AFL Library

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Details:

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Description:

i always wanted to plot my trades against a chart and see how it performed. now i did it.

it takes the trade info as a set of static values and plots it. included in code is defaulted sbux
StaticVarSetText( "TradeType" , "Stocks" ); //Stocks|Forex
StaticVarSetText( "forexSymbol" , "SBUX" ); //"EUR.USD-IDEALPRO-CASH|
StaticVarSetText( "StockSymbol", "SBUX" ); // "YHOO"
StaticVarSetText( "ShortOrLong" , "Long" ); //"Short|Long"
StaticVarSetText( "EntryPrice" , "14.5,15.5" );
StaticVarSetText( "ExitPrice" , "14.3" );
StaticVarSetText( "EntryDate" , "1080717,1080723" );//datenum
StaticVarSetText( "ExitDate", "1080725" );//timenum
StaticVarSetText( "EntryTime", "142500,120000" );
StaticVarSetText( "ExitTime" , "110500" );


StaticVarSet( "NoOfEntries" , 2 );
StaticVarSet( "NoOfExits" , 1 );

Formula:

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 ) ) ) );
Title=Title+ "\n" + NumToStr(DateNum());
Title=Title+ "\n" + NumToStr(TimeNum());
Plot( C, "Close", ParamColor( "Color", colorBlack ), styleNoTitle | ParamStyle(
"Style" ) | GetPriceStyle() );
//_TRACE("ABTest: test trace1 ");

//#include "C:\Program Files\AmiBroker\sharedLibrary\DateTimeToNumber.afl"

/*
#include "C:\Program Files\AmiBroker\sharedLibrary\DateTimeToNumber.afl"
        StaticVarSetText( "TradeType" ,"Stocks");  //Stocks|Forex
        StaticVarSetText( "forexSymbol" ,"AAPL"); //"EUR.USD-IDEALPRO-CASH|
        StaticVarSetText( "StockSymbol","AAPL"); //  "YHOO"
        StaticVarSetText( "ShortOrLong" ,"Short");  //"Short|Long"
        StaticVarSet( "EntryPrice" ,163.52000);
        StaticVarSet( "ExitPrice" ,148.18000);
        StaticVarSet( "EntryDate" ,Date_To_Num("20080721")); 
        StaticVarSet( "ExitDate" ,Date_To_Num("20080721"));   
        StaticVarSet( "EntryTime",Time_To_Num("11:01:47") );  
        StaticVarSet( "ExitTime" ,Time_To_Num("17:52:17"));
*/
StaticVarSetText( "TradeType" , "Stocks" );  //Stocks|Forex
StaticVarSetText( "forexSymbol" , "SBUX" ); //"EUR.USD-IDEALPRO-CASH|
StaticVarSetText( "StockSymbol", "SBUX" ); //  "YHOO"
StaticVarSetText( "ShortOrLong" , "Long" );  //"Short|Long"
StaticVarSetText( "EntryPrice" , "14.5,15.5" );
StaticVarSetText( "ExitPrice" , "14.3" );
StaticVarSetText( "EntryDate" , "1080717,1080723" );
StaticVarSetText( "ExitDate", "1080725" );
StaticVarSetText( "EntryTime", "142500,120000" );
StaticVarSetText( "ExitTime" , "110500" );


StaticVarSet( "NoOfEntries" , 2 );
StaticVarSet( "NoOfExits" , 1 );







function returnBarIndex( array )
{
    indx = -1;

    for ( i = 1; i < BarCount;i++ )
    {

        if ( array[i] == True )
        {
            indx = i;
        }
    }

    return indx;
}



function returnShiftedArray( array, shift )
{


    newArray = array;

    for ( i = 1; i < BarCount;i++ )
    {

        if ( ( array[i] == True ) && ( ( shift + i ) >= 0 ) && ( ( shift + i )
< BarCount ) )
        {

            newArray[shift+i] = True;
            newArray[i] = False;


        }
    }


    return newArray;
}

// get the static variables

TradeType = StaticVarGetText( "TradeType" );
forexSymbol = StaticVarGetText( "forexSymbol" );
StockSymbol = StaticVarGetText( "StockSymbol" );
ShortOrLong = StaticVarGetText( "ShortOrLong" );

ExitPrice = StaticVarGet( "ExitPrice" );// obsolete



ExitDate = StaticVarGet( "ExitDate" );// obsolete



ExitTime = StaticVarGet( "NoOfEntries" );// obsolete

for ( i = 0 ;i < StaticVarGet( "NoOfEntries" ) ;i++ )
{
    VarSet( "EntryDate" + ( i ), StrToNum( StrExtract( StaticVarGetText(
"EntryDate" ), ( i ) ) )  );
    VarSet( "EntryPrice" + ( i ), StrToNum( StrExtract( StaticVarGetText(
"EntryPrice" ), ( i ) ) )  );
	 VarSet( "EntryTime" + ( i ), StrToNum( StrExtract( StaticVarGetText(
"EntryTime" ), ( i ) ) )  );

