Forums ProRealTime English forum ProOrder support Optimization moving average crossing strategy Reply To: Optimization moving average crossing strategy

#122884

@dnystrom I dont think you would want an actual crossover in both time frames as that would be a fairly rare occurrence and, as you say, result in v few trades. Better would be to use some kind of trend indicator in the daily TF, then insert the part of the code i posted above (MACross finder) in the shorter TF and let it find the best crossover to work in conjunction with your daily filter.

It’s possible of course to load it in both TFs and optimize them separately, but I wouldn’t expect it to work very well. (or maybe it would – try it and let us know!)