Discrepancies on MA crossings between ProBuilder and ProOrder

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  • 06/13/2019 at 12:33 PM #100537 quote
    robertogozzirobertogozzi
    Moderator
    Legend

    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
    06/13/2019 at 12:40 PM #100541 quote
    NicolasNicolas
    Keymaster
    Legend

    Week-end data included or not?

    06/13/2019 at 1:59 PM #100555 quote
    robertogozzirobertogozzi
    Moderator
    Legend

    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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robertogozzi @robertogozzi Moderator
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by robertogozzirobertogozzi
7 years, 3 months ago.

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