- Katılım
- 23 Eki 2020
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McGinley Dynamic Trading System for Amibroker (AFL)
McGinely Dynamic indicator devised by John R.McGinley has been stated as the most reliable indicator at Investopedia. This indicator is more responsive to raw data as compared to simple moving average or exponential moving average. McGinely dynamic is supposed to avoid whipsaws when compared with any moving averages. It looks like a moving average line yet it is a smoothing mechanism for prices that turns out to track far better than any moving average. It minimizes price separation, price whipsaws and hugs prices much more closely.
Kod:
// Downloaded From https://www.WiseStockTrader.com
//------------------------------------------------------
//
// Formula Name: McGinley Dynamic Indicator
// Original Author: Karthik Marar
// Modified By: Trading Tuitions
// E-mail: support@tradingtuitions.com
// Website: www.tradingtuitions.com
//------------------------------------------------------
_SECTION_BEGIN("McGinley Dynamic Indicator");
SetBarsRequired( sbrAll );
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C ));
//Initial Parameters
SetTradeDelays( 1,1,1, 1 );
SetOption( "InitialEquity", 200000);
SetOption("FuturesMode" ,True);
SetOption("MinShares",1);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",100);
SetOption("AccountMargin",10);
SetOption("RefreshWhenCompleted",True);
SetPositionSize(150,spsShares);
SetOption( "AllowPositionShrinking", True );
N = Param("McGinley Dynamic N ",25,5,40,5);
MD[0] = C[0];
for( i = 1; i < BarCount; i++ )
{
MD[ i ] = MD[ i - 1 ] + (C[i]-MD[i-1])/( N*(C[i] / MD[i-1])^4) ;
}
Plot( Close, "Price",colorWhite, styleCandle );
Plot(MD,"McGinley Dynamic",colorYellow,1|styleThick);
Buy=C>MD AND C>Ref(C,-1) AND Ref(C,-1)>Ref(C,-2);
Short=C<MD AND C<Ref(C,-1) AND Ref(C,-1)<Ref(C,-2);;
Sell=Short;
Cover=Buy;
BuyPrice=Open;
SellPrice=Open;
ShortPrice=Open;
CoverPrice=Open;
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);
printf("\nBuy : " + Buy );
printf("\nSell : " + Sell );
printf("\nShort : " + Short );
printf("\nCover : " + Cover );
StopLoss=Param("SL",10,1,10,1);
Target=Param("Target",40,5,40,5);
ApplyStop(Type=0,Mode=1,Amount=StopLoss);
ApplyStop(Type=1,Mode=1,Amount=Target);
/* Plot Buy and Sell Signal Arrows */
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
_SECTION_END();kaynak
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