On 8/29/2010 8:29 AM, arun wrote:
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
AA = CROSS (MA(C,5), MA(C,20));
2. The 20-day MA is sloping up
BB = MA(C,20) > ref(MA(C,20,-1);
3. The 5-day SlowK having reached below 30 then crosses above the SlowD
CC = STOCHK(5) < 30 AND CROSS(STOCHK(), STOCHD());
4. MACD crossover signal from below
DD = CROSS (MACD(), SIGNAL());
5. RSI- 15 reached below 30 and rise back and cross 30.
EE = CROSS (RSI(15),30);
BUY = AA AND BB AND CC AND DD AND EE;
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
