Discrepancies on MA crossings between ProBuilder and ProOrder

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  • #100537 quote
    robertogozzi
    Moderator
    Master

    I made this code:

    DEFPARAM CumulateOrders = false
    MinLookBack =  3                                                 //crossing must have occured at least these bars before PullBack
    MaxLookBack =  10                                                //crossing must have occured at most these bars before PullBack
    MA50 = average[50,0](close)
    x = close crosses over ma50
    IF x OR (close > MA50 AND low < MA50) THEN //when a pullback occurs...
       IF summation[MinLookBack](x[1]) = 0 THEN
          IF summation[MaxLookBack](x[MinLookBack + 1]) AND Not OnMarket AND close > open THEN
             BUY 1 CONTRACT AT MARKET
             SET STOP pLOSS 50
             SET TARGET pPROFIT 200
          ENDIF
       ENDIF
    ENDIF
    graph minlookback
    graph maxlookback
    graph x
    graph barindex
    MA50 = average[50,0](close)
    RETURN close CROSSES OVER MA50

    On May 15th, at 17:00 GRAPH (ProOrder) visualized variable X as being 1, while the indicator (ProBuilder) had not returned any crossing at that time.

    x-6.jpg x-6.jpg
    #100541 quote
    Nicolas
    Keymaster
    Master

    Week-end data included or not?

    #100555 quote
    robertogozzi
    Moderator
    Master

    Not included, if I include them then everything is fine.

    An issue reamains: if ProOrder considered that crossing, even with no weekend data included, why ProBuilder didn’t?

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Discrepancies on MA crossings between ProBuilder and ProOrder


Platform Support: Charts, Data & Broker Setup

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

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Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 06/13/2019
Status: Active
Attachments: 1 files
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