/*******************************************************************
* Moving average crossover strategy.
********************************************************************/

/*******************************************************************
* Please read algotrader-util.afl file to understand all functions 
* provided by AutoTrader. But DO NOT modify the file, if you are 
* not familiar with AFL coding.
*
* NOTE: It is recommended to start with a blank chart.
********************************************************************
* Following variables are declared for strategy parameters in 
* algotrader-util.afl.
********************************************************************
*
* AT_SYMBOL 		: Order symbol
* AT_QUANTITY 		: Order quantity (lot size)
* AT_EXCHANGE  		: Order exchange
* AT_INSTRUMENT 	: Order instrument
* AT_PRODUCT_TYPE 	: Order product type
* AT_ORDER_TYPE 	: Order order type
* AT_EXPIRY 		: Order expiry (expiry date (Example: 28-DEC-2017), pass NA if not applicable)
* AT_OPTION_TYPE 	: Order option type
* AT_STRIKE_PRICE 	: Order strike price
* AT_SQUARE_OFF_FLAG: Intraday Auto Square-off (on|off)
* AT_SQUARE_OFF_TIME: Intraday Square-off Time
*
********************************************************************/

/*******************************************************************
* How to see strategy logs in AMIBroker?
* 1. Enable log window from amibroker menu (Window -> Log)
* 2. You will see log window at the bottom.
* 3. Go to "Trace" tab (all strategy logs are printed here).
********************************************************************/


/******************************************************************** 
* SECTION 2 - BEGIN
* This section contains your strategy afl code.
********************************************************************/

// Moving Average
SHORT_MA_PERIOD = Param("Short term moving average period", 9, 1, 200, 2);
LONG_MA_PERIOD = Param("Long term moving average period", 20, 1, 200, 2);

_SECTION_BEGIN("AutoTrader Demo 1 - Moving Average Crossover");

/* Exponential Moving averages */
EMA1 = EMA( C, SHORT_MA_PERIOD); 
EMA2 = EMA( C, LONG_MA_PERIOD);

/* Buy and Sell Condition */
Buy = Cross(EMA1,EMA2);
Sell = Cross(EMA2,EMA1);

/* Remove excess signals */
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);

/* Prices when Buy, Sell, Short, Cover condition is true  */
//buyPrice = ValueWhen(Buy,C);
//sellPrice = ValueWhen(Sell,C);

/* We use live prices here, as ValueWhen function gives negative price sometimes */
buyPrice = LastValue(C);
sellPrice = LastValue(C);

/* Plot Buy and Sell Signal Arrows */
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low, High ) );
GraphXSpace = 5;

/* Plot EMA lines and Candles */
Plot(EMA1,"EMA", colorRed);
Plot(EMA2,"EMA2", colorGreen);
Plot(C, "Close", colorRed, styleCandle);


/******************************************************************** 
* SECTION 2 - END
********************************************************************/


/******************************************************************** 
* SECTION 3 - BEGIN
* This section contains your code for placing orders.
********************************************************************/

if ( LastValue(Buy) == True )
{
	placeOrderUsingParams("BUY", AT_ORDER_TYPE, AT_QUANTITY, buyPrice, defaultTriggerPrice(), 1);
}

if ( LastValue(Sell) == True )
{
	placeOrderUsingParams("SELL", AT_ORDER_TYPE, AT_QUANTITY, sellPrice, defaultTriggerPrice(), 1);
}

/******************************************************************** 
* SECTION 3 - END
********************************************************************/

_SECTION_END();