Cross over but no trigger

• 04/05/2022 at 5:20 AM #191203
  Carter

  Hi Everyone,

  I need a little help understanding whats happening with a simple cross over using the smooth stochastic.

  I trade the us500 on 10min and dont seem to be always getting a buy single on the cross over of 28. Please refer code.

  While a lot of the triggers seem correct some I believe are missed.

  Any ideas would be appreciated.

  Regards

  Carter

  

  Carter

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  04/05/2022 at 12:13 PM #191223
  robertogozzi

  Do not embed files in your post. Use the SELECT FILE button only for attachments.

  Thank you 🙂

  It works like a charm, it skips crossovers when there are 2 positions open, as C5 (line 17) makes sure there are less than 2 positions to add another one.

   

   

  

  robertogozzi

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  04/06/2022 at 1:42 AM #191291
  Carter

  Hi Robert.

  Thank you for your reply.

  I have checked what you have mentioned but I dont believe this is the issue. I have picked a couple of recent dates where a trigger is expected and there are no open positions. 4/4/22 and 17/1/22.

  Thanks

  Carter

  //------------------------------------------------------------------------- // Main code : US500 Multiple entry multiple exit //------------------------------------------------------------------------- DEFPARAM CumulateOrders = true // Cumulating positions activated defparam preloadbars = 5000 // Conditions to enter long positions i1 = SmoothedStochastic[509,80](close)//505,80 c1 = i1 crosses over 28//37 c5 = countoflongshares < 2 c6 = longonmarket = 0 IF c1 and c5 and c6 then BUY 1 CONTRACT AT MARKET ENDIF c7 = (positionprice - close) > 1 if c1 and c5 and c7 then buy 1 contract at market endif //Trailing Stop if barindex > 30 then i10 = close - positionprice if i10 > 68 then llowest = 228//228 else llowest = 352 endif i11 = (llowest - (i10 * 3))//409,3 - 4700,30 i12 = round(i11) i16 = max(1,i12) i17 = lowest[1](i16)//6 i18 = lowest[i17](low) C19 = i10 > 17//20 c18 = close crosses under i18[2]//10 IF c18 and c19 THEN SELL AT MARKET endif endif //tp = a * AverageTrueRange[b](close) set target pprofit 93

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  //------------------------------------------------------------------------- // Main code : US500 Multiple entry multiple exit //-------------------------------------------------------------------------   DEFPARAM CumulateOrders = true // Cumulating positions activated defparam preloadbars = 5000   // Conditions to enter long positions i1 = SmoothedStochastic[509,80](close)//505,80   c1 = i1 crosses over 28//37 c5 = countoflongshares < 2 c6 = longonmarket = 0   IF c1 and c5 and c6 then BUY 1 CONTRACT AT MARKET ENDIF   c7 = (positionprice - close) > 1   if c1 and c5 and c7 then buy 1 contract at market endif     //Trailing Stop if barindex > 30 then i10 = close - positionprice if i10 > 68 then llowest = 228//228 else llowest = 352 endif i11 =  (llowest - (i10 * 3))//409,3 - 4700,30 i12 = round(i11)     i16 = max(1,i12) i17 = lowest[1](i16)//6 i18 = lowest[i17](low)   C19 = i10 > 17//20 c18 = close crosses under i18[2]//10 IF c18 and c19 THEN SELL AT MARKET endif endif   //tp = a * AverageTrueRange[b](close) set target pprofit 93

  

  Carter

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  04/06/2022 at 8:50 AM #191304
  robertogozzi

  Replace line 27 with this one:

  if barindex > 30 and OnMarket then

  1	if barindex > 30 and OnMarket then

  because if you don’t check if you are already on market, it will execute BUY, then SELL, thus invalidating the trade.

  1 user thanked author for this post.

  Carter

  

  robertogozzi

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