MA X Moving Average
Tracking moving average crossovers, the MA X Moving Average AFL, when integrated with an AmiBroker data feed, identifies potential shifts in market trends. Real-time data feeds enhance the AFL’s ability to signal entry and exit points accurately, enabling traders to act promptly on changing market conditions.
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/* -----------------------------------
Author: Thomas Heyen
Mechanical Trading Model ER2 - Emini Russel 2000
Curve Fit June 2006
Base Time Frame: 15 seconds
----------------------------------- */
PositionSize = MarginDeposit = 1;
MarketHours = TimeNum()>=154000 AND TimeNum()<=214000;
MarketClose= TimeNum()>=214444 AND TimeNum()<=240000;
perl = 24;//Optimize("smoothing periods long",24,10,60,2);
perl2 = 72;//Optimize("smoothing periods long slow",72,60,100,4);
per = 54;//Optimize("smoothing periods",54,20,80,2); //DEMA = 24 long & DEMA=48 short
per2 = 72;//Optimize("smoothing periods slow",90,60,100,4); //DEMA=74 long & DEMA=90 short - around 80 will do
//per=Param("periods",3,3,89,1);
up= (DEMA(C,perl)>Ref(DEMA(C,perl),-1)) AND (Ref(DEMA(C,perl),-2)>Ref(DEMA(C,perl),-1));
down= (DEMA(C,per)DEMA(C,perl2));
Cover = up;
Short = down AND (DEMA(C,per) 0)
{
// transmit order
ibc.PlaceOrder( Name(), "Sell", 1, "MKT", 0, 0, "Day", True );
}
}
if( LastValue( Short ) )
{
if( ibc.GetPositionSize( Name() ) > -1)
{
// transmit order
ibc.PlaceOrder( Name(), "SShort", 1, "MKT", 0, 0, "Day", True );
}
}
if( LastValue( Cover ) )
{
if( ibc.GetPositionSize( Name() ) <0)
{
// transmit order
ibc.PlaceOrder( Name(), "Buy", 1, "MKT", 0, 0, "Day", True );
}
}
}
*/