SMA/EMA crossover strategy not working as I think it should

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02/14/2021 at 1:32 PM #161380 quote
Essraw
Participant

Junior
Hey! I have written so much more advanced things than this so it is pretty embarrassing to write this, but part of my big code didn’t act like I wanted it and when I wrote out a sample and it still didn’t work, it is just a normal MA crossover. The buy and sell don’t appear where they are supposed to.

Please tell me what I have done wrong.

I will attach the code and also a picture of the result.
```
baseline=exponentialaverage(close)[100]
sma=average(close)[20]

if sma crosses over baseline then
buy 1 shares at market
endif
if sma crosses under baseline then
sellshort 1 shares at market
endif
```
02/14/2021 at 1:39 PM #161381 quote

GraHal
Participant

Master

Essraw wrote:

The buy and sell don’t appear where they are supposed to.

Code is good so it must be your expectations above that are misleading you?

Attach a screenshot and explain more what you expecting?

02/14/2021 at 1:41 PM #161382 quote

Essraw
Participant

Junior

Right I’m sorry, I tried, I’ll try again.

Capturetest.png

02/14/2021 at 1:49 PM #161384 quote

GraHal
Participant

Master

Try GRAPH = sma crosses over baseline in your Algo code … does it show a 1 / true at correct positions?

02/14/2021 at 1:52 PM #161385 quote

Vonasi
Moderator

Master

Essraw – I have given your topic a more meaningful title. Please try to use more descriptive titles on any future topics.

02/14/2021 at 1:58 PM #161386 quote

Vonasi
Moderator

Master

Have you double checked whether your SMA and EMA indicators are both using close and not something else such as median price?

02/14/2021 at 1:58 PM #161387 quote

Essraw
Participant

Junior

Thank you Vonasi, GraHal I don’t quite get what you mean.

02/14/2021 at 2:06 PM #161388 quote
Vonasi
Moderator

Master
GraHal is suggesting adding the line:
```
GRAPH sma crosses over baseline
```
….to the bottom of your strategy. I imagine though that it will just show the same points of crossover as your strategy is opening and closing trades.
02/14/2021 at 2:09 PM #161389 quote

Essraw
Participant

Junior

Oh I see, yeah I tested it now, it shows the same!

02/14/2021 at 2:09 PM #161390 quote

Essraw
Participant

Junior

Yes they are all using close

02/14/2021 at 2:10 PM #161391 quote

Vonasi
Moderator

Master

Have you checked your SMA and EMA settings? Perhaps you have them averaging something different or a horizontal shift added so your indicators are showing something different to your strategy code?

GraHal thanked this post

Screenshot_1-2.png

02/14/2021 at 2:15 PM #161393 quote

Vonasi
Moderator

Master

I have just done a quick test and can confirm that something is wrong. It appears to be trading when either close or high or low crosses the EMA. I will test further but there does seem to be some sort of bug.

Essraw thanked this post

Screenshot_2-1.png

02/14/2021 at 2:18 PM #161395 quote

Essraw
Participant

Junior

no, nothing like that

capturetest2.png

02/14/2021 at 2:19 PM #161397 quote

Essraw
Participant

Junior

Yes it seems very weird! I have done a similar code a few weeks back and there was no problem!

02/14/2021 at 2:20 PM #161398 quote
Vonasi
Moderator

Master
It is a typo in your first two lines. Change it to this:
```
baseline=exponentialaverage[100](close)
sma=average[20](close)
```
Essraw and GraHal thanked this post
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