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Hi Guys,

I really just did this as an exercise to learn Amibroker, I'm not using a system along these lines.

Stevo:

1. I've added this

2. Buy on next open, sell on next open

3. Good point, as most brokers charge a fixed amount then a percentage I've just picked a value, anyone seriously using this might want to put some sort of conditions in.

4/5/6 Your probably right again, maybe an exercise for the future.

7. 10% by default, these results try a few values.

8. Right again, anyone going to pick a system on this would want to check it with their own data.

So to stress again, this is just a learning experience for me, and some others may find the results interesting.

Here is the lastest code and results:

HighBreakOut = Optimize("HighBreakOut", 20, 10, 40, 10);

ShortEMA = Optimize("ShortEMA", 30, 10, 70, 20);

HighestHigh = Optimize("HighestHigh", 30, 10, 100, 20);

LongEMA = Optimize("LongEMA", 65, 60, 200, 20);

Stop = Optimize("Stop", 10, 5, 20, 5);

DollarLimit = Optimize("DollarLimit", 10, 5, 20, 5);

Liquidity = Optimize("Liquidity", 500000, 500000, 500000, 200000);

SetOption("CommissionMode", 1); //% per trade

SetOption("CommissionAmount", 0.15);

SetOption("MaxOpenPositions", 10 );

SetOption("InitialEquity", 100000 );

SetTradeDelays( 1, 1, 1, 1 ); /* delay entry/exit by one bar */

PositionSize = -10; // always invest only 10% of the current Equity

BangForBuck = ((10000/C)* (MA(ATR(1),200))/100);

PositionScore = BangForBuck;

cond1=Cross(H,Ref(HHV(H,HighBreakOut),-1)); // when todays high crosses last highest high over the last 10 periods

cond2=H > EMA(C,ShortEMA); // todays high is greater than the 40 day Exp MA of closes

cond3=HHVBars(H,HighestHigh) == 0; // todays high is the highest for 70 periods

cond4=EMA(V*C,21) > Liquidity; // ensure at least $500k of money flow

cond5=C < DollarLimit; // only trading in stocks less than $10

cond6=C > O; // todays close higher than open

// the following line is the trigger if all conditions satisfied

Buy=cond1 AND cond2 AND cond3 AND cond4 AND cond5 AND cond6;

// here we define variables used once in the trade

ApplyStop( stopTypeLoss, stopModePercent, amount=Stop );

Sell= Cross(Ref(EMA(L,LongEMA),-1),C); // close crosses below yesterdays average of the low

ttrader3.zip