Hello,
I'm using below codes in Nest trader system and I want to create AFL using this code so that i can use it in Amibroker.
Nest trader Code :
BUY = EMA(CLOSE, 5) > SMA (CLOSE, 20) AND RSI (CLOSE, 21) < 40
SELL = EMA(CLOSE, 5) < SMA (CLOSE, 20) AND RSI (CLOSE, 21) > 60
BUY EXIT = RSI (CLOSE, 21) > 80
SELL EXIT = RSI (CLOSE, 21) < 30
Someone helped me to create below AFL but this is giving diffrent result in Amibroker Vs. Nest Trader.
AMibroker AFL:
Buy = EMA(Close, 5) > MA (Close, 20) AND RSI (21) < 40 ;
Short = EMA(Close, 5) < MA (Close, 20) AND RSI (21) > 60 ;
Cover = RSI (21) > 80 ;
Sell = RSI (21) < 30 ;
Buy = ExRem(Buy, Short OR Sell) ;
Short = ExRem(Short, Buy OR Cover) ;
Cover = ExRem(Cover, Buy) ;
Sell = ExRem(Sell, Short) ;
PlotShapes(Cover*shapeUpArrow, colorBlack, 0, L, -12) ;
PlotShapes(Sell*shapeDownArrow, colorBlack, 0, H, -12) ;
PlotShapes(Buy*shapeUpArrow, colorBlue, 0, H, 12) ;
PlotShapes(Short*shapeDownArrow, colorRed, 0, L, 12) ;
----
I've pulled below result in both platform using 5 minute interval.
Nest Trader Signals:
NIFTY13OCT 10/03/2013 01:25:00PM SHORT 5930.25
NIFTY13OCT 10/07/2013 09:20:00AM EXIT SHORT 5903
NIFTY13OCT 10/07/2013 11:25:00AM LONG 5878.5
NIFTY13OCT 10/08/2013 10:50:00AM SHORT 5990.75
NIFTY13OCT 10/09/2013 09:20:00AM EXIT SHORT 5907
AmiBroker Signals :
NIFTY13OCT 10/03/2013 10:24:59AM COVER 5931.14
NIFTY13OCT 10/03/2013 11:59:59AM SHORT 5921.85
NIFTY13OCT 10/07/2013 09:24:59AM SELL 5875
NIFTY13OCT 10/07/2013 11:29:59AM BUY 5880
NIFTY13OCT 10/08/2013 11:04:59AM SHORT 5993
Requesting you to create new AFL or modify above AFL so that it can pull same results as Nest Trader signals.
Thanks,
I'm using below codes in Nest trader system and I want to create AFL using this code so that i can use it in Amibroker.
Nest trader Code :
BUY = EMA(CLOSE, 5) > SMA (CLOSE, 20) AND RSI (CLOSE, 21) < 40
SELL = EMA(CLOSE, 5) < SMA (CLOSE, 20) AND RSI (CLOSE, 21) > 60
BUY EXIT = RSI (CLOSE, 21) > 80
SELL EXIT = RSI (CLOSE, 21) < 30
Someone helped me to create below AFL but this is giving diffrent result in Amibroker Vs. Nest Trader.
AMibroker AFL:
Buy = EMA(Close, 5) > MA (Close, 20) AND RSI (21) < 40 ;
Short = EMA(Close, 5) < MA (Close, 20) AND RSI (21) > 60 ;
Cover = RSI (21) > 80 ;
Sell = RSI (21) < 30 ;
Buy = ExRem(Buy, Short OR Sell) ;
Short = ExRem(Short, Buy OR Cover) ;
Cover = ExRem(Cover, Buy) ;
Sell = ExRem(Sell, Short) ;
PlotShapes(Cover*shapeUpArrow, colorBlack, 0, L, -12) ;
PlotShapes(Sell*shapeDownArrow, colorBlack, 0, H, -12) ;
PlotShapes(Buy*shapeUpArrow, colorBlue, 0, H, 12) ;
PlotShapes(Short*shapeDownArrow, colorRed, 0, L, 12) ;
----
I've pulled below result in both platform using 5 minute interval.
Nest Trader Signals:
NIFTY13OCT 10/03/2013 01:25:00PM SHORT 5930.25
NIFTY13OCT 10/07/2013 09:20:00AM EXIT SHORT 5903
NIFTY13OCT 10/07/2013 11:25:00AM LONG 5878.5
NIFTY13OCT 10/08/2013 10:50:00AM SHORT 5990.75
NIFTY13OCT 10/09/2013 09:20:00AM EXIT SHORT 5907
AmiBroker Signals :
NIFTY13OCT 10/03/2013 10:24:59AM COVER 5931.14
NIFTY13OCT 10/03/2013 11:59:59AM SHORT 5921.85
NIFTY13OCT 10/07/2013 09:24:59AM SELL 5875
NIFTY13OCT 10/07/2013 11:29:59AM BUY 5880
NIFTY13OCT 10/08/2013 11:04:59AM SHORT 5993
Requesting you to create new AFL or modify above AFL so that it can pull same results as Nest Trader signals.
Thanks,