Users' Knowledge Base

//Buy on Friday the ticker symbol with the best performance of the last 15 trading days.
//Sell 5 weeks later
//It calculates the PositionScore on the Close at a thursday then it enters a trade at the Open on a friday AND closes this trade on the Open on a thrursday at least 22 bars after entry,
//You will need the latest Version of Amibroker for this because of the break function.
//Ed Pottasch and Samantha 
 
SetBarsRequired(10000,10000); 
SetOption("MaxOpenPositions", 1 ); 
PositionSize = -100; 
SetTradeDelays(0,0,0,0); 
PositionScore = IIf( Ref(ROC(C,15),-1) > 0, Ref(ROC(C,15),-1), 0); 
 
procedure sell_proc(Buy,Sellday){ 
 
global Sell; 
global SellPrice; 
SellPrice = 0; 
Sell = 0; 
 
// sell delay in bars 
selldelay = 22; 
 
for (i = 1; i < BarCount; i++) 
{ 
   if (Buy[ i ]) 
   { 
      for (j = i + selldelay; j < BarCount; j++)  
      { 
         if (Sellday[ j ]) 
         { 
            Sell[ j ] = 1; 
            i = j; 
            break; 
         } 
      } 
   } 
} 
} 
 
Buy = DayOfWeek() == 5; 
BuyPrice = O; 
 
sell_proc(Buy,DayOfWeek() == 4); 
SellPrice = O; 
 
SetChartOptions(0, chartShowDates); 
GraphXSpace = 5; 
Plot(C,"C",1,64); 
 
PlotShapes(IIf(Buy,shapeUpArrow,0),colorWhite, layer = 0, yposition = BuyPrice, offset = 0 );