Backtesting shows orders that should not have triggered, why?

• 04/04/2021 at 2:31 AM #166141
  JakobFreimann

  Hi everyone,

  I am just starting out learning how to code with very simple scripts. The code below should trigger a Long Order when the MA20 crosses above the MA50 and sell when the MA20 goes below the MA50. However when backtesting there are a lot of orders that where triggered that shouldn’t have been. Am I doing something obviously wrong?

  Moving average crossover

  // Conditions to enter long positions// Conditions to enter long positions IF NOT LongOnMarket AND Average[20](close) CROSSES OVER Average[50](close) THEN BUY 20 CONTRACTS AT MARKET ENDIF // Conditions to exit long positions If LongOnMarket AND Average[20](close) CROSSES UNDER Average[50](close)THEN SELL AT MARKET ENDIF

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  // Conditions to enter long positions// Conditions to enter long positions IF NOT LongOnMarket AND Average[20](close) CROSSES OVER Average[50](close) THEN BUY 20 CONTRACTS AT MARKET ENDIF   // Conditions to exit long positions If LongOnMarket AND Average[20](close) CROSSES UNDER Average[50](close)THEN SELL AT MARKET ENDIF

   

  See attached image for trade that should not have been triggered.

  Any pointers really appreciated. Also I did not find a search on the forum, I am sure this was asked before. If there is a search please let me know.

   

  

  JakobFreimann

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  04/04/2021 at 9:43 AM #166153
  GraHal

  Your code shows SMA and your image shows EMA.

  

  GraHal

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  04/04/2021 at 9:27 PM #166179
  JakobFreimann

  oh.. thanks. Fixed it and now seems to be working fine.

  1 user thanked author for this post.

  GraHal

  

  JakobFreimann

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