	_TRACE( "ABTest: test 182 " +"EntryDate" + ( i ) +NumToStr( VarGet("EntryDate"
+ ( i ))));
  _TRACE( "ABTest: test 182 " + "EntryDate" + ( i ) +  "string" + StrExtract(
StaticVarGetText( "EntryDate" ), ( i ) ) );
}

// TESTING IF THE VARIABLES EXIST
for ( i = 0 ;i < StaticVarGet( "NoOfEntries" ) ;i++ ){
_TRACE( "ABTest: test 182 TESTING" +"EntryDate" + ( i ) +NumToStr(
VarGet("EntryDate" + ( i ))));
_TRACE( "ABTest: test 182 TESTING timeframe" +inWeekly);
}

for ( j = 0 ;j < StaticVarGet( "NoOfExits" ) ;j++ )
{
    VarSet( "ExitDate" + ( j ), StrToNum( StrExtract( StaticVarGetText(
"ExitDate" ), ( j ) ) )  );
	 VarSet( "ExitTime" + ( j ), StrToNum( StrExtract( StaticVarGetText(
"ExitTime" ), ( j ) ) )  );

    VarSet( "ExitPrice" + ( j ), StrToNum( StrExtract( StaticVarGetText(
"ExitPrice" ), ( j ) ) )  );
   // _TRACE( "ABTest: test 182 " + "ExitDate" + ( j ) +  "string" +
StrExtract( StaticVarGetText( "ExitDate" ), ( j ) ) );

}

//Buy = Sell = Short = Cover = entryPrices = exitPrices = False;

if ( TradeType == "Stocks" )
{
    stockname = stockSymbol;

    SetOption( "FuturesMode", False );
}
else
{
    stockname = forexSymbol;
    SetOption( "FuturesMode", True );

}

if ( Name() == STOCKNAME )
{
    // if the symbol matches what i am looking for
    dn = DateNum();
	tn=TimeNum();
	entryPrices=exitPrices=Buy=Sell=Short=Cover=False;
	range=H-L;
    switch ( Interval() )
    {
            // START OF SWITCH.

		 
        case inDaily:
		

            for ( b = 0;b < BarCount;b++ )
            {
                // START OF DAILY

                for ( i = 0 ;i < StaticVarGet( "NoOfEntries" );i++ )
                {
                    // _TRACE( "ABTest: test 182 " + "matchig dn " + NumToStr(
dn[b] ) );
                    //  _TRACE( "ABTest: test 182 " + i );

      if ( ( VarGet( "EntryDate"  + i )  >	dn[b]-1 )  AND (VarGet( "EntryDate"
+ i )< dn[b]+1	 )  )
                    {

                        entryPrices[b] = VarGet( "EntryPrice" + i );
							Buy[b]=Short[b]=True;
                        //_TRACE( "ABTest: test 182 matching price " +
NumToStr( VarGet( "EntryPrice" + i ) ) ) ;


                        PlotText( "entry" + i + " " +":" + entryPrices[b]   ,
b, High[b]+range[b], colorBlue );
                        // PlotText( "entry" + VarGet( "EntryPrice" + i )  , b,
EntryPrice0, colorBlue );

                      //  _TRACE( "ABTest: test 182 MATCHED " + NumToStr(
VarGet( "EntryDate" + i ) ) + NumToStr( dn[b] ) );

                    }


                    for ( j = 0 ;j < StaticVarGet( "NoOfExits" );j++ )
                    {
					      if ( ( VarGet( "ExitDate"  + j )  > 	dn[b]-1 )  AND (VarGet(
"ExitDate" + j )< dn[b]+1	 )  )
                       
                        {

                            exitPrices[b] = VarGet( "ExitPrice" + j );
								Sell[b]=Cover[b]=True;

                            PlotText( "Exit"  +  j  +":" + VarGet( "ExitPrice"
+ j )  ,b, Low[b]-range[b], colorRed );
								 // _TRACE( "ABTest: test 182 MATCHED " + NumToStr( VarGet( "ExitPrice"
+ j ) ) + NumToStr( dn[b] )  + NumToStr( VarGet( "ExitDate"  + j )));



                        }




                    }

                }





            } // START OF DAILY

            break;

		case inWeekly:

            for ( b = 1;b < BarCount-1;b++ )
            {
                // START OF weekly

                for ( i = 0 ;i < StaticVarGet( "NoOfEntries" );i++ )
                {
                    // _TRACE( "ABTest: test 182 " + "matchig dn " + NumToStr(
dn[b] ) );
                    //  _TRACE( "ABTest: test 182 " + i );
		/*	PreviousBar=b;
			if(b>0)
			PreviousBar=b-1;
			NextBar=b;
			if(b<BarCount)
			NextBar=b+1;*/

      if ( ( VarGet( "EntryDate"  + i )  >=	dn[b] )  AND (VarGet( "EntryDate" +
i )< dn[b+1]	)   )
                    {

