Dear All
Assistance required from the experts... Can any one pls make an AFL for me with which i can back test, explore and scan and get buy sell signal alerts .... Rules are as below Long Entries The Buy Setup 1. The 5-day MA has crossed above the 20-day MA 2. The 20-day MA is sloping up 3. The 5-day SlowK having reached below 30 then crosses above the SlowD 4. MACD crossover signal from below 5. RSI- 15 reached below 30 and rise back and cross 30. Short Entries The Sell Setup 1. The 5-day MA has crossed below the 20-day MA 2. The 20-day MA is sloping down 3. The 5-day SlowK having reached above 70 then crosses below the SlowD 4. MACD crossover signal from above 5. RSI- 15 reached above 70 and fall below 70 Exits - Money Management Stop Money risk per position should not be more than 2 percent of initial account size inclusive of commission and slippage. This means that in the event that a position turns out wrong, the position would be stopped out with a loss that is not more than US$400 (US$20,000 X 0.02) per contract. Exits - Profit Protection Trailing Stop While the initial money management stop take care of the initial money risk, this will drop out once the position has accumulated an unrealized profit of US$2,500 (100-tic). A profit protection trailing stop takes over to protect the unrealized profit to the amount of 80 percent. This means that if maximum unrealized profit were to drop by 20 percent, the trailing stop automatically exit us out of the position. Thanking u in advance regards Arun
