ZLEMA ATR Long only Trailing stop loss trading is a mechanical strategy for higher timeframes. The trailing stop loss is quite adaptive and adjustible in the down trends to revise it stoploss downwards on its own and the buy or sell decision is taken only at the end of the candle.
In Amibroker the general way of computing the Equity curve is to backtest the given trading system and the report computes the equity curve, drawdown…etc results for you. And to compute the equity curve you have to push the backtest button every time which makes you little uncomfortable if you want to measure the Equity curve in realtime.
Double Donchian Trading system is a Breakout trading system inspired from Richard J.Dennis. Donchian channels were developed by Richard Donchian, a pioneer of mechanical trend following systems. Double Donchian trading system a turtle trading strategy.Curtis Faith in his book Way Of The Turtle describes a variation of the Donchian system used by the legendary Turtle Traders.
Here the Goal is to use Amibroker AFL to find the Percentage Number of bars which have closed higher then the previous bar out of total number of bars for a day in a selected time frame on Intraday basis. Positive Bars Percentage is generally a breath indicator used to gauge the Intraday Sentiment of a Particular stock/Index.Value above 80 indicates extreme positive sentiment and a value below 20 indicates extreme negative sentiment.
Didi Index is a positional long only trading system constructed based on three exponential moving averages inspired from mql4 code Didi Index Indicator. Indicator developed by Brazilian and analyst Odir Aguiar (Didi), consists of “Moving Averages”, known for the famous needles Didi, which allows the visualization of reversal points.
Linear Regression based Mean Reversion strategy is quite similar to Volatility Band – Mean Reversion Strategy. Here the Volatility band is replaced with the upper band = Linear Regression + 2 * Standard Deviation and the lower band = Linear Regression – 2 * Standard Deviation.