Hi Guys got this AFL from Traderji forum and very interesting.
Please can I have a SCAN/EXPLORATION ON IT?
Go long/short & exit long/short positions? as Explained below
THANKS
_SECTION_BEGIN("Price");
//TRADING SYSTEM USING THREE AVERAGES
//The system features three moving averages:fast(green) is 100Min EMA,
middle(red) is 400Min EMA AND slow(blue) 1000 Min EMA.
//Entry points are determined by the middle moving average(red) crossing the
long moving average(blue)
//AND exit points by the fast moving average(green) crossing the middle moving
average(red):
//Go long when:
//middle moving average(red) crosses to above slow moving average(blue) from
below;
//AND fast moving average(green) is above middle moving average(red).
//Close long when
//fast moving average(green) crosses to below middle moving average(red) from
above.
//Go Short when:
//middle moving average(red) crosses to below slow moving average(blue) from
above;
//AND fast moving average is below middle moving average.
//Close Short when
//fast moving average(green) crosses to above middle moving average(red) from
below.
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g,
Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C,
SelectedValue( ROC( C, 1 )) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle |
ParamStyle("Style") | GetPriceStyle() );
if( ParamToggle("Tooltip shows", "All Values|Only Prices" ) )
{
ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g (%.1f%%)\nVolume:
"+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 )));
}
_SECTION_END();
_SECTION_BEGIN("MA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 100, 2, 2000, 1 );
Plot( MA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") | styleNoRescale );
_SECTION_END();
_SECTION_BEGIN("Mid MA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 400, 2, 3000, 1 );
Plot( MA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") | styleNoRescale );
_SECTION_END();
_SECTION_BEGIN("Long MA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 1000, 2, 4000, 1 );
Plot( MA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ),
ParamStyle("Style") | styleNoRescale );
_SECTION_END();
