The Most Robust Intermarket System - Copper

[ph1l]

Any chance you can post the whole code?
My old AB is shut down/redundant on a no longer used puter.

It's in this post, so if you can't see it, he blocked you*.

If that's the case, I've attached an unchanged copy.

*Other reasons could be too much of these, or your having a "senior moment."

 

[themickey]

It's in this post, so if you can't see it, he blocked you*.
If that's the case, I've attached an unchanged copy.
*Other reasons could be too much of these, or your having a "senior moment."

He's not blocked me (yet) but my tablets and chromebooks don't have AFL language.
Couple of screenshots would do to get the gist of it.

 

[Drawdown Addict]

He's not blocked me (yet) but my tablets and chromebooks don't have AFL language.
Couple of screenshots would do to get the gist of it.

It is plain text, open it with any text editor

 

[Drawdown Addict]

From my very limited knowledge of AmiBroker Formula Language (AFL) and Spanish, I think the logic from the comment for the original code at the end is

if in long trade
    if close(intermarketAsset) > SimpleMovingAverage(intermarketAsset, 4)
    and close(tradingAsset) > SimpleMovingAverage(tradingAsset, 4)
        exit long at next bar open
if in short trade
    if close(intermarketAsset) < SimpleMovingAverage(intermarketAsset, 4)
    and close(tradingAsset) < SimpleMovingAverage(tradingAsset, 4)
        exit short at next bar open

if close(intermarketAsset) < SimpleMovingAverage(intermarketAsset, 4)
and close(tradingAsset) < SimpleMovingAverage(tradingAsset, 4)
    enter long tradingAsset at next bar open

if close(intermarketAsset) > SimpleMovingAverage(intermarketAsset, 4)
and close(tradingAsset) > SimpleMovingAverage(tradingAsset, 4)
    enter short tradingAsset at next bar open

That looks like the simplest trading strategy anyone can come with

 

[SimpleMeLike]

Hello everyone! Markets interact and influence each other and cross-market analysis can be used to forecast future stock and indices price movements by introducing custom indicators and cross-market trading systems.

I present to you one of the most robust intermarket systems that have been developed last year, that of copper.

You already know that intermarket relations have predictive power, knowing how to use them. These systems are really counter-trend and capture the big market turns.

It is necessary to have certain knowledge of statistics, to be able to develop this type of trading systems. But because its premise is very powerful, you will never waste time developing intermarket systems.

I am going to share today a simple but powerful tool, so you can use amibroker and start building intermarket systems. Whoever is interested, send me an email....

Greetings to all!

Good Morning daanipd,

Please post the backtest performance metrics and the backtest equity curve.

Thank you

 

[daanipd]

He's not blocked me (yet) but my tablets and chromebooks don't have AFL language.
Couple of screenshots would do to get the gist of it.

Wont block you.

 

[daanipd]

That looks like the simplest trading strategy anyone can come with

no, it isnt.

 

[SimpleMeLike]

no, it isnt.

Good Morning daanipd,

Please post the backtest performance metrics and the backtest equity curve.

Thank you

 

[daanipd]

Good Morning daanipd,

Please post the backtest performance metrics and the backtest equity curve.

Thank you

 

[SimpleMeLike]

Hello daanipd,

Nice strategy buddy. Looks good to me.