Ehler's Oscillator Exiting when Contrary to Rules?

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    Bard
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    Hi
    Does anyone know why this long trade was exited? I cannot see the oscillator being anywhere need the 0.8 value in the preceding bars and the Chop Index is conditional with an “and”?

    Thanks in advance for any help,
    Bard

    // Definition of code parameters
    DEFPARAM CumulateOrders = False // Cumulating positions deactivated

    // Conditions to enter long positions
    indicator1, ignored = CALL “Ehler’s Univ Osc SuperSmoother”
    c1 = (indicator1 CROSSES OVER -0.8)
    indicator2 = CALL “Choppiness Index”
    c2 = (indicator2 <= 61.8)

    IF c1 AND c2 THEN
    BUY 10 PERPOINT AT MARKET
    ENDIF

    // Conditions to enter short positions
    indicator3, ignored = CALL “Ehler’s Univ Osc SuperSmoother”
    c3 = (indicator3 CROSSES UNDER 0.8)
    indicator4 = CALL “Choppiness Index”
    c4 = (indicator4 <= 61.8)

    IF c3 AND c4 THEN
    SELLSHORT 10 PERPOINT AT MARKET
    ENDIF

    why-the-exit.png why-the-exit.png
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Ehler's Oscillator Exiting when Contrary to Rules?


ProOrder: Automated Strategies & Backtesting

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Bard @brad Participant
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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/12/2017
Status: Active
Attachments: 1 files
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