Moving Averages NOX
Moving Averages NOX in Amibroker AFL employs a specialized approach using moving averages for trend identification. Leveraging Amibroker data feed, this AFL generates signals based on the interaction of multiple moving averages. Traders rely on this AFL to capture trend shifts and potential trade opportunities. By utilizing Amibroker data feed, Moving Averages NOX ensures traders have access to real-time and historical data, enabling more informed decision-making regarding market trends.
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//
// Instead of using Crossover of Moving Averages, this model will follow
// reversals of a short term Moving Average.
//
// A long term Moving Average is used for general trend determination.
//
//------------------------------------------------------------------------------
/* -----------------------------------
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 );
}
}
}
*/