EMA Trading
“EMA Trading” likely involves a trading strategy employing Exponential Moving Averages (EMAs). This approach might entail using EMAs of different periods to generate buy or sell signals based on crossovers or divergence patterns. Creating an Amibroker AFL script for EMA Trading would involve defining specific EMA parameters and conditions for entering or exiting trades based on these signals.
/TimeFrameSet(in15Minute);
Limit=Param(" Trade Till (Hour)(Min)(Sec)",144500,103000,153000,100);
since=(TimeNum() >= 091500 AND TimeNum()<= Limit) AND (DateNum()==LastValue(DateNum()));
inv=Param("INVEST CAPITAL", 28000,1000, 1000000, 500 );
SetChartOptions(0,chartShowArrows|chartShowDates|chartWrapTitle|chartHideQuoteMarker);
PlotOHLC(Open,High,Low,Close,"", IIf(CCI(14) > ((Ref(CCI(14),-1)+Ref(CCI(14),-2))/2),colorBlack,colorBrown) , styleCandle|styleThick);
_SECTION_BEGIN("Stochastic %D");
Plot( StochD( 8 , 4, 3 ), _DEFAULT_NAME(), colorBlack, styleThick| styleOwnScale | styleThick | styleNoLabel );
_SECTION_END();
_SECTION_BEGIN("EMA1");
C = ParamField("Close",-1);
Plot( EMA( C, 10), _DEFAULT_NAME(), colorBrightGreen, styleLine| styleOwnScale | styleThick | styleNoLabel );
_SECTION_END();
_SECTION_BEGIN("EMA2");
Plot( EMA( C, 25 ), _DEFAULT_NAME(), colorBlue, styleLine| styleOwnScale | styleThick | styleNoLabel );
_SECTION_END();
_SECTION_BEGIN("EMA3");
Plot( EMA( C, 40 ), _DEFAULT_NAME(), colorRed, styleLine| styleOwnScale | styleThick | styleNoLabel );
_SECTION_END();
st=StochD( 8 , 4, 3 );
EMA10= EMA( C, 10);
EMA25= EMA( C, 25);
EMA40= EMA( C, 40);
Buyr=IIf(since & (st<=50 & (Cross(EMA10,EMA25) | EMA10>EMA25)),1,0);
Buy=IIf(Ref(Buyr,-1),H>=Ref(H,-1),0);
Dayl=TimeFrameGetPrice("L",inDaily,0);
BuyPrice=(round(ValueWhen(Buyr,H)*10))/10;
Buystop1=(round((ValueWhen(Buyr,dayL) | ValueWhen(Cross(EMA25,EMA10),H))*10))/10;
Buytp1= (round((BuyPrice + (BuyPrice-Buystop1))*10))/10;
Buytp2=IIf(Cross(H,Buytp1) | Cross(C,Buytp1) |Cross(Buystop1,L) | Cross(EMA25,EMA10) , 1,0);
Buystop2=(Cross(buystop1,L) | Cross(H,buystop1) | Cross(EMA25,EMA10));
shortr=IIf(since & (st>=45 & (Cross(EMA25,EMA10) | EMA25>EMA10)),1,0);
Short=IIf(Ref(shortr,-1),L<=Ref(L,-1),0);
Dayh=TimeFrameGetPrice("H",inDaily,0);
SellPrice=(round(ValueWhen(shortr,L)*10))/10;
sellstop1=(round((ValueWhen(Shortr,Dayh) | ValueWhen(Cross(EMA10,EMA25),L))*10))/10;
Sellstop2=(Cross(H,sellstop1) | Cross(sellstop1,L) | Cross(EMA10,EMA25));
Lotsize=IIf(buyr|shortr,round((inv*5.5)/H),0);
Selltp1= (round((ShortPrice - (sellstop1-SellPrice))*10))/10;
Selltp2=IIf(Cross(selltp1,L) | Cross(selltp1,C) |Cross(H,sellstop1) | Cross(EMA25,EMA10) , 1,0);
TSB=BuyTP1;
TSS=SellTP1;
Buy=ExRem(Buy,Short);
Short=ExRem(Short,Buy);
//cumulative trades total
trades1=Param("Trade Above",1,1,10,1);
tradebase=(Buy OR Short );
trades=Cum(tradebase);
trades2=(trades>=trades1);
BuyStop=IIf((Buy AND NOT BuyTP2),BuyStop1,Null);
SellStop=IIf(Short AND NOT SellTP2,SellStop1,Null);
BuyTP=IIf(Buy AND NOT BuyStop,BuyTP2,Null);
SellTP=IIf(Short AND NOT SellStop,SellTP2,Null);
//cumulative trades individual
tradesB=Cum(Buy);
TSB1=IIf(tradesB>=1,(Cross(H,TSB) OR Cross(C,TSB)) AND since,0);
BSL1=IIf(tradesB>=1,(Cross(Buystop1,L) OR Cross(BuyStop1,C)) AND since,0);
tradesBTP=Cum(TSB1);
tradesBSL=Cum(BSL1);
tradesS=Cum(Short);
TSS1=IIf(tradesS>=1,(Cross(TSS,L) OR Cross(TSS,C)) AND since,0);
SSL1=IIf(tradesS>=1,(Cross(H,SellStop1) OR Cross(C,SellStop1)) AND since,0);
tradesSTP=Cum(TSS1);
tradesSSL=Cum(SSL1);
Sell1=IIf(TradesBTP==1,TSB1,0);
Sell2=IIf(TradesBTP>=1,Hold(Sell1==1,Limit),0);
Cover1=IIf(tradesSTP==1,TSS1,0);
Cover2=IIf(tradesSTP>=1,Hold(Cover1==1,Limit),0);
bstop1=IIf(tradesBSL==1,BSL1,0);
bstop2=IIf(tradesBSL>=1 AND (Sell2==0 OR Cover2==0),Hold(bstop1==1,Limit),0);
sstop1=IIf(tradesSSL==1,SSL1,0);
