Hi all,
Two trade with same AFL code, One stop out but another continue for more than 1 year. Why??
I can't find where is the problem. please help. Thanks
SetOption("InitialEquity", 1000000); // set initial equity = 1 million
SetOption("CommissionMode", 3);
SetOption("CommissionAmount", 0.01);
SetOption("AllowSameBarExit", False);
SetOption("MaxOpenPositions", 2000);// maximum number of open positions
SetOption("AccountMargin", 20);
SetOption("UsePrevBarEquityForPosSizing", False);
SetOption("AllowPositionShrinking", True);
SetOption("MinShares", 1);
SetOption("ActivateStopsImmediately", True);
SetTradeDelays( 0, 0, 1, 0 );
SetChartOptions(0, chartShowArrows | chartShowDates);
Plot(Close, "Close", colorDefault, GetPriceStyle() | styleNoTitle);
// Volume and StockAmount Arrangment //
AveVol = MA(Volume,30)>=2000000; //Ave Vol 5 mil
StockAmount = 5;
PriceAb = Close > StockAmount;
PriceBl = Close < 400;
VolUp = volume > 1.2 * ema( volume, 30 );
VP = AveVol AND PriceAb AND PriceBl AND VolUp;
//@@@@@@@@@@@ REFER TO MARKET INDEX @@@@@@@@@@@@//
IndexClosePrice = Foreign ("SPY","Close",True);
IndexMA20 = MA( IndexClosePrice , 20);
IndexMA30 = MA( IndexClosePrice , 30);
IndexMA50 = MA( IndexClosePrice , 50 );
IndexMA200 = MA( IndexClosePrice , 200 );
YIndexMA20 = Ref( INDEXMA20 , -20 );
IndexMAUp = IndexMA20 > (YIndexMA20 * 1.02 );
IndexAb = IndexClosePrice > IndexMA20;
IndexUp = IndexAb AND IndexMA20 > IndexMA50 AND IndexMA50 > IndexMA200 AND IndexMAUp;
//@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@//
//@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@//
/////////// (TPR) TRIGGER PRICE RANGE AND BUYPRICE //////////////
TICKSZ = 0.01;
YesterdayHigh = Ref(High, -1);
YesterdayLow = Ref(Low , -1);
YesterdayClose = Ref(Close , -1);
YesterdayMid = ( YesterdayHigh + YesterdayLow) / 2;
PecentHighAmount = YesterdayClose * 0.07;
PecentLowAmount = YesterdayClose * 0.01;
////////// BUYPRICE - BRAKOUT OF YESTERDAY HIGH //////////
PriceBreakHigh = HIGH > YesterdayHigh;
BuyPrice = Max( YesterdayHigh, Open < YesterdayHigh * 1.01);
///////// BUYPRICE WITHIN YERTERDAY BAR RANGE ///////////////
TriggerPriceRange = Open < YesterdayHigh * 1.015 AND Open > YesterdayLow; // OPEN PRICE WITHIN YESTER BAR //
BuyPrice = ValueWhen(TriggerPriceRange , Open);
_SECTION_BEGIN(" Standard Chart ");
SetChartOptions(0, chartShowArrows | chartShowDates);
Plot(Close, "Close", colorDefault, GetPriceStyle() | styleNoTitle);
//$*$*$*$*$*$*$*$*$*$* Trading Logic $*$*$*$*$*$*$*$*$*$*$*$ //
//$*$*$*$*$*$*$*$*$*$* Trading Logic $*$*$*$*$*$*$*$*$*$*$*$ //
//$*$*$*$*$*$*$*$*$*$* Trading Logic $*$*$*$*$*$*$*$*$*$*$*$ //
MAPeriod = Optimize(" Period", 12, 8, 24, 2);
MAPlus = MA(Close, MAPeriod);
MA20 = MA(Close, 20);
MA30 = MA(Close, 30);
YMA20 = Ref(MAPlus,-1);
MA200 = MA(Close, 200);
MACross = Cross(MAPlus, MA200);
Bullish = MAPlus > MA30 AND MA30 > MA200;
Bearish = MAPlus < MA200;
BuySignal = MACross AND VP;
SellSignal = Cross(MA20 , close);
//////// For Scanning /////////
//@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@//
//Buy = BuySignal;
//@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@//
//////// For Backtest /////////
//@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@//
Buy = Ref(BuySignal, -1);
//@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@//
Sell = SellSignal;
Short = Cover = 0;
//Filter = BuySignal ;
//AND Close > 50
//AND Volume > 2000000
//AND volume > 1.2 * ema( volume, 30 ) ;
//$*$*$*$*$*$*$*$*$*$* Trading Logic End $*$*$*$*$*$*$*$*$*$*$*$ //
//$*$*$*$*$*$*$*$*$*$* Trading Logic End $*$*$*$*$*$*$*$*$*$*$*$ //
//$*$*$*$*$*$*$*$*$*$* Trading Logic End $*$*$*$*$*$*$*$*$*$*$*$ //
Short = Cover = 0;
//REMOVE EXCESSIVE SIGNAL
Buy = EXREM(Buy, Sell);
Sell = ExRem(Sell, Buy);
/* Plot Buy and Sell Signal Arrows */
