Adjudicado

Amibroker coding

Hello,

I need the Amibroker coding for a modified channel breakout system. All price inputs are based on the closing daily price (no intra day high, lows or trading).

I would like all of the variable inputs discussed below to be coded for optimization.

I would like each position size to be 10% of equity. This is a long only system for use on equities.

Buy condition: When the closing price is above the highest close value for a variable number of past days up to previous day, ie: Close -1.

Sell conditions: There are six separate sell conditions, two based on initial stop losses after purchase, two based on a trailing stop loss idea and the final two based on the lower close value for a variable number of look back days.

If the closing price on the current day is ABOVE a variable length moving average, then:

1a. Sell if the closing price is below an initial stop loss point of approximately 5%, but this needs to be variable.

1b. Sell if the closing price is below a maximum loss trailing stop of approximately 15% from the maximum closing value while owned, and needs to be variable.

1c. Sell if the closing price is below the lowest close value for a variable number of past days up to previous day, ie: Close -1. This value also needs to be changed by a small amount of approximately 1% (but needs to be variable).

If the closing price on the current day is BELOW a variable length moving average, then:

2a. Sell if the closing price is below an initial stop loss point of approximately 3%, but this needs to be variable.

2b. Sell if the closing price is below a maximum loss trailing stop of approximately 10% from the maximum closing value while owned, and needs to be variable.

2c. Sell if the closing price is below the lowest close value for a variable number of past days up to previous day, ie: Close -1. This value also needs to be changed by a small amount of approximately 3% (but needs to be variable).

Thank-you.

Habilidades: Programación en C, Programación de bases de datos, Mercados financieros, PHP

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Información del empleador:
( 1 comentario ) private, Australia

ID de proyecto: #6516095

1 freelancer está ofertando un promedio de $150 para este trabajo.

edakad

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