                        entryPrices[b] = VarGet( "EntryPrice" + i );
							Buy[b]=Short[b]=True;
                        _TRACE( "ABTest: test 182 matching price entry " +
NumToStr( VarGet( "EntryPrice" + i ) ) ) ;


                        PlotText( "entry" + i + " " +":" + entryPrices[b]   ,
b, High[b]+range[b], colorBlue );
                        // PlotText( "entry" + VarGet( "EntryPrice" + i )  , b,
EntryPrice0, colorBlue );

                      //  //( "ABTest: test 182 MATCHED " + NumToStr( VarGet(
"EntryDate" + i ) ) + NumToStr( dn[b] ) );
						
                    }


                    for ( j = 0 ;j < StaticVarGet( "NoOfExits" );j++ )
                    {
// if ( ( VarGet( "EntryDate"  + i )  >=	dn[b-1] )  AND (VarGet( "EntryDate" +
i )< dn[b]	)   )
					      if ( ( VarGet( "ExitDate"  + j )   >= 	dn[b] )  AND (VarGet(
"ExitDate" + j )< dn[b+1]	 )  )
                       
                        {

                            exitPrices[b] = VarGet( "ExitPrice" + j );
								Sell[b]=Cover[b]=True;

                            PlotText( "Exit"  +  j  +":" + VarGet( "ExitPrice"
+ j )  ,b, Low[b]-range[b], colorRed );
								//  _TRACE( "ABTest: test 182 MATCHED " + NumToStr( VarGet( "ExitPrice"
+ j ) ) + NumToStr( dn[b] )  + NumToStr( VarGet( "ExitDate"  + j )));



                        }




                    }

                }





            } // START OF weekly

            break;


            //_TRACE("ABTest: test 182 " +"getting to break");


case in1Minute:
case in5Minute:
case in15Minute:
case inHourly:
				
            for ( b = 1;b < BarCount-1;b++ )
            {
                // START OF intraday

                for ( i = 0 ;i < StaticVarGet( "NoOfEntries" );i++ )
                {
                    // _TRACE( "ABTest: test 182 " + "matchig dn " + NumToStr(
dn[b] ) );
                    //  _TRACE( "ABTest: test 182 " + i );
		

      if (  (VarGet( "EntryDate"  + i ) ==	dn[b] )     AND ( VarGet(
"EntryTime"  + i )  >=	tn[b] )  AND (VarGet( "EntryTime" + i )< tn[b+1]	)  )
                    {

                        entryPrices[b] = VarGet( "EntryPrice" + i );
							Buy[b]=Short[b]=True;
                        _TRACE( "ABTest: test 182 matching price entry " +
NumToStr( VarGet( "EntryPrice" + i ) ) ) ;


                        PlotText( "entry" + i + " " +":" + entryPrices[b]   ,
b, High[b]+range[b], colorBlue );
                        // PlotText( "entry" + VarGet( "EntryPrice" + i )  , b,
EntryPrice0, colorBlue );

                      //  //( "ABTest: test 182 MATCHED " + NumToStr( VarGet(
"EntryDate" + i ) ) + NumToStr( dn[b] ) );
						
                    }


                    for ( j = 0 ;j < StaticVarGet( "NoOfExits" );j++ )
                    {
// if ( ( VarGet( "EntryDate"  + i )  >=	dn[b-1] )  AND (VarGet( "EntryDate" +
i )< dn[b]	)   )
					     
 							if (  (VarGet( "ExitDate"  + j ) ==	dn[b] )     AND ( VarGet(
"ExitTime"  + j )  >=	tn[b] )  AND (VarGet( "ExitTime" + j )< tn[b+1]	)  )

                       
                        {

                            exitPrices[b] = VarGet( "ExitPrice" + j );
								Sell[b]=Cover[b]=True;

                            PlotText( "Exit"  +  j  +":" + VarGet( "ExitPrice"
+ j )  ,b, Low[b]-range[b], colorRed );
								//  _TRACE( "ABTest: test 182 MATCHED " + NumToStr( VarGet( "ExitPrice"
+ j ) ) + NumToStr( dn[b] )  + NumToStr( VarGet( "ExitDate"  + j )));



                        }




                    }

                }





            } // end of intraday

            break;


            //_TRACE("ABTest: test 182 " +"getting to break");


		

    }// end of switch.
PlotShapes( IIf(Buy OR Short, shapeSmallCircle, shapeNone),colorBrightGreen, 0,
EntryPrices, 0 );
PlotShapes( IIf( Sell OR Cover, shapeSmallCircle, shapeNone),colorRed, 0
,ExitPrices, 0 );
} // // if the symbol matches what i am looking for

Comments: