function MAMA1_Strat(var fastLimit,var slowLimit)
{
BarPeriod = 480;
vars Price = series(price());
Stop = 2*ATR(100);
MAMA(Price,fastLimit,slowLimit);
vars MAMAs = series(rMAMA);
vars FAMAs = series(rFAMA);
if( crossUnder(FAMAs,MAMAs) ){
reverseShort(1);
} else if( crossOver(FAMAs,MAMAs) ) {
reverseLong(1);
}
plot("price",Price[0],MAIN|LINE,BLACK);
plot("Mama",MAMAs,LINE,RED);
plot("Fama",FAMAs,LINE,BLUE);
}
function run()
{
StartDate = 2009;//2003
EndDate = 2014;//2008
NumSampleCycles = 5;
MAMA1_Strat(0.05,0.5);
//MAMA2_Strat(0.05,0.5);
//Shannon1_Strat();
//Shannon2_Strat();
static var maeLosingTrades = 0;
static var maeWinningTrades = 0;
for(all_trades){
if (TradeIsClosed)
if (TradeProfit < 0 and TradeMAE > maeLosingTrades)
maeLosingTrades = TradeMAE / PIP;
else if (TradeProfit >= 0 and TradeMAE > maeWinningTrades)
maeWinningTrades = TradeMAE / PIP;
}
set(LOGFILE); // log all trades
if (is(EXITRUN) and SampleCycle = 5){
msg("maeLosingTrades: %f",maeLosingTrades);
msg("maeWinningTrades: %f",maeWinningTrades);
}
}