Coding request for EMA9 / WMA30 strategy

• 10/19/2021 at 9:32 PM #179990
  phoentzs

  Hello, I have a coding request for the following strategy from Galen Woods. Can someone code that for me, please?

  These are the rules for a long trade signal:

  The 9-period EMA must be above the 30-period WMA

  The two moving averages must be separated from each other

  The first bar to close below the 9 EMA is used as the trigger bar for the buy setup

  Place a buy limit order above the high of the trigger bar.

  If you want to go short, follow this three step process:

  The 9-period EMA must be below the 30-period WMA

  The two moving averages must be separated from each other

  The first bar to close above the 9 EMA is used as the trigger bar for the sales setup

  Place a sell limit order below the low of the trigger bar

  Trailing stop loss below / above the WMA30

   

  For better reading of the trading rules I found this website:

  https://tradingstrategyguides.com/9-30-trading- strategy / # When_to_use_the_930_Trading_Method

  

  phoentzs

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  10/20/2021 at 12:06 PM #180009
  robertogozzi

  There you go:

  9-30 Trading Method

  // 9-30 Trading Method // //https://tradingstrategyguides.com/9-30-trading-strategy/ // DEFPARAM CumulateOrders = false // ONCE Trigger = 0 ONCE EntryL = 0 ONCE EntryS = 0 ONCE SL = 0 // TradeON = (OpenTime >= 090000) AND (OpenTime <= 190000) // Ema9 = average[9,1](close) Wma30 = average[30,2](close) L1 = Ema9 > Wma30 S1 = Ema9 < Wma30 MAgap = abs(Ema9 - Wma30) Apart = MAgap > average[20,0](MAgap) Trigger = (L1 AND (close < Ema9)) OR (S1 AND (close > Ema9)) IF OnMarket OR (L1 <> L1[1]) OR (S1 <> S1[1]) THEN Trigger = 0 EntryL = 0 EntryS = 0 SL = 0 ENDIF IF (Apart AND L1) AND Not Trigger THEN EntryL = high + 1 * PipSize EntryS = 0 //SL = low - 1 * PipSize SL = Wma30 - 1 * PipSize ELSIF (Apart AND S1) AND Not Trigger THEN EntryS = low - 1 * PipSize EntryL = 0 //SL = high + 1 * PipSize SL = Wma30 + 1 * PipSize ENDIF // IF TradeON THEN IF EntryL AND Not LongOnMarket THEN BUY 1 CONTRACT AT EntryL STOP SELL AT SL STOP ELSIF EntryS AND Not ShortOnMarket THEN SELLSHORT 1 CONTRACT AT EntryS STOP EXITSHORT AT SL STOP ENDIF ENDIF IF LongOnMarket THEN SL = max(SL,Wma30) SELL AT SL STOP ELSIF ShortOnMarket THEN SL = min(SL,Wma30) EXITSHORT AT SL STOP ENDIF //----------------------- // debugging code Entry = EntryL IF Entry = 0 THEN Entry = EntryS ENDIF IF Entry > 0 THEN graphonprice Entry ENDIF IF SL > 0 THEN graphonprice SL coloured(0,128,0,155) 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 54 55 56 57 58 59 60 61 62 63 64 65 66

  //                   9-30 Trading Method // //https://tradingstrategyguides.com/9-30-trading-strategy/ // DEFPARAM CumulateOrders = false // ONCE Trigger = 0 ONCE EntryL  = 0 ONCE EntryS  = 0 ONCE SL      = 0 // TradeON = (OpenTime >= 090000) AND (OpenTime <= 190000) // Ema9    = average[9,1](close) Wma30   = average[30,2](close) L1      = Ema9 > Wma30 S1      = Ema9 < Wma30 MAgap   = abs(Ema9 - Wma30) Apart   = MAgap > average[20,0](MAgap) Trigger = (L1 AND (close < Ema9)) OR (S1 AND (close > Ema9)) IF OnMarket OR (L1 <> L1[1]) OR (S1 <> S1[1]) THEN    Trigger = 0    EntryL  = 0    EntryS  = 0    SL      = 0 ENDIF IF (Apart AND L1) AND Not Trigger THEN    EntryL = high  + 1 * PipSize    EntryS = 0    //SL   = low   - 1 * PipSize    SL     = Wma30 - 1 * PipSize ELSIF (Apart AND S1) AND Not Trigger THEN    EntryS = low  - 1 * PipSize    EntryL = 0    //SL   = high  + 1 * PipSize    SL     = Wma30 + 1 * PipSize ENDIF // IF TradeON THEN    IF EntryL AND Not LongOnMarket THEN       BUY 1 CONTRACT AT EntryL STOP       SELL           AT SL     STOP    ELSIF EntryS AND Not ShortOnMarket THEN       SELLSHORT 1 CONTRACT AT EntryS STOP       EXITSHORT            AT SL     STOP    ENDIF ENDIF IF LongOnMarket THEN    SL = max(SL,Wma30)    SELL AT SL STOP ELSIF ShortOnMarket THEN    SL = min(SL,Wma30)    EXITSHORT AT SL STOP ENDIF //----------------------- // debugging code Entry = EntryL IF Entry = 0 THEN    Entry = EntryS ENDIF IF Entry > 0 THEN    graphonprice Entry ENDIF IF SL > 0 THEN    graphonprice SL coloured(0,128,0,155) ENDIF

