Indicator Cross over

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  • 08/13/2016 at 12:32 AM #11640 quote
    minimunky
    Participant
    New

    Hi All,

    Messing around with a system based on ema cross overs slightly tweeked to only enter trade if diff between the ema’s  are within a given range.

    Issue I’m having is that when I am out of the market some trades are being triggered by ema’s being within the given range rather than being triggered by crossover and then being within my range.

    Question is how do in tell the system to only consider trades if there had been a crossover within say the last 5 bars?

    Any help would be greatly appreciated!

    08/14/2016 at 2:18 PM #11678 quote
    Nicolas
    Keymaster
    Master

    Hi,

    This is a recurring question. The summation of a true boolean over the last x periods would do the trick.

    Let’s say A and B are your 2 lines that crossover:

    test = SUMMATION[5](a crosses over b)

    So now, if your test return something else than 0, it’s because a crossover were met in the last 5 periods between your A and B curves. Not tested, but that would be ok.

    minimunky thanked this post
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Indicator Cross over


ProOrder: Automated Strategies & Backtesting

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minimunky @minimunky Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
9 years, 5 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/13/2016
Status: Active
Attachments: No files
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