Coding Moving crossing other Averages

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  • 07/07/2017 at 1:55 PM #40025 quote
    Juan Salas
    Participant
    Master

    Hi everyone,

    I have problem with coding a line.

    I want to BUY when the WilderAverage[1](close) crosses over Wilder Average[6] (close)[6]*1.0003 and then crosses over Wilder Average[6] (close)[6]*1.001, and after the first bull candle > than Wilder Average[6] (close)[6]*1.001

    REM Conditions

    entrylargo1 = WilderAverage[1](close) crosses over Wilder Average[6] (close)[6]*1.0003 AND crosses over Wilder Average[6] (close)[6]*1.001

    entrylargo2 = (open<close) >Wilder Average[6] (close)[6]*1.001

    I wrote:

    IF NOT LONGONMARKET AND entrylargo1 AND entrylargo2 THEN

    BUY 1 CONTRACT AT MARKET

     

    But, nothing happens.

    Any suggestions?

    Thanks in advance,

    Juan

    07/07/2017 at 2:23 PM #40026 quote
    Despair
    Blocked
    Master

    AND in PRT is the logical AND and not the conjunction one uses in normal speech. So your condition could be:

    IF close crosses over MA1 and close crosses over MA2...
you can not write:
If close crosses over MA1 and (implying the close) crosses over MA2...
You have to repeat WHAT crosses over WHICH threshiold.
    07/07/2017 at 2:49 PM #40027 quote
    Juan Salas
    Participant
    Master

    Despair,

    THANNNKKKKKSSSSS so much!!

    It makes sense,

    Juan

    07/07/2017 at 4:10 PM #40038 quote
    Juan Salas
    Participant
    Master
    DEFPARAM Cumulateorders = false

// Indicadores
WMprecio = WilderAverage[1](close)
WM6mas2 = WilderAverage[6](close[6])*1.001
WM6mas1 = WilderAverage[6](close[6])*1.0003
WM6ceroazul = WilderAverage[6](close[6])
//WM6menos1 = WilderAverage[6](close[6])*0.9997
//WM6menos2 = WilderAverage[6](close[6])*0.999

// Entrada LARGO
IF NOT LONGONMARKET AND WMprecio crosses over WM6ceroazul AND WMprecio crosses over WM6mas1 AND WMprecio crosses over WM6mas2 AND open>WM6mas2 AND close>open THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Salida LARGO
IF LONGONMARKET AND WMprecio crosses under WM6mas2 AND WMprecio crosses under WM6mas1 AND WMprecio crosses under WM6ceroazul THEN
SELL AT MARKET
ENDIF

    Hi Despair,

    I did it like you said, but still nothing happens. Do you think that it has something to do with the fact that the Moving Average are 6 period forward???

    I am attaching a portion of the code (the rest is incomplete), to see if anyone can see what is wrong in these lines.

    Thanks in advance,

    Juan

    07/07/2017 at 5:00 PM #40041 quote
    Juan Salas
    Participant
    Master

    I think the problem is that all these requisites do not happen in the last candle. I have removed two of the three moving averages and I have one operation.

    It seems like 1.crossing the average and 2. than last candle is a bullish/green and that 3. its close is above the average, all have to happen in the last candles.

    Juan

    07/07/2017 at 5:01 PM #40043 quote
    Juan Salas
    Participant
    Master

    I meant “in the last candle” (singular)

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Coding Moving crossing other Averages


ProOrder: Automated Strategies & Backtesting

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Juan Salas @juan-salas Participant
Summary

This topic contains 5 replies,
has 2 voices, and was last updated by Juan Salas
8 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/07/2017
Status: Active
Attachments: No files
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