  I used the more conservative trailing stop based on WMA30, but I also commented out the more aggressive way. You can simply use either by swapping comment slashes (but I think it shouldn’t be rewarding).

  I tested it on DAX € 5, 1h TF, 200K units.

   

   

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  robertogozzi

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  10/20/2021 at 4:44 PM #180027
  phoentzs

  Thank you very much Roberto, the strategy looks good. The way it should work. I think the results are better on Nasdaq or SP500.

  Can you please explain the function of lines 18 and 19 to me? In words?

  Can you add a take profit? In relation to the SL, 1: 1 or 1: 1.5?

  

  phoentzs

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  10/20/2021 at 4:56 PM #180029
  robertogozzi

  That’s to make sure the two averages have some gap in between them. I use GAP (difference) to calculate their distance, then I set variable APART only when that gap is greater than the its average over a given period.

  Replace lines 27-37 by these ones (I couldn’t test them, though):

  IF (Apart AND L1) AND Not Trigger THEN EntryL = high + 1 * PipSize EntryS = 0 //SL = low - 1 * PipSize SL = Wma30 - 1 * PipSize TP = abs(EntryL - SL) * 1.5 SET TARGET PROFIT TP ELSIF (Apart AND S1) AND Not Trigger THEN EntryS = low - 1 * PipSize EntryL = 0 //SL = high + 1 * PipSize SL = Wma30 + 1 * PipSize TP = abs(EntryS - SL) * 1.5 SET TARGET PROFIT TP ENDIF

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

  IF (Apart AND L1) AND Not Trigger THEN    EntryL = high  + 1 * PipSize    EntryS = 0    //SL   = low   - 1 * PipSize    SL     = Wma30 - 1 * PipSize    TP     = abs(EntryL - SL) * 1.5    SET TARGET PROFIT TP ELSIF (Apart AND S1) AND Not Trigger THEN    EntryS = low  - 1 * PipSize    EntryL = 0    //SL   = high  + 1 * PipSize    SL     = Wma30 + 1 * PipSize    TP     = abs(EntryS - SL) * 1.5    SET TARGET PROFIT TP ENDIF

  replace 1.5 with any multiplier of your choice.

  

  robertogozzi

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  10/20/2021 at 6:32 PM #180035
  phoentzs

  Thank you Roberto. I will test it in peace.

  

  phoentzs

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  08/28/2023 at 4:33 PM #219959
  Meta Signals Pro

  Hi Phoentz,

  Thanks for digging on other sites to get new ideas ^^

  did you get a good backtest on this one and on which asset ? Mine are negative before 2021 on NAS H1;

  best

  

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  08/28/2023 at 5:47 PM #219964
  phoentzs

  The strategy is intended intraday… I got it to work quite adequately with changed values ​​in the TF M1 on Nasdaq. It’s been a while. But I had the feeling that it wasn’t stable. But I’m a little smarter now than I was then. It’s possible that I didn’t have much of a clue as to how the system worked.

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  phoentzs

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  09/06/2023 at 3:33 PM #220435
  Meta Signals Pro

  Ah ok I was updating the backtest of Roberto that was in “1 ora”

  https://www.prorealcode.com/topic/coding-request-for-ema9-wma30-strategy/#post-180009

  here is the backtest ;

  Maybe inverting the conditions can make it a winner 😉

  Thanks anyway,

  Chris

  

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