Automated strategy (with EMA and RSI crossovers) not running at all

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Viewing 3 posts - 1 through 3 (of 3 total)
  • #87539

    Hi,

     

    This is my first post ever and I am a total noob on PRT/PRC so hopefully you’ll forgive me any faux pass.

     

    I have spent last couple hours trying to build an automated strategy suing assisted creation in PRT (demo account).

    I am trying to open longs when:

    • current price is above 20 period EMA,
    • 5 EMA crosses over 20 EMA
    • recent 5 period RSI is above previous 5 RSI
    • 5 RSI is above 14 RSI
    • current price is above previous price

    and

     

    I am trying to open shorts when:

    • current price is below 20 period EMA,
    • 5 EMA crosses under 20 EMA
    • recent 5 period RSI is below previous 5 RSI
    • 5 RSI is below 14 RSI
    • current price is below previous price

    I’ts pretty much reverse.

     

    Closing of longs and shorts happens when some of the above conditions cease to exist.

     

    When I am trying to run the strategy (Gsys) backtesting the results, the window loads and it seems like it’s running, equity curve window opens, but there are no results. It’s basically “N/A” everywhere.

    As if nothing has been triggered.

    it’s the same when I try to run the same strategy on live data (in demo) – in normal trading.

     

     

    #87545

    It’s due to the numerous Crosses over and under.  I’ve just had your code executing trades by replacing crosses over by > and crosses under by <.

    I would leave at least one crosses over and one crosses under.

    It is not often that 3 x crosses over or 3 x crosses under will occur in one bar?

     

    #87550

    GraHal is right, you are trying to catch simultaneous crossover/under of 3 different periods RSI on the same bar, it will almost never happen.

Viewing 3 posts - 1 through 3 (of 3 total)

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