cross under not satisfied but still entered

kevin12345 · 2021-03-07T03:33:41+00:00

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] 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

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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

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

Legend
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

Legend

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

Legend

That looks good!
Author

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cross under not satisfied but still entered

ProOrder: Automated Strategies & Backtesting

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kevin12345 @kevin12345 Participant

Summary

This topic contains 9 replies,
has 2 voices, and was last updated by robertogozzi
5 years, 6 months ago.

Topic Details

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