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Showing posts from April, 2018

AFL MA20 cross MA50

//Bismillahi wassholatu wassalamu 'ala rosulillah _SECTION_BEGIN("Price"); SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); // **** ma MA50=MA(C,50); Plot( MA50, " MA50", colorBlue, ParamStyle("Style") ); MA20=MA(C,20); Plot( MA20, "MA20", colorRed, ParamStyle("Style") ); MA100=MA(C,100); Plot( MA100, "MA100", colorGreen, ParamStyle("Style") ); // *** ma Hrgbeli = SelectedValue(Ref(C,0)); Maxsementara=SelectedValue(Ref(H,0)); for( i = 0; NOT(SelectedValue(Ref(MA(C,20),-i-1)) <= SelectedValue(Ref(MA(C,50),-i-1)) AND SelectedValue(Ref(MA(C,20),-i)) > SelectedValue(Ref(MA(C,50),-i))); i+...

AFL MA50

//Bismillahi wassholatu wassalamu 'ala rosulillah _SECTION_BEGIN("Price"); SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); MA50=MA(C,50); Plot( MA50, " MA50", coloraqua, ParamStyle("Style") ); Hrgbeli = SelectedValue(Ref(C,0)); Maxsementara=SelectedValue(Ref(H,0)); for( i = 0; NOT(SelectedValue(Ref(C,-i-1)) < SelectedValue(Ref(MA(C,50),-i-1)) AND SelectedValue(Ref(C,-i)) > SelectedValue(Ref(MA(C,50),-i))); i++ ) {     Hrgbeli = SelectedValue(Ref(C,-i-1)); Maxsementara = Max(Maxsementara,SelectedValue(Ref(H,-i-1))); } Loss = Param("persen loss",6,5,20,1); persenlos = Hrgbeli - Hrgbeli*Loss/100; Plot (hrgbeli,...

AFL MA100

// Bismillahi wassholatu wassalamu 'ala rosulillah _SECTION_BEGIN("Price"); SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); MA100=MA(C,100); Plot( MA100, " MA100", coloraqua, ParamStyle("Style") ); Hrgbeli = SelectedValue(Ref(C,0)); Maxsementara=SelectedValue(Ref(H,0)); for( i = 0; NOT(SelectedValue(Ref(C,-i-1)) < SelectedValue(Ref(MA(C,100),-i-1)) AND SelectedValue(Ref(C,-i)) > SelectedValue(Ref(MA(C,100),-i))); i++ ) {     Hrgbeli = SelectedValue(Ref(C,-i-1)); Maxsementara = Max(Maxsementara,SelectedValue(Ref(H,-i-1))); } Loss = Param("persen loss",6,5,20,1); persenlos = Hrgbeli - Hrgbeli*Loss/100; Plot (hr...

AFL FRACTAL

// bismillahi wassholatu wassalamu 'ala rosulillah _SECTION_BEGIN("SimpleFractal"); SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); UpFractal= ValueWhen( (Ref(H,-2) >= Ref(H, -4)) AND (Ref(H,-2) >= Ref(H, -3)) AND (Ref(H,-2) >= Ref(H, -1)) AND  (Ref(H,-2) >= H), Ref(H,-2));  DownFractal= ValueWhen(  (Ref(L,-2) <= Ref(L, -4)) AND  (Ref(L,-2) <= Ref(L, -3)) AND  (Ref(L,-2) <= Ref(L, -1)) AND  (Ref(L,-2) <= L), Ref(L,-2));  Plot(UpFractal, " UpFractal", coloraqua);  Plot(DownFractal, "DownFractal", colorRed); Buy = Cross( C, UpFractal ) ; Sell = Cross( DownFractal, C ) ; Hrgbeli = SelectedValue(Ref(C,0))...

Back Testing MA20 dan MA50

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Bismillahi wassholatu wassalamu 'ala rosulillah Yang akan dibahas dalam bab ini adalah: menguji beberapa saham pilihan kita menggunakan beberapa strategi yang kita punya mengambil strategi terbaik untuk ditradingkan Menguji Beberapa Strategi Kita sudah membahas bagaimana caranya membuat AFL strategi beli-jual menggunakan MA20, kita juga sudah membahas bagaimana menguji strategi tersebut. Dalam bahasan ini saya akan menguji strategi beli-jual menggunakan MA20 dan MA50 baik menggunakan periode daily maupun weekly. Saya tidak akan menguji semua emiten yang ada di bursa. Saya akan mensortirnya berdasarkan kriteria berikut: masuk dalam saham syariah dalam pengamatan sepintas grafiknya bagus (gak sering suspen, gak naik turun liar, gak banyak volume yang nol atau kecil) produknya terkenal berikut hasil sortirannya,ada 41 emiten.  aces BRPT HRUM KLBF ADHI BSDE INCO LSIP ADRO CPIN INDY MLPL AISA ...