position sizing and risk price graph - 2.afl

一个更精度的平滑涵数, 可用于股票交易系统.用于Amibroker 平台

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//
//  Formula Name:    Position Sizing and Risk Price Graph - 2
//  Author/Uploader: Tommy Beard 
//  E-mail:          [e-mail]
//  Date/Time Added: 2005-04-21 04:03:17
//  Origin:          
//  Keywords:        Indicator, Trading System, Risk
//  Level:           basic
//  Flags:           system,indicator
//  Formula URL:     http://www.amibroker.com/library/formula.php?id=459
//  Details URL:     http://www.amibroker.com/library/detail.php?id=459
//
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//
//  This is the same as the first version except you may adjust the portfolio
//  values and risk values with the parameter feature. The Position Sizing
//  Price Graph Bar allows one to automatically view how many shares should be
//  purchased based upon a 1% or 2% Risk Management Rule while using Average
//  True Range as a basis for stop losses. This is covered in Van Tharp's book,
//  "Trade Your Way to Financial Freedom." The magic numbers for stop losses
//  may not be Average True Range times Three. Much of that depends on your
//  holding period. The summary of the figures show up in the title of the
//  price graph. Also, you can see in the title if the parameter is set for 1%
//  or 2% Risk as well as see what the Stop Loss at Ten Percent would be.
//
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MyPort = 5000;//Enter Default Portfolio Value
HR=0.02;//HR is High Risk set at Two Percent of Portfolio
LR=0.01;//LR is Low Risk set at One Percent of Portfolio
PRisk=HR;//Enter High Risk (HR) or Low Risk (LR) as Default

//The above values are easily changed using the Parameter Feature which is accessed by right clicking the Price Graph and choosing Parameters or you may use (Ctrl+R). 


Port = Param("Portfolio", MyPort, 500, 35000, 50 );
Risk = Param("Risk", HR, 0.01, 0.02, 0.01 );

SL10=C-(C*0.10);

MyATR=ATR(14);//Enter ATR Average or use the 14 Day Moving Average of ATR 

MidRange=(H+L)/2;//Figure Used In Title. Middle Range of Price. 

col = IIf( Close > Ref( Close, -1 ), colorGreen, colorRed );

Plot( Close, "Price", col, styleBar );
Plot( SL10, "10%", colorLightGrey, 256 );
//SL10 is Price minus Ten Percent to use as a stop loss reference.  It is not actually plotted but its value can be seen as you mouse over the price bars.  To plot this value, replace (256) with (StyleLine)

Title = Name() + " " + Date() + " Price: " + C + " Open: " + O + " High: " + H + " Low: " + L + " M:" + MidRange + "" + WriteVal(ROC( Close, 1) ) + "%" + "\n" + EncodeColor(colorBlue) + "ATR " + WriteVal (MyATR,format=1.2) + "  3*ATR " + WriteVal (MyATR*3,format=1.2 )+ "\n" + EncodeColor(colorBlue) +"SL " + WriteVal ( Close - (MyATR*3),(format=1.2)) + "   Risk " + WriteVal ( (MyATR*3/Close)*100,format=1.2 ) + "%" + "\n" + "Shares  " + WriteVal ((Port*Risk)/(MyATR*3),(format=1.2))+ "\n"+ "$"+WriteVal(C*((Port*Risk)/(MyATR*3)),(format=1.0))+ " of" +" $"+ WriteVal (Port,format=1.0) + "\n" + WriteVal(Risk, format=1.2) + "   " + EncodeColor(colorIndigo)+ WriteVal(SL10, format=1.2);