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strategy with EMA and range - comaprison of codes in MultiCharts /.NET / AmiBroker
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strategy with EMA and range - comaprison of codes in MultiCharts /.NET / AmiBroker

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Trading Apprentice
City Poland
 
Futures Experience: Advanced
Platform: MT4,AmiBroker,MultiCharts
Favorite Futures: FX, futures, options, commodities, stocks
 
Posts: 14 since Sep 2012
Thanks: 1 given, 1 received

strategy with EMA and range - comaprison of codes in MultiCharts /.NET / AmiBroker

I'm doing some comparsion between possibilities (long of the code in some platforms) for strategy with rules:
- We open long positions when the current bar closes above the highest close of the preceding 10 bars. Short positions are initiated when the bar closes below the 10-bar lowest close.
- Long positions are closed when the bar crosses below the 50-period Exponential Moving Average (EMA). We exit short positions when the bar closes above this EMA.
- We use two inputs to set the EMA length and the number of bars that the highest and lowest close is calculated on.

I started coding this in EasyLanguage for MultiCharts. I'm newbie with this language (1 day of exp.). My code:

 
Code
Inputs: Price(Close), Ema_Length(50), Length_Lookback(10); 
Variables: emaCurrent(0);
emaCurrent= XAverage(Price, Ema_Length);

condition1 = Price > Highest(Close[1],Length_Lookback);
condition2 = Price < emaCurrent;
condition3 = Price < Lowest(Close[1],Length_Lookback);
condition4 = Price > emaCurrent;
IF  condition1 then
Buy 1 contract this bar at Close;

IF  condition2 then
Sell this bar at Close;

IF  condition3 then
sellshort 1 contract  this bar at Close;

IF  condition4 then
buytocover this bar at Close;

This same strategy is coded for MultiCharts.NET and present on tradingcode.net with length 103 lines in C#.


My working code for AmiBroker (32 lines of the code):
 
Code
SetOption("InitialEquity",100000);
SetPositionSize(1,spsShares); 
SetTradeDelays(0,0,0,0);

PeriodEMA= Param("PeriodEMA", 50,1,60,1);
PeriodLookback= Param("PeriodLookback", 10,1,60,1);

wartosc_EMA = EMA(C,PeriodEMA);
gorna_banda = Ref(HHV(C,PeriodLookback),-1);
dolne_banda = Ref(LLV(C,PeriodLookback),-1);

otworz_LONG = Cross(C,gorna_banda);
otworz_SHORT = Cross(dolne_banda,C);
zamknij_LONG  = Cross(wartosc_EMA,C);
zamknij_SHORT = Cross(C,wartosc_EMA);

Buy = otworz_LONG;
Sell = zamknij_LONG;
Short = otworz_SHORT;
Cover = zamknij_SHORT;

BuyPrice = ShortPrice = SellPrice = CoverPrice = C;

Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short = ExRem(Short,Cover);
Cover = ExRem(Cover,Short);
-- --

I will be greatful for finishing my code for MultiCharts, so I will have full picture of length of the code. Thanks a lot!


Last edited by jamesfisher; May 29th, 2016 at 05:54 AM.
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