miteshpanchal2006

Hello, I've one subject to discuss and get opinion on that. While analyzing Amibrker's backtest report I found MFE is something helpful to reduce our loss. For instance you would see few buy/sell signal never crossed 0.1% (You can research with any of your AFL). So if we can trade above/below the signal price +/- 0.1% then it would reduce some loss. I've started following signal price +/- 0.1% and it has helped me to reduce some loss. Now looking something ahead of this. What if you trade only when signal price crosses more than 0.1%. Means 0.2% or 0.3% or 0.4% ? I believe trading higher/lower than signal prices would also reduce same amount of profit. Is there any way to backtest with this logic with different amount of %, or any opinion on this method ?

Hello, I'm using below code in nest and it is showing good result there. I want to have an AFL so that I can use it in Amibroker. 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 =============== With 5 minute internal it is showing me below signal in next now for nifty 0/24/2013 11:10 SHORT 6253.15 10/28/2013 13:55 EXIT SHORT 6114.25 I would greatly appriciate if someone can help me and create AFL from above code. Thanks,