Ultimate Algorithmic Trading System

Buy = Cross(C,BBandTop(C,len,width));
Short = Cross(BBandBot(C,len,width),C);
Sell = Cross(MA(C,len),C);
Cover = Cross(C,MA(C,len));
//Chapter 2 Bollinger Band using
//RISK filtering
PositionSize = MarginDeposit = 1;
riskAmt = (BBandTop(C,60,2) - MA(C,60)) * pointValue;
COND1 = riskAmt <= 2000;
Buy = Cross(C,BBandTop(C,60,2)) AND COND1;
Short = Cross(BBandBot(C,60,2),C) AND COND1;
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Sell = Cross(MA(C,60),C);
Cover = Cross(C,MA(C,60));
INTRODUCTION TO AMIBROKER’S AFL
//Chapter 2 MACD utilizing AMIBROKERS
//Exploration Feature
//Refer to the AMIBROKER Appendix for
//further explanation
Filter = 1;
PositionSize = MarginDeposit = 1;
myMACD = MACD(fast=12,slow =26);
myMACDAvg = MA(myMACD,9);
myMACDDiff = myMACD - MYMACDAvg;
leftBar2 = Ref(myMACDDiff,-4);
leftBar1 = Ref(myMACDDiff,-3);
centerBar = Ref(myMACDDiff,-2);
rightBar1 = Ref(myMACDDiff,-1);
rightBar2 = Ref(myMACDDiff,0);
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