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.
Week-end data included or not?
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?