Ultimate Algorithmic Trading System

COND3 = C > MA(C,100);
COND1 = centerBar < 0 AND centerBar < Min(leftBar2, leftBar1)
AND centerBar < Min(rightBar1,rightBar2);
COND2 = centerBar > 0 AND centerBar > Max(leftBar2, leftBar1)
AND centerBar > Max(rightBar1,rightBar2);
Buy = COND1 AND COND3;
Short = COND2 AND NOT(COND3);
BuyPrice = C;
ShortPrice = C;
longEntryPrice=ValueWhen(Buy,BuyPrice,1);
shortEntryPrice = ValueWhen(Short,ShortPrice,1);
Sell = Cross(C, longEntryPrice - 3 * ATR(10));
Cover = Cross(ShortEntryPrice + 3 *ATR(10),C); ;
AddColumn(longEntryPrice,"BuyPrice");
AddColumn(longEntryPrice - 3 * ATR(10),"longStop");
AddColumn(Sell,"Sell ?");
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This last algorithm introduces the AddColumn and ValueWhen functionality.
The AddColumn is useful for many purposes, but is probably used more as a
debugging tool. Basically, this prints information out to the spreadsheet in Exploration
mode. The ValueWhen function, in this example, returns the element of
the BuyPrice array when the first value of 1 occurs in the BUY array. In other
words, it is the long entry price. This code is somewhat sophisticated, as it introduces
methods of debugging and gathering the last entry price. This code is fully explained
along with utilizing AmiBroker’s Exploration feature in the AmiBroker appendix.
INTRODUCTION TO AMIBROKER’S AFL
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