Tuesday, January 13, 2009

Belajar AFL Money Management

Berikut adalah AFL untuk MM yang tadi dikirim ke milis Amibroker Indonesia dan Junior Trader. Copy Paste ke AB, save dan jalankan melalui Exploration.



Sinyal bisa diganti sesuai yang dipercayai selalu Cuan. Dalam contoh yang terus dikembangkan ini menggunakan Stochastic KD dan Volume=100.000 untuk Sinyal Buy Sell dan Pivot untuk MM.





_SECTION_BEGIN("My MM ");



//Sinyal



k = StochK(15,3);

d= StochD(15,3,3);



//Rumus PIVOT



P = (H+L+C) / 3;



R1= (P * 2) - L;

S1= (P * 2) - H;

R2 = P + (R1 - S1);

S2 = P - (R1 - S1);

R3 = H + 2*(P - L);

S3 = L - 2*(H - P);



//Money Management

//ganti sesuai kebiasaan Anda

modal = 20000000; //berapa modal Anda

plan = modal *6/100;

riskpertrade = (2/100);

feebuysell= 25000;

Maxriskpertrade = (modal*riskpertrade) +feebuysell;

plannedbuypointmin = s1;

plannedbuypoint = r1;

plannedStopLoss = plannedbuypoint -(plannedbuypoint * (5/100));

targetprice = r2;

slippage = 2.5/100;

sisarisk = plannedbuypoint - plannedstoploss + (plannedbuypoint * slippage);

Maxpostsize = (Maxriskpertrade / sisarisk) / 500;

esttotalbuy = (plannedbuypoint * Maxpostsize) *500;

Maxbuy = (Maxpostsize * plannedbuypoint) * 500;

stoploss = (Maxpostsize * plannedstoploss) * 500;

selisih = (stoploss-Maxbuy) ;

resiko = Maxbuy/modal;

persenresiko = resiko / Maxbuy;

trailstop = IIf(C>Ref(C,-1),50/100*(C-Ref(C,-1)),0);





Buy1 = Cross(k,d);

b1= (V>=100000);

Buy = buy1 AND b1;

Sell = Cross(d,k) AND b1;

Cover = Buy;

Short = Sell;

Filter = Buy OR Sell;



AddTextColumn( FullName(), "Emiten",77 , colorDefault,IIf(Buy,colorBrightGreen,colorRed));

AddColumn(Ref(C,-1), "PrevClose",1.0, IIf( Ref(C,-1), colorGold, colorBlack ));

AddColumn(O, "Open",1.0, IIf( O==L , colorGreen, IIf(O==Ref(C,-1),colorGold, IIf(O
AddColumn(L, "Low",1.0, IIf( (L==Ref(C,-1)), colorGold, IIf(O==L, colorGreen, IIf(L
AddColumn(H, "High",1.0, IIf( (O==H), colorRed, IIf(H==Ref(C,-1),colorGold,IIf(H
AddColumn(C, "Last",1.0, IIf(C>Ref(C,-1), colorGreen, colorRed ));

AddColumn(C-Ref(C,-1),"Naik/Trn",1.0, IIf(C>Ref(C,-1),colorGreen,IIf(C==Ref(C,-1),colorGold,IIf(C
AddColumn(Buy OR Sell,"B/S",1, colorDefault,IIf( Buy, colorLime, colorRed ));



AddColumn(plannedbuypointmin,"BuyPointMin",1);

AddColumn(plannedbuypoint,"BuyPointMax",1);

AddColumn(plannedStopLoss,"StopLoss",1);

AddColumn(Maxpostsize,"PoSize",1);

AddColumn(esttotalbuy, "EtsTtlBuy",1);

AddColumn(resiko, "Risk",1.2);

AddColumn(C-trailstop,"TrailStop",1);

AddColumn(targetprice,"TargetPrice",1);



AddColumn(Cross(k,d), "StoKDBuy", 1,colorDefault,IIf( Cross(k,d), colorBlue, colorWhite) );

AddColumn(Cross(d,k), "StoKDSell", 1,colorDefault,IIf( Cross(d,k), colorRed, colorWhite ) );



AddColumn( r3,"R 3",1.0);

AddColumn( r2,"R 2",1.0);

AddColumn( r1,"R 1",1.0);

AddColumn( P,"Pivot",1.0);

AddColumn( S1,"S 1",1.0);

AddColumn( S2,"S 2",1.0);

AddColumn( S3,"S 3",1.0);



_SECTION_END();






Semoga bermanfaat.



ES



Investasikan Dunia Mu Untuk Akherat Mu



DISCLAIMER ON