cross under not satisfied but still entered

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  • 03/07/2021 at 4:33 AM #163334 quote
    kevin12345
    Participant
    Average

    hi,

    the low of the candle has not cross under the ema 37 line but still entered a long position. any reason why?

    //conditions to go long
longc1 = ema37 - ema50 > 0.0002 
longc2 = high[1] < high[2] and high[2] < high[3]
longc3 = (low[1] crosses under ema37) or (low[1] crosses under ema50)
longc4 = (close[1] > ema50) and (close[2] > ema50) and (close[3] > ema50)
longconditions = longc1 and longc2 and longc3 and longc4

//long entry trigger
buyentry = close >= high[1] 

if not onmarket and longconditions and buyentry then
buy 1 contracts at market 
endif

    thank you

    03/07/2021 at 4:34 AM #163335 quote
    kevin12345
    Participant
    Average

    picture here

    asd.png asd.png
    03/07/2021 at 4:35 AM #163338 quote
    kevin12345
    Participant
    Average

    i thought it may be because of the spread but i tried changing it to 0 to some other number but the results are still the same.

    03/07/2021 at 4:36 AM #163339 quote
    kevin12345
    Participant
    Average
    //indicators
ema37 = ExponentialAverage[37](close)
ema50 = ExponentialAverage[50](close)
//conditions to go long
longc1 = ema37 - ema50 > 0.0002 
longc2 = high[1] < high[2] and high[2] < high[3]
longc3 = (low[1] crosses under ema37) or (low[1] crosses under ema50)
longc4 = (close[1] > ema50) and (close[2] > ema50) and (close[3] > ema50)
longconditions = longc1 and longc2 and longc3 and longc4

//long entry trigger
buyentry = close >= high[1] 

if not onmarket and longconditions and buyentry then
buy 1 contracts at market 
endif

    forgot the indicators

    03/07/2021 at 4:43 AM #163341 quote
    robertogozzi
    Moderator
    Master

    Line 4 is logically wrong, it can’t test  a cross under between the previous LOW and current EMA’s.

    Replace it by:

    longc3 = (low crosses under ema37) or (low crosses under ema50)
    03/07/2021 at 4:45 AM #163342 quote
    robertogozzi
    Moderator
    Master

    Do not use 0.0002, rather 2*PipSize.

    03/07/2021 at 4:57 AM #163343 quote
    kevin12345
    Participant
    Average

    but one of the conditions is if the previous low crosses under those ema or value of it less than the ema. i do not want the lastest candle.

    03/07/2021 at 5:00 AM #163344 quote
    kevin12345
    Participant
    Average

    when i try to replace line 7 with

    longc3 = (low[1] < ema37) or (low[1] < ema50)

    results are the same.

    03/07/2021 at 5:02 AM #163345 quote
    kevin12345
    Participant
    Average

    got it

    i did this

    longc3 = (low[1] crosses under ema37[1]) or (low[1] crosses under ema50[1])
    03/07/2021 at 7:20 AM #163346 quote
    robertogozzi
    Moderator
    Master

    That looks good!

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cross under not satisfied but still entered


ProOrder: Automated Strategies & Backtesting

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kevin12345 @kevin12345 Participant
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This topic contains 9 replies,
has 2 voices, and was last updated by robertogozzi
4 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/07/2021
Status: Active
Attachments: 1 files
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