Hi Everyone

I am quite new to ProRealTime. I have made a number of short programs, but am puzzled by my latest program which gives entries and exits seemingly at random. I have created the program with ‘simplified creation’ and then modified it slightly (same result without any modification as well).

It is very simple. When two moving averages (21 and 50 period) are both moving up I want to create a buy order. When the 21 starts to move down I want to close the position. I am running the code on the US 500 Cash 5 min market. The code even enters a buy when both moving avergaes are moving down. I am very confused.

Last point, if one creates a Hull moving average with the simplified creation, the code defaults to simple moving average. There does not seem to be a programming option for the Hull at all. I have seen other people say similar on the forums but no definitive answer to date.

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

// Conditions to enter long positions
indicator1 = Average[21](close)
c1 = (indicator1 >= indicator1[1])//21 period average is sloping positive
indicator2 = Average[50](close)
c2 = (indicator2 >= indicator2[1])//50 period average is sloping positive

IF c1 AND c2 THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Conditions to exit long positions
indicator3 = Average[21](close)
c3 = (indicator3 < indicator3[1])//close when 21 period average is sloping negative

IF c3 THEN
SELL AT MARKET
ENDIF