sstop2=IIf(tradesSSL>=1 AND (Cover2==0 OR Sell2==0),Hold(sstop1==1,Limit),0);
Sell=IIf(bstop2==1,0,Sell1);
bstop=IIf(Sell2==1,0,bstop1);
Cover=IIf(sstop2==1,0,Cover1);
sstop=IIf(Cover2==1,0,sstop1);
FH_Range = (TimeNum() >= 085959 AND TimeNum()<= 090459) AND (DateNum()==LastValue(DateNum()));
FH_Prices = High * FH_Range;
FH_Marker = BarsSince(FH_Range>0);
//Find number of bars in 60 minutes
Num_Bars = 3600 / Interval(1);
isAll = True;
isRth = TimeNum() >= 085959 AND TimeNum() <= 090459;
isdRth = TimeNum() >= 085959 AND TimeNum() <= 160000;
aRthL = IIf(isRth, L, 1000000);
aRthH = IIf(isdRth, H, Null);
aRthLd = IIf(isdRth, L, 1000000);
DayH = TimeFrameCompress( aRthH, inDaily, compressHigh );
DayH = TimeFrameExpand( DayH, inDaily, expandFirst );
DayL = TimeFrameCompress( aRthLd, inDaily, compressLow );
DayL = TimeFrameExpand( DayL, inDaily, expandFirst );
//line plot basics
Bars = BarsSince(TimeNum() >= 085959 AND TimeNum() < 090459) ;// AND DateNum()==LastValue(DateNum());
x0 = BarCount-LastValue(Bars);
x1 = BarCount-1;
DayHline=LineArray(x0,LastValue(DayH),x1,LastValue(DayH),0);
DayLline=LineArray(x0,LastValue(DayL),x1,LastValue(DayL),0);
BuyPriceline=LineArray(x0,LastValue(BuyPrice),x1,LastValue(BuyPrice),0);
BuyStopline=LineArray(x0,LastValue(BuyStop1),x1,LastValue(BuyStop1),0);
BuyTPline=LineArray(x0,SelectedValue(TSB),x1,SelectedValue(TSB),0);
SellPriceline=LineArray(x0,LastValue(SellPrice),x1,LastValue(SellPrice),0);
SellStopline=LineArray(x0,LastValue(SellStop1),x1,LastValue(SellStop1),0);
SellTPline=LineArray(x0,SelectedValue(TSS),x1,SelectedValue(TSS),0);
Plot(DayHline,"",colorYellow,styleLine|styleNoRescale);
Plot(DayLline,"",colorYellow,styleLine|styleNoRescale);
//PLOT LINES
Plot(BuyPriceline,"Buy Here",colorBrightGreen,styleDots|styleNoRescale);
//Plot(BuyStopline,"BuyStop",colorBrightGreen,styleDots|styleNoRescale| styleNoLine);
Plot(BuyTPline,"Buy Take profit",colorBrightGreen,styleDashed|styleNoRescale);
Plot(SellPriceline,"Short Here",colorRed,styleDots|styleNoRescale);
//Plot(SellStopline,"ShortStop",colorRed,styleDots|styleNoRescale| styleNoLine);
Plot(SellTPline,"Short Take Profit",colorRed,styleDashed|styleNoRescale);
//shapes
PlotShapes(IIf(Buy,shapeUpArrow,shapeNone),colorBrightGreen,0,L,-25 );
PlotShapes(IIf(Short,shapeDownArrow,shapeNone),colorRed,0,H,-25 );
AddColumn( IIf(Buyr, 82, IIf(Shortr, 82,01 )), "READY", formatChar, colorWhite, bkcolor= IIf(Shortr,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy, 66, IIf(Short, 83,01 )), "GO", formatChar, colorWhite, bkcolor= IIf(Short,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Sell, 80, IIf(Cover, 80,01 )), "PR", formatChar, colorWhite, bkcolor= IIf(Cover ,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(bstop, 76, IIf(sstop, 76,01 )), "SL", formatChar, colorWhite, bkcolor= IIf(sstop ,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy OR bstop OR Sell | Buyr , BuyPrice, IIf(Short OR sstop OR Cover |Shortr , SellPrice,01 )), "ENTRY@", 1.2, colorWhite, bkcolor= IIf(Short OR sstop OR Cover | Shortr,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy OR bstop OR Sell| Buyr , BuyStop1, IIf(Short OR sstop OR Cover |Shortr , SellStop1,01 )), "STPLS@", 1.2, colorWhite, bkcolor= IIf(Short OR sstop OR Cover |Shortr ,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy OR bstop OR Sell| Buyr , TSB, IIf(Short OR sstop OR Cover |Shortr , TSS,01 )), "PROFIT@", 1.2, colorWhite, bkcolor= IIf(Short OR sstop OR Cover |Shortr ,colorDarkRed,colorDarkGreen) );
AddColumn( IIf(Buy OR bstop OR Sell| Buyr , Lotsize, IIf(Short OR sstop OR Cover |Shortr , Lotsize,01 )), "QTY", 1.0, colorWhite, bkcolor= IIf(Short OR sstop OR Cover|Shortr ,colorDarkRed,colorDarkGreen) );
Filter=Buyr | Shortr | Buy OR Short OR Sell OR Cover OR bstop OR sstop ;