PlotShapes(IIf(BuySignal, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(BuySignal, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(BuySignal, 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(Sell * shapestar, colorBrightGreen, 0, High, 12);
//PlotShapes(Cover * shapeCircle, colorBrightGreen, 0, Low, -12);
_SECTION_BEGIN("Swing Trade Module");
//REMOVE EXCESSIVE SIGNAL
Buy = EXREM(Buy, Sell);
Sell = ExRem(Sell, Buy);
//REMOVE EXCESSIVE SIGNAL
BuySignal = EXREM(BuySignal, SellSignal);
SellSignal = ExRem(SellSignal, BuySignal);
NEWDAY = Day() != Ref(Day(), -1);
LIMITTRADES = Param("LIMIT TRADE", 5, 1, 1000, 100);
STARTTRADETIME = ValueWhen(newday,TimeNum());// ParamTime("START TRADE TIME", "09:30");
LASTTRADETIME = ParamTime("LAST TRADE TIME", "11:00");
COLORUP = ParamColor("up color", colorGreen);
COLORDOWN = ParamColor("down color", colorRed);
//RISKCONTROL =ParamToggle("ENABLE TARGET AND STOPLOSS", "ENABLE|DISABLE", 1);
MODE = ParamList("STOP AND TARGET MODE", "POINTS|PERCENTS", 0);
DISPLAYLINE = ParamToggle("SHOW TARGET AND STOP LINE", "SHOW|HIDE", 1);
BuyPrice = ValueWhen(Buy, Open);
// Buy Stop Arrangment //
MinBSPPercent = Valuewhen(Buy, YesterdayMid * 0.02);
MaxBSPPercent = ValueWhen(Buy, YesterdayMid * 0.08);
BuyStopBuffer = 0.05;
Risk = 3;
//BuyStopLevel = ATR ( 7 ) * Risk;
BuyStopLevel = valuewhen(Buy,LLV( Low, Risk ) - BuyStopBuffer);// use lowest low of previous "x" bars
BuyStopAmount = ValueWhen( Buy, BuyStopLevel);
MinBuyStopPoint = BuyPrice - BuyStopAmount;
BuyStopPoint = IIf(MinBuyStopPoint < MinBSPPercent, MinBSPPercent, IIf(MinBuyStopPoint > MaxBSPPercent, MaxBSPPercent,
MinBuyStopPoint));
BuyStop = BuyPrice - BuyStopPoint;
// Buy Target Arrangment //
BuyStopAmount = ValueWhen( Buy, BuyStopLevel);
Reward = 35;
BuyTargetPoint = BuyStopPoint * Reward;
BuyTarget = BuyPrice + BuyTargetPoint;
// Position Arrangemnt //
RiskAmount = 200;
BuyPositionSize = RiskAmount / BuyStopPoint;
SetPositionSize(round( BuyPositionSize ), spsShares );
// Buy Trailing Stop Arrangment //
MA20 = MA(Close , 20);
TrailMA = Cross( Low , MA20 );
Buy = Buy AND (TimeNum() >= STARTTRADETIME AND TimeNum() <= LASTTRADETIME);
Sell = Sell;
//REMOVE EXCESSIVE SIGNAL
BuySignal = EXREM(BuySignal, SellSignal);
SellSignal = ExRem(SellSignal, BuySignal);
BUYCONTINUE = Flip(Buy, Sell);
Buy = Buy AND (TimeNum() >= STARTTRADETIME AND TimeNum() <= LASTTRADETIME);
iSell = Sell ;
Buy = ExRem(Buy, iSell);
iSell = ExRem(iSell, Buy);
ISell = Sell;
BuyPrice = ValueWhen(Buy, Open);
Sell = ISELL OR Cross(High, BUYTARGET) OR Cross( BUYSTOP, Low);// OR Cross( NW , Low );
//REMOVE EXCESSIVE SIGNAL
Buy = EXREM(Buy, Sell);
Sell = ExRem(Sell, Buy);
Sell = IIf(Cross(High, BUYTARGET), Sell, IIF(Cross(BUYSTOP, Low), Sell, IIf(Cross( MA20 , Low ), Sell, Ref( Sell, -1))));
SellPrice = ValueWhen(Sell, IIF(Cross(High, BUYTARGET), BUYTARGET,
IIF(Cross(BUYSTOP, Low), BUYSTOP, IIf(Cross( MA20 , Low ), MA20, Open))));
Short = ExRem(Short, Cover);
Cover = ExRem(Cover, Short);
ICOVER = Cover ;
Short = ExRem(Short, ICOVER);
ICOVER = ExRem(ICOVER, Short);
//REMOVE EXCESSIVE SIGNAL
Sell = Sell;
Buy = ExRem(Buy, Sell);
Sell = ExRem(Sell, Buy);
// STEP 6 : PLOT STOP AND TARGET
BUYCONTINUE = Flip(Buy, Sell);
Plot(IIF(BUYCONTINUE OR Sell, BUYSTOP, Null), "BUYSTOP", colorRed, styleDots | styleThick);
//Plot(IIF(BUYCONTINUE OR Sell, BUYTARGET, Null), "BUYTARGET", colorGreen, styleDashed | styleThick);
_SECTION_END();
maPlus = MA(Close, MAPeriod);
ma20 = MA(Close,20);
ma50 = MA(Close,50);
ma200 = MA(Close,200);
_SECTION_END();
_SECTION_BEGIN("PLOT STOP AND TARGET");
Plot(maPlus,"MAPlus",colorBrightGreen);
Plot(ma20,"20MA",colorCustom11);
Plot(MA50,"50MA",colorRed);
Plot(ma200,"200MA",colorwhite);
AddColumn(BuyStopPoint,"BuyStopPoint",1.2);
Filter = Buysignal;
color = IIf(BuySignal,colorGreen,colorRed);
mastatus = WriteIf(Buysignal,"Bullish","Bearish");
AddColumn(MA(C,200),"MA200",1.2,colorWhite,color);
AddTextColumn(mastatus,"Status",1,colorWhite,color);
Attach AFL code and picture 
