Discrepancies on MA crossings between ProBuilder and ProOrder

• 06/13/2019 at 12:33 PM #100537
  robertogozzi

  I made this code:

  MA Crossings strategy

  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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

  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

  MA crossing indicator

  MA50 = average[50,0](close) RETURN close CROSSES OVER MA50

  1 2	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.

   

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16466

  Been thanked: 3641 times
  06/13/2019 at 12:40 PM #100541
  Nicolas

  Week-end data included or not?

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4739 times
  06/13/2019 at 1:59 PM #100555
  robertogozzi

  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?

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16466

  Been thanked: 3641 times
• Author
  Posts