marketcalls’s gists

marketcalls / Backtesting Settings.afl

Created January 22, 2015 04:23

Backtesting Settings

	SetTradeDelays( 1, 1, 1, 1 ); //set trade delays at 1 bar open
	RoundLotSize = 50; // Define Round Lot Size of the Trading Instrument
	SetPositionSize ( 100,spsShares); // Define Fixed Trading Size
	SetOption( "InitialEquity", 200000 );
	SetOption( "MinShares", 1 );
	SetOption( "MinPosValue", 1 ); // Enable Futures Mode
	SetOption( "FuturesMode", True );
	SetOption( "AllowPositionShrinking", True );
	SetOption( "ActivateStopsImmediately", False );
	SetOption( "ReverseSignalForcesExit", False );

marketcalls / Portfolio Backtesting.afl

Created January 22, 2015 06:06

portfolio backtesting

	SetTradeDelays(1,1,1,1);

	SetOption( "InitialEquity", 400000 );
	SetOption( "MinShares", 1 );
	SetOption( "MinPosValue", 1 ); // Enable Futures Mode
	SetOption( "FuturesMode", True );
	SetOption( "AllowPositionShrinking", True );
	SetOption( "ActivateStopsImmediately", False );
	SetOption( "ReverseSignalForcesExit", False );
	SetOption( "AllowSameBarExit", False );

marketcalls / Autocorrelation - Pinescript

Created February 3, 2015 18:44

Autocorrelation - Tradingview

	//Author - Rajandran R
	//www.marketcalls.in
	study("Autocorrelation - Marketcalls")
	len=input(10, minval=1,maxval = 50)
	Dayreturn=roc(close,1)
	autocorr = correlation(Dayreturn,Dayreturn[1],len)
	plot(autocorr, color = green , style = line , linewidth = 2,title = "Autocorrelation")
	hline(0, title='hline1', color=red, linestyle=dotted, linewidth=2)

marketcalls / Autocorrelation - Amibroker

Created February 3, 2015 19:54

Autocorrelation - Amibroker

	_SECTION_BEGIN("Auto correlation");
	Dayreturn=ROC(C,1);
	AC = Optimize("AC",10,1,50,1);
	AutoCor=Correlation(Dayreturn,Ref(Dayreturn,-1),AC);
	Plot(AutoCor,"AutoCorrelation",colorRed);
	Plot(0,"",colorGreen,style = styleDots);
	_SECTION_END();

marketcalls / Autorcorrrelation and Stochastic Mean Reversion Trading

Last active July 14, 2024 17:02

Autorcorrrelation and Stochastic Mean Reversion Trading

	//code by Rajandran R
	//Author - www.marketcalls.in

	_SECTION_BEGIN("Stochastic Mean Reversion Trading");

	SetBarsRequired(100000,0);
	GraphXSpace = 15;

	SetChartOptions(0,chartShowArrows\|chartShowDates);
	SetChartBkColor(ParamColor("bkcolor",ColorRGB(0,0, 0)));

marketcalls / gist:2ff7113b5297447b1f7d

Created February 13, 2015 04:42

Supertrend V3.0 Without Popup

marketcalls / High Beta Scanner.afl

Created February 21, 2015 03:03

High Beta Scanner

	_SECTION_BEGIN("High Beta Scanner");

	ticker=ParamStr( "Ticker", "NIFTY-I" );
	P=Foreign(ticker,"C",1);
	Periods=Param("period",21,1,50,1);

	Beta=(( Periods * Sum(ROC( C,1) * ROC(P,1),Periods )) - (Sum(ROC(C,1),Periods) *
	Sum(ROC( P,1),Periods))) / ((Periods * Sum((ROC(P,1)^2 ),Periods)) -
	(Sum(ROC(P,1 ),Periods)^2 ));

marketcalls / Kiss and Touch.afl

Created March 16, 2015 14:48

Kiss & Touch With The Modified True Range

	//Coded by Rajandran R
	//Author : www.marketcalls.in
	//Date : 16th March 2015
	//Reference : http://traders.com/Documentation/FEEDbk_docs/2015/04/TradersTips.html#item4



	_SECTION_BEGIN("Kiss and Touch");

	Goal = Param("Goal", 10 , 10,1000,1);

marketcalls / VIX-WVF Per Rank.afl

Last active September 17, 2021 10:27

VIX-WVF Per Rank

	//Coded by Rajandran R
	//Website : www.marketcalls.in
	//Date : 16 Mar 2015

	_SECTION_BEGIN("VIX-WVF Per Rank");

	SetPositionSize(100,spsshares);


	VIX = Foreign( "INDIAVIX", "C" );

marketcalls / Normalized Volume.afl

Created March 19, 2015 22:34

Normalized Volume

	//Coded by Rajandran R
	//Website : www.marketcalls.in
	//Study Reference : http://www.bollingerbands.com/bbandsforum/viewtopic.php?p=478&sid=33ab6920a3eb9788fd5e4b891e189e04

	_SECTION_BEGIN("Normalized Volume");

	nVolume = V/MA(V,50) * 100;

	Plot( nVolume, _DEFAULT_NAME(), IIf( nVolume >= 150, ParamColor("High Volume", colorGreen ), IIf(nVolume <= 75 , ParamColor("Low Volume", colorRed ),ParamColor("Normal Volume", colorYellow )) ), ParamStyle( "Style", styleHistogram \| styleThick, maskHistogram ) );
	_SECTION_END();

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