Hello All,
I have a few questions which I would appreciate if someone could answer or point me to the right area.
Question 1. I seem to be getting a timing error with a moving average crossover command that I am using to exit long and short positions. Example (see attachment 1), ProBacktest has entered long at 1,322.1 using an 80 second bar. The exit command is below which has been compiled using simplified creation. However, the system seems to exit the position immediately after it has entered due to the fact that the 5EMA crossed under the 10EMA the period prior to taking the position. I don’t understand how this exit command would be valid when I had no positions at the time? or am I missing something?
//conditions to exit long positions
indicator2 = ExponentialAverage[5](close)
indicator3 = ExponentialAverage[10](close)
c2 = (indicator2 CROSSES UNDER indicator3)
IF c2 THEN
SELL AT MARKET
ENDIF
Question 2. In ProBacktest and ProOrder Auto Trading is there a way to enter and exit positions based on criteria other than “Next bar open” (see attachment 2)? Ideally I would like the option to enter “at market”.
Question 3. What benefits does ProRealTime Premium have in the automatic trading area other than the ability to analyse more history?
Thanks in advance for your help guys. It’s much appreciated. Lucas.