AFL debug needed

Slutfört Publicerat 11 månader sedan Betalades vid leverans
Slutfört Betalades vid leverans

Hi,

I need someone to help me debug my intraday VWAP strategy code.

I have 2 variations that I need to be fixed.

Here are rules as follows.

1) on 15min bars 4-5 out of bar closes are above VWAP between 9:30-10:30 EST

2) after 10:30 enter long once last bar has crossed below VWAP

3) exit at close 16:00.

2nd variation

1) on 15min bars 4-5 out of bar closes are above VWAP between 9:30-10:30 EST

2) wait till bar establishes session high (highest since 9:30, when next bar H is lower that HH)

3) enter once last bar crosses below VWAP.

4) Exit either when last bar makes a new high or at close 16:00.

I have both AFL scripts, so you only need to debug existing scripts

Amibroker Formula Language Trading

Projekt-id: #36735527

About the project

2 offerter Distansprojekt Aktivt 11 månader sedan

Tilldelades:

ganesanselvaraj6

Over 6++ years experience in developing and deploying trading strategies on the Amibroker platform and running live algorithmic trading strategies for different markets. Advanced knowledge of Amibroker AFL including Cu Mer

$45 USD inom 7 dagar
(1 omdöme)
0.8

2 frilansare har lagt bud på i genomsnitt $50 för det här jobbet

matrixsoft122

I understand that you are looking for someone to help you debug your AFL intraday VWAP strategy code. You have two variations that need to be fixed - on 15min bars 4-5 out of bar closes are above VWAP between 9:30-10:3 Mer

$55 USD inom 2 dagar
(0 omdömen)
0.0