistently losing you money. Try once below strategy. after using this strategy your account will grow sure.

Strategy:

5sma
8sma
Daily chart

Buy when 5sma cross above 8sma upside.
Sell when 5sma cross below 8sma downside

No stoploss and target is when 2mas crossing again you exit.
You verify first yourself and when 5sma above 8sma you see more up days than down days.
Same for sell side.

First back test and paper trade this method you will see wonderful results.

Your account will grow.

This strategy for new traders.

opinions welcome.

Regards

Mmohanar
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Hello!

May 19, 2015, 10:23 am
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Hi Friends,

My name is Vipul Ramaiya, and I'm a CMT charterholder. My experience with the financial markets extends to 2005, when I first visited my friend who used to work with Sharekhan. Ever since, the markets have always fascinated me and I remain an eager student to learn all the time as I trade my way through indexes and stocks.

As for my approach, here's a snapshot of my primary trading template:

-> Following a top-down analysis approach.
-> Multiple Time Frame Analysis (Daily being the primary trading Time frame), Support/Resistance analysis, Significant Pivots, Range Inflections, Swing Momentum (3/10 MACD);
-> Identifying High-Probability setups, Risk management (Defining position size based on Risk units and open position correlations etc.);
-> Advanced Relative Strength Analysis: Creating/Utilizing customized indices for different markets to identify strength/money flow and smart money participation.
-> Identifying trade setups based on 3 different trade profiles: Pro-trend & counter-trend; breakout trades, and failed breakout trades.

I love sharing trading ideas i see on the charts. For the purpose, I believe Traderji remains one of the best platforms for sharing knowledge, receiving feedback and being amongst a like-minded community that lives and breathes stock markets!

Looking forward to being an active part at Traderji!!

Cheers!!
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Fudge style trading . My log , My journey . Seniors kind guidance needed

May 19, 2015, 3:08 pm
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Hey guys ,

Hope you guys are doing well . I have finally decided to become a professional full time trader . (age 23) . and Been reading researching and testing alot . and wanted to share my trades here so senior members can find faults and hopefully help "one of their kind" , get better . My dream is to be one of the few extremely skilled traders alive (i can see many of them on this forum , ST sir , Saint sir etc.. )

So below are my rules :
1. my capital is small and my stomach is not strong , so i take positional trades only on nifty . The rest I am basically a scalper . 0.40rs-0.70rs/share , I am happy .

2. I am a scalper/day trader by personality but i donot believe I need to trade everyday . Due to using 8-10times leverage per trade . I generally make 0.75%-2% if a trade goes right and can loose 1%-2% when a trade goes wrong .

3. I am still working on the risk and reward ratio to be honest cause , if i hold my trades 40%(aprox from paper trades) of them could give me around 4% returns per trade , but i am very impatient and fear of a reversal . I need to work on this . anyone have any tips for this ?

4. My approach is to gauge if the market is strong or weak for the day or at that point in time . And trade shares which support that view . (Basic tape reading). Then i use price action to enter and exit when either my stomach says enough or my greed is satisfied .

5. My monthly target is 10% . As many seniors said that this is practicle target and achievable with alot of effort , skill and knowledge .(still dont think i have enough skill and knowledge in me . )

6. Would love if people could comment and guide me in my journey .

So , thats basically my plan . I'll be posting below my trades for the day or positional(if any taken) . would love some criticism cming my way . :)



Regards,

Fudge
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new for forum

May 20, 2015, 1:44 am
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Notes to myself

May 20, 2015, 2:09 am
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Hello Friends

May 20, 2015, 3:17 am
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45° trending stocks.......is a scanner possible

May 20, 2015, 4:32 am
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Heard a lot about the strength of the stocks that are trending particularly in 45° angle either it is in upward or downward direction but I have'nt came across any such AFL or any such Scanner...........is it possible to code it........or if anyone has already got it can u please share it.
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Can i earn commission from my friend for providing Forex signals ?

May 20, 2015, 5:09 am
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HI everyone...I have been reading lot of threads about forex and I have some questions for forex traders and to someone who is a certified FEMA expert.

I have couple of friends who are living abroad in a country where forex trading is legal. I wanted to know can I provide forex signals to my friend living abroad and earn commission legally from him ? I mean can I show my earnings as a forex signal provider and show it as my income to the Indian government.

Please help.

Thanks
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Referencing a specific value from an array

May 20, 2015, 6:29 am
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targetprice = Ref ( predefinedvariable , -BarsSince ( Buy ) ) ;

alt is an array that constantly changes from bar to bar. I want targetprice to reference the specific value of the alt array at the bar when the buy signal occurred. The problem with the above solution, is that if another buy signal occurs before the price meets the original targetprice value, the value of targetprice changes.


So, how do I reference the value of from the specific bar the buy signal occurred? Or, maybe this is a better way of framing the question: How do I make the value of a variable independent of the array it's drawn from? Because it keeps updating every refresh. How do I stop it from refreshing the value until a specified event occurs?

Thanks.
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Any feedback for f6finserve?

May 20, 2015, 11:00 am
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Hi All,

Any one suggest how is f6finserve.com broker?
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Newbie trying to learn in Swing Trading

May 20, 2015, 8:46 pm
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Good morning everyone,

Newbie here trying to learn in Swing Trading.

Thanks,
Ravi
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Symphony Presto API feedback required

May 20, 2015, 10:19 pm
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Hi,

Can anyone share their feedback about Symphony Presto's API solutions for automated trading ?
Basically, I wanted to know whether you keep your signal generation code with you or is it required to keep it at their servers.

Also, would like to know more about exchange approval process.

Thanks in advance.
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Why stock comes down after dividend declaration

May 20, 2015, 11:59 pm
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Hi,

Why stock prices comes down after dividend declaration? For example today's stock AARTIDRUGS.
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OdinFeeder

May 21, 2015, 1:10 am
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Hi...

please send me odinfeeder App...
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Doubt on order matching system of stock exchanges

May 21, 2015, 1:24 am
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I have this doubt about the order matching system of the stock exchanges. Suppose there is a scrip whose Last Traded Price is 1000. And suppose A enters a limit buy order for a scrip for 1100 and B enters a limit sell order for the same scrip for 900 and there are no other buyers or sellers or orders. Then:
  • What will happen?
  • Will the orders get matched and executed?
  • If yes, then at what price?
  • Why?
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new user

May 21, 2015, 10:08 am
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dear all,
i am newly joined in our community... i am small investor for nse trading. kindly help us to get best strategy for option select & do intraday... expecting favour reply from all...:rofl:
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company results

May 21, 2015, 11:12 am
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Hello here is alist of NSE symbols and company names ,I couldn't trace for moneycontrol symbols for these stocks
Also where can I find last 10 years company results ?

CARERATING Credit Analysis And Research Limited
ELAND E-Land Apparel Limited
ELGIRUBCO Elgi Rubber Company Limited
GENUSPAPER Genus Paper & Boards Limited
GREENLAM Greenlam Industries Limited
INOXWIND Inox Wind Limited
IPCALAB IPCA Laboratories Limited
JMA Jullundur Motor Agency (Delhi) Limited
KECL Kirloskar Electric Company Limited
NGCT Northgate Com Tech Limited
ORTEL Ortel Communications Limited
PGHH Procter & Gamble Hygiene and Health Care Limited
PIONEEREMB Pioneer Embroideries Limited
RELCAPITAL Reliance Capital Limited
REVATHI Revathi Equipment Limited
RIIL Reliance Industrial Infrastructure Limited
RTNPOWER RattanIndia Power Limited
SGFL Shree Ganesh Forgings Limited
SGJHL SHREE GANESH JEWELLERY HOUSE (I) LIMITED
SKIL SKIL Infrastructure Limited
SOUTHBANK The South Indian Bank Limited
SRGINFOTEC SRG Infotec (India) Limited
STCINDIA The State Trading Corporation of India Limited
TRIL Transformers And Rectifiers (India) Limited
VETO Veto Switchgears And Cables Limited
VRLLOG VRL Logistics Limited
FRLDVR Future Retail Limited
FRL Future Retail Limited
IBVENTURES Indiabulls Ventures Limited
IBULHSGFIN Indiabulls Housing Finance Limited
IBREALEST Indiabulls Real Estate Limited
IBWSL Indiabulls Wholesale Services Limited
JISLDVREQS Jain Irrigation Systems Limited
JISLJALEQS Jain Irrigation Systems Limited
MANAKALUCO Manaksia Aluminium Company Limited
MANAKCOAT Manaksia Coated Metals & Industries Limited
MANAKINDST Manaksia Industries Limited
MANAKSTEEL Manaksia Steels Limited
MUKANDENGG Mukand Engineers Limited
MUKANDLTD Mukand Limited
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