I am trying to simulate a portfolio of strategies in Amibroker. I have 4
strategies, which I run and then save their EQUITY curves by using the following code at the end of each script
if( Status("action") == actionPortfolio )
I am trying to implement a simple logic:
1) Find a bar for which MA(C,5) crosses above MA(C,15)
2) From that bar, wait until MA(RSI(),5) crosses above MA(C,15)
3) If 2) happens within 10 bars, then execute a buy otherwise skip
I wrote the following AFL code:
I have been paying around with the idea of implementing a simple equity curve trading technique, in order to establish which of my systems is more syncronized with the market I am trading. Basically I would like to switch on/off a system, based on the equity curve crossing below or...
I am new to Amibroker, so pardon me if this question is stupid :)
I would like to implement a system which enter long in a stock 5 days after a simple moving average cross-over only if the closing price that day is higher than the closing price of the day of the cross-over.