: Forum frequency of execution of system

04/27/2020 at 7:33 PM #128492

ibalis

Thank you both!

It seems that the calculation timeframe can be different to the execution timeframe which is very interesting. Can you please explain to me how I could implemented this?

I am using a very simple MACD strategy as per below.

On a theoretical note though, shouldn’t the 24hr MACD strategy with parameters [a,b,c] produce exactly the same decisions with the 12 hr MACD strategy with parameters [2a, 2b, 2c] every 24 hours?

Many thanks!

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions
a = 10
b = 34
c = 18
Amount = 4

indicator1 = MACD[a,b,c](close)
c1 = (indicator1 >= 0)

IF c1 THEN
BUY Amount PERPOINT AT MARKET
ENDIF

// Conditions to exit long positions
indicator2 = MACD[a,b,c](close)
c2 = (indicator2 <= 0)

IF c2 THEN
SELL AT MARKET
ENDIF

// Conditions to enter short positions
indicator3 = MACD[a,b,c](close)
c3 = (indicator3 <= 0)

IF c3 THEN
SELLSHORT Amount PERPOINT AT MARKET
ENDIF

// Conditions to exit short positions
indicator4 = MACD[a,b,c](close)
c4 = (indicator4 >= 0)

IF c4 THEN
EXITSHORT AT MARKET
ENDIF

// Definition of code parameters

DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions

a = 10

b = 34

c = 18

Amount = 4

indicator1 = MACD[a,b,c](close)

c1 = (indicator1 >= 0)

IF c1 THEN

BUY Amount PERPOINT AT MARKET

ENDIF

// Conditions to exit long positions

indicator2 = MACD[a,b,c](close)

c2 = (indicator2 <= 0)

IF c2 THEN

SELL AT MARKET

ENDIF

// Conditions to enter short positions

indicator3 = MACD[a,b,c](close)

c3 = (indicator3 <= 0)

IF c3 THEN

SELLSHORT Amount PERPOINT AT MARKET

ENDIF

// Conditions to exit short positions

indicator4 = MACD[a,b,c](close)

c4 = (indicator4 >= 0)

IF c4 THEN

EXITSHORT AT MARKET

ENDIF

ibalis

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