Cross over but no trigger

Carter · 2022-04-05T04:20:00+00:00

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

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04/05/2022 at 5:20 AM #191203 quote

Carter
Participant

Junior

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

US500-No-Stop-SS-Cross.itf

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

robertogozzi
Moderator

Legend

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.

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

Junior
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
```
04/06/2022 at 8:50 AM #191304 quote
robertogozzi
Moderator

Legend
Replace line 27 with this one:
```
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.

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