Entry too late after line cross

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  • #109413 quote
    Mike Boorman
    Participant
    Average

    This seems like the most simple coding possible, and yet I am vexed by it!!

    Below is the code:

     

    DEFPARAM CumulateOrders = False //
    
    Averagecrosslong= ExponentialAverage[8](close) crosses over ExponentialAverage[13](close)
    
    
    If Averagecrosslong THEN
    BUY 1 PERPOINT AT MARKET
    ENDIF
    
    SET STOP pTRAILING VLSTOP

    And now see the attached screengrab of where it actually enters. The entry is two-and-a-half bars after the line cross. Why does it not enter on the 20th or the 21st?

    Thank you in advance 🙂

    Screen-Shot-2019-10-06-at-16.26.57.png Screen-Shot-2019-10-06-at-16.26.57.png
    #109414 quote
    Vonasi
    Moderator
    Master

    see the attached screengrab

     

    Your image is missing.

    #109416 quote
    Mike Boorman
    Participant
    Average

    The image is there now. When I submitted it the first time it said “the site is experiencing technical difficulties” and then when I refreshed it posted it without the added image. Anyway, it’s now edited and up there…

    #109417 quote
    Vonasi
    Moderator
    Master

    The first obvious question is are the lines on your chart definitely the same as the averages used in the code? We just need to eliminate the obvious first!

    #109418 quote
    GraHal
    Participant
    Master

    This is very similar to the Issue on the link below … what is going on??

    No wonder we are making no money!? 🙂

    I think it is best to keep it as simple as possible so PRT Support understand at a first read what are the symptoms?

    #109419 quote
    Vonasi
    Moderator
    Master

    I can confirm that I see the same incorrect entry.

    Screenshot_6.png Screenshot_6.png
    #109421 quote
    Vonasi
    Moderator
    Master

    This is very similar to the Issue on the link below

    What link? You did not include one.

    #109422 quote
    Vonasi
    Moderator
    Master

    I always hated averages because of the lag but this new bug is taking the lag to a whole new level!

    #109423 quote
    Mike Boorman
    Participant
    Average

    Am I right in saying that this on Wall Street is more “right”? (i.e. it’s executing one-and-a-half bars after the cross)

     

    Could this maybe be chart-specific?

    Screen-Shot-2019-10-06-at-17.18.15.png Screen-Shot-2019-10-06-at-17.18.15.png
    #109425 quote
    Vonasi
    Moderator
    Master

    It is difficult to see in that image exactly when the cross occurs. If you hover over each bar and check the values for the averages then you can confirm when the fast one flips to a higher value than the  the slow one. This is your crossing bar as at the open it would have been fast under slow and at the close slow under fast. The buy should be at the open of the following bar.

    #109428 quote
    Mike Boorman
    Participant
    Average

    I’ve done the hover and can confirm that Wall Street is performing as it should be but Bitcoin is not. Interesting!

     

    Is there anything you an suggest I do here?

    #109429 quote
    Vonasi
    Moderator
    Master

    Is there anything you an suggest I do here?

    Send a report via the platform and give a link to this thread in the description.

    #109430 quote
    GraHal
    Participant
    Master

    What link? You did not include one.

    A quote is like a link … you can get to the Topic I was referring to by clicking on the top of the page after clicking on the name in blue … I know you know this but others may not!?

    A link is probably better and more direct! 🙂

    #109431 quote
    GraHal
    Participant
    Master

    Vonasi wrote: What link? You did not include one.

    Oh yeah I see what you mean now … I screwed it up!

    Here … I meant this Topic is surely similar PRT Issue to the Topic below??

    https://www.prorealcode.com/topic/backtest-wrong-results-in-hourly/

    Too many beers I think for me!!??  Actually none!! hahahaha

    #109438 quote
    Mike Boorman
    Participant
    Average

    How would I “send a report via the platform”?

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Entry too late after line cross


Platform Support: Charts, Data & Broker Setup

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This topic contains 18 replies,
has 3 voices, and was last updated by Mike Boorman
6 years, 4 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 10/06/2019
Status: Active
Attachments: 5 files
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