Code giao dịch theo đường trung bình động đơn giản mà cực kỳ hiệu quả

Đường trung bình động MA là một công cụ phân tích đơn giản thường được sử dụng trên thị trường tài chính ngày nay. Nếu sử dụng đúng, đường trung bình động sẽ mang lại nhiều lợi ích cho nhà đầu tư

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Odd=13;//enter Odd numbers only
CoefOdd=round(Odd/2);

Even=12;
Coefeven=Even/2;
Coefeven2=Coefeven+1;

CongestionPercent=2.8;

TriangularOdd=MA(MA(C,CoefOdd),CoefOdd);
TriangularEven=MA(MA(C,Coefeven),Coefeven2);

finalMov_avg=IIf(Odd > even,triangularOdd,TriangularEven);

Color=colorBrightGreen;//select Moving average line color
tickercolor=colorBlack;//select price color

Plot(finalMov_avg,"",IIf(C < finalmov_avg,colorRed,Color),styleLine|styleThick);
Plot(C,"",tickercolor,styleCandle);

Title=Name()+"..."+"( "+WriteIf(Odd > even,WriteVal(Odd,1),WriteVal(even,1))+" ) Period "+EncodeColor(Color)+"Triangular"+WriteIf(Odd > even,"ODD","EVEN")+" Moving Average"+"..."+EncodeColor(colorBlack)+ WriteIf(C < finalMov_avg,"Close is "+EncodeColor(colorRed)+"Below"+EncodeColor(colorBlack)+" Moving Average by ","Close is"+EncodeColor(colorBrightGreen)+" Above"+EncodeColor(colorBlack)+" Moving Average by ")+"("+WriteVal(((C/finalMov_avg)-1)*100,1.1)+"% )"+"\n"+WriteIf(finalmov_avg-Ref(finalmov_avg,-1)>0," Slope Of Average is UP : ","Slope Of Average is DOWN :")+WriteIf((((C/finalMov_avg)-1)*100 <= CongestionPercent AND ((C/finalMov_avg)-1)*100 >= -CongestionPercent),EncodeColor(colorYellow)+" with Price Congestion / Divergence to Average ","")+"\n"+WriteIf(Ref(C,-1) < Ref(finalmov_avg,-1) AND C > finalmov_avg,EncodeColor(colorGreen)+"Possible Change in Trend From Down to Up"+"\n"+" OR Short Term Correction of Previous Trend",WriteIf(Ref(C,-1) > Ref(finalmov_avg,-1) AND C < finalmov_avg,EncodeColor(colorRed)+"Possible Change in Trend From Up to Down "+"\n"+" OR Short Term Correction to Previous Trend",""))+"\n"+WriteIf(C > finalmov_avg,EncodeColor(colorGreen)+"Close has been above Moving Average ( "+WriteVal(BarsSince(C < finalmov_avg),1)+" ) Bars",EncodeColor(colorRed)+"Close has been Below Moving Average ( "+WriteVal(BarsSince(C > finalmov_avg),1)+" ) Bars")+"\n"+EncodeColor(colorBlack)+"The average # of Bars Above ( "+WriteVal(round(Cum(BarsSince(C < finalmov_avg)/Cum(1))),1)+" )"+"\n"+"The average # of Bars Below ( "+WriteVal(round(Cum(BarsSince(C > finalmov_avg)/Cum(1))),1)+" )";
_SECTION_BEGIN("AFL Example");


/*firstly some basics common*/
SetBarsRequired(10000,10000); /* this ensures that the charts include all bars AND NOT just those on screen */
SetFormulaName("Sample System"); /*name it for backtest report identification */
SetTradeDelays( 1, 1, 1, 1 ); /* delay entry/exit by one bar */
SetOption( "initialequity", 100000 ); /* starting capital */
PositionSize = -10; /* trade size will be 10% of available equty */
SetOption( "MaxOpenPositions", 6 ); /* I don't want to comit more than 60% of Equity at any one time */
SetOption( "PriceBoundChecking", 1 ); /* trade only within the chart bar's price range */
SetOption( "CommissionMode", 2 ); /* set commissions AND costs as $ per trade */
SetOption( "CommissionAmount", 32.95 ); /* commissions AND cost */
SetOption( "UsePrevBarEquityForPosSizing", 1 ); /*set the use of last bars equity for trade size*/
PositionScore = 100/C; /*Set the order for which stock trades when get mulitple signals in one bar in backtesting */



LongPer = Param("Long Period", 50, 30, 100, 5 ); /* select periods with parameter window */
ShortPer = Param("Short Period", 5, 3, 10, 1 ); 

LongMA = EMA( C, LongPer );
ShortMA = EMA( C, ShortPer );
LastHigh = HHV( H, LongPer );

Buy = Cross( ShortMA, LongMA ) AND H > Ref( LastHigh, -1 );
/* ref,-1 is used for the high to have todays high greater than the previous 50 bar high.
   To just use H==LastHigh couold mean a previous high was equal to current high */
Sell = Cross( LongMA, ShortMA );
/* exrem is one method to remove surplus strade signals*/
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);




Filter = Buy OR Sell;
AddTextColumn( FullName(), "Company Name" );
AddColumn( Buy, "Buy", 1 );
AddColumn( Sell, "Sell", 1 );
AddColumn( C, "Close", 1.3 );
AddColumn( H, "High", 1.3 );
AddColumn( LastHigh, "HHV", 1.3 );
AddColumn( LongMA, "Long MA", 1,3 );
AddColumn( ShortMA, "Short MA", 1,3 );




GraphXSpace = 10; /* create empty space of 10% top and bottom of chart */

Plot( C, " Close Price", colorGrey50, styleBar );
Plot( LongMA, " EMA(C,"+WriteVal(LongPer,1)+")", colorYellow, styleLine|styleNoRescale );
Plot( ShortMA, " EMA(C,"+WriteVal(ShortPer,1)+")", colorSkyblue, styleLine|styleNoRescale );
Plot( Ref(Lasthigh,-1), " HHV(H,"+WriteVal(LongPer,1)+")", colorRed, styleNoLine|styleDots|styleNoRescale );

/* styleNoRescale in the plots stops the added plots from compressing the original bar chart to the middle of the pane */

PlotShapes( shapeUpArrow*Buy, colorGreen, 0, L, -10 );
PlotShapes( shapeDownArrow*Sell, colorRed, 0, H, -10 );

Title = " {{NAME}} {{DATE}} {{INTERVAL}} "+_DEFAULT_NAME()+" Chart values : {{VALUES}} ";


_SECTION_END(); 

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