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ProOrder: Automated Strategies & Backtesting
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12/07/2017 at 12:55 PM #54978 quote

Leo

Participant

Veteran

WOW ! Now I noticed that your will never work beacuse a moving avearage never intersect a previous highest high!

jebus89 wrote:
how would you rewrite my code in post 1, to make it actually trade if the close[0] > highest high in past 20 candles?

Here’s your code

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated 
DEFPARAM preloadbars=100
 
// Conditions to enter long positions
buy1 = highest[20](high)
sell1 = lowest[20](low)
 
buysignal = buy1[1] < close
sellsignal = sell1[1] > close
if buysignal then
buy 1 contract at market
elsif sellsignal then
sellshort 1 contract at market
endif
 
 
if longonmarket and Close < Close[2]  then
sell at market
endif

IF shortonmarket and Close> Close[2] then
exitshort at market
endif

12/08/2017 at 10:50 AM #55043 quote

jebus89

Participant

Master

@Leo, thanks, makes much more sense now. Im not pushing anything out in live hehe just trying to understand 🙂

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Posts

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ProOrder: Automated Strategies & Backtesting

New Reply

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jebus89 @jebus89 Participant

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This topic contains 16 replies,
has 5 voices, and was last updated by jebus89
8 years, 9 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	12/05/2017
Status:	Active
Attachments:	No files

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ProOrder: Automated Strategies & Backtesting