Beginner needs some help with EMA cross strategy

• 02/16/2017 at 10:17 PM #25348
  NDT

  Hi all,

  I’ve been trading a system manually for the two years and I’m delighted to say it’s made a profit. What I’ve been trying to do since discovering PRT is to code my manual system, but everything I’m trying isn’t replicating the manual process.

  I’ve attached an image in the hope it’ll make my system a bit clearer, but I’ll explain below.

  The manual system uses three EMA’s – 8, 200, 400 EMA.

  • When the 8ema crosses over the 400ema we go long and when the 8 ema crosses back over the 200ema the long is exited.
  • Once the 8 ema and price enters a “channel” between the 200-400ema no trade is taken – treat it like a no mans land.
  • If price then pops back across the 200ema we go long again, hoping the trend will continue.

  The opposite happens for a short position.

  • If the 8ema moves out of the no trade zone and cross over the 400ema I go short
  • If the 8ema then re enters the no trade zone and crosses back over either the 400ema or the 200ema the trade is exited.

  Obviously the 200 and 400 switch around as the trend develops with the 200 eventually being the second closest ema as the trend in either direction establishes itself.

  You can probably see why I’m struggling to code this now….

  Any help coding this would be awesome as I’m pulling my hair out here 🙁

  

  NDT

  Participant

  Topics: 4

  Replies: 8

  Been thanked: 0 times
  02/16/2017 at 11:38 PM #25353
  Raul Vg

  I suppose you were looking for something like this:

   

  // Definición de los parámetros del código DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada // Condiciones para entrada de posiciones largas indicator1 = ExponentialAverage[8](close) indicator2 = ExponentialAverage[400](close) c1 = (indicator1 CROSSES OVER indicator2) IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones largas indicator3 = ExponentialAverage[8](close) indicator4 = ExponentialAverage[200](close) c2 = (indicator3 CROSSES UNDER indicator4) IF c2 THEN SELL AT MARKET ENDIF // Condiciones de entrada de posiciones cortas indicator5 = ExponentialAverage[8](close) indicator6 = ExponentialAverage[400](close) c3 = (indicator5 CROSSES UNDER indicator6) IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Condiciones de salida de posiciones cortas indicator7 = ExponentialAverage[8](close) indicator8 = ExponentialAverage[200](close) c4 = (indicator7 CROSSES OVER indicator8) IF c4 THEN EXITSHORT AT MARKET ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38

  // Definición de los parámetros del código DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada   // Condiciones para entrada de posiciones largas indicator1 = ExponentialAverage[8](close) indicator2 = ExponentialAverage[400](close) c1 = (indicator1 CROSSES OVER indicator2)   IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF   // Condiciones de salida de posiciones largas indicator3 = ExponentialAverage[8](close) indicator4 = ExponentialAverage[200](close) c2 = (indicator3 CROSSES UNDER indicator4)   IF c2 THEN SELL AT MARKET ENDIF   // Condiciones de entrada de posiciones cortas indicator5 = ExponentialAverage[8](close) indicator6 = ExponentialAverage[400](close) c3 = (indicator5 CROSSES UNDER indicator6)   IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Condiciones de salida de posiciones cortas indicator7 = ExponentialAverage[8](close) indicator8 = ExponentialAverage[200](close) c4 = (indicator7 CROSSES OVER indicator8)   IF c4 THEN EXITSHORT AT MARKET ENDIF

   

  2 users thanked author for this post.

  NDT, Nicolas

  

  Raul Vg

  Participant

  Topics: 4

  Replies: 177

  Been thanked: 83 times
  02/25/2017 at 3:17 PM #26346
  NDT

  Hi all,

  Thank you so much for you help! I really appreciate it. 🙂

  Unfortunately I’m still struggling with this code :(. The code very kindly created above isn’t quiet right.

  The system needs to re-enter a long or short position, if the 8ema moves back over the 200ema for a long or under again for a short. I’ve attached some examples to this thread which I hope may help me explain it a bit better.

  Is it at possible to use pro real time to create an area between two moving average or a channel and create a  “no trade area”?

   

  

  NDT

  Participant

  Topics: 4

  Replies: 8

  Been thanked: 0 times
  02/25/2017 at 10:54 PM #26375
  Raul Vg

  // Definición de los parámetros del código DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada // Condiciones para entrada de posiciones indicator1 = ExponentialAverage[8](close) indicator2 = ExponentialAverage[200](close) indicator3 = ExponentialAverage[400](close) // buy conditions // buy c1 = (indicator1 CROSSES OVER indicator3) c2 = (indicator1 CROSSES OVER indicator2) //sell c3 = (indicator1 CROSSES UNDER indicator2) // sellshort conditions //sell c4 = (indicator1 CROSSES UNDER indicator3) c5 = (indicator1 CROSSES UNDER indicator2) //buy c6 = (indicator1 CROSSES OVER indicator2) // LARGE IF c1 or c2 and not onmarket THEN BUY 1 CONTRACT AT MARKET ENDIF IF c3 THEN SELL AT MARKET ENDIF // SHORT IF c4 or c5 and not onmarket THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF IF c6 THEN EXITSHORT AT MARKET ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53

  // Definición de los parámetros del código DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada   // Condiciones para entrada de posiciones indicator1 = ExponentialAverage[8](close) indicator2 = ExponentialAverage[200](close) indicator3 = ExponentialAverage[400](close)   // buy conditions   // buy   c1 = (indicator1 CROSSES OVER indicator3) c2 = (indicator1 CROSSES OVER indicator2)   //sell   c3 = (indicator1 CROSSES UNDER indicator2)   // sellshort conditions   //sell   c4 = (indicator1 CROSSES UNDER indicator3) c5 = (indicator1 CROSSES UNDER indicator2)   //buy   c6 = (indicator1 CROSSES OVER indicator2)     // LARGE   IF c1 or c2 and not onmarket THEN BUY 1 CONTRACT AT MARKET ENDIF     IF c3 THEN SELL AT MARKET ENDIF     // SHORT   IF c4 or c5 and not onmarket  THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF     IF c6 THEN EXITSHORT AT MARKET ENDIF

   

  1 user thanked author for this post.

  Nicolas

  

  Raul Vg

  Participant

  Topics: 4

  Replies: 177

  Been thanked: 83 times
• Author
  Posts