first hit of a moving average

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07/06/2018 at 8:31 AM #75423 quote

Vonasi
Moderator

Master

If by ‘next bar’ you really mean the current bar that is being checked to see whether the order should be sent to market then the problem is that you are using DHIGH which is the daily high when you should be using HIGH which is the current bars high.

I can highly recommend reading everything in the documentation here to help with understanding PRT coding more fully:

https://www.prorealcode.com/prorealtime-documentation/

07/06/2018 at 8:44 AM #75427 quote

Bullets
Participant

Junior

Thank you Im currently reading those documents.

What I mean is. After the gap criteria has been meet. If price than crosses under the 50ma for the first time (a low will do). Than the next bar’s high must be higher than the 50ma. Than on the open of the following bar take the trade. So Im looking for confirmation the 50ma will hold as support. What Im trying to avoid is if prices just fall straight through the 50ma I dont want to take that trade.

Let me know if that clears it up? Cheers

07/06/2018 at 9:39 AM #75434 quote
Vonasi
Moderator

Master
So you want:
- Fast MA’s crosses over Slow MA
- Gap between MA’s is big enough.
- Price touches fast MA
- Next candles high is higher than fast MA
- Open trade at opening of next candle.
07/06/2018 at 9:48 AM #75437 quote

Bullets
Participant

Junior

Yes correct.

07/06/2018 at 10:23 AM #75441 quote
Vonasi
Moderator

Master
```
starttime = 000000
startday = 1
gapneeded = 20 * pipsize
 
ma20 = average[20](close)
ma50 = average[50](close)
ma200 = average[200](close)
magap = ma20 - ma200
 
if (opentime = starttime and opendayofweek = startday) or onmarket then
crossflag = 0
gapflag = 0
endif
 
if ma20 crosses over ma200 then
crossflag = 1
endif
 
if crossflag and magap > gapneeded then
gapflag = 1
endif
 
if ma20 crosses under ma200 then
crossflag = 0
gapflag = 0
endif
 
if not onmarket and crossflag[1] and gapflag[1] and low[1] < ma50 and high > ma50 then
buy 1 contract at market
endif
 
SET STOP pLOSS 25
SET TARGET pPROFIT 25
```
07/06/2018 at 11:15 AM #75449 quote

Bullets
Participant

Junior

thanks mate that works well !

07/09/2018 at 9:58 AM #75619 quote
GraHal
Participant

Master
I’ve got code below on Fwd Test on Demo, attached is equity curve for an open trade which was at > 55 gain and yet my Set TP = 30 didn’t trigger.

Anybody any ideas why TP not triggered (or do I need more coffee 🙂 )?
```
//-------------------------------------------------------------------------
// Main code : MA Hit DAX 5M v1.0
//-------------------------------------------------------------------------
//https://www.prorealcode.com/topic/first-hit-of-a-moving-average/page/2/
DEFPARAM CUMULATEORDERS = False

starttime = 000000
startday = 1
gapneeded = 2 * pipsize
 
ma20 = average[20](close)
ma50 = average[50](close)
ma200 = average[200](close)
magap = ma20 - ma200
 
if (opentime = starttime and opendayofweek = startday) or onmarket then
crossflag = 0
gapflag = 0
endif
 
if ma20 crosses over ma200 then
crossflag = 1
endif
 
if crossflag and magap > gapneeded then
gapflag = 1
endif
 
if ma20 crosses under ma200 then
crossflag = 0
gapflag = 0
endif
 
if not onmarket and crossflag[1] and gapflag[1] and low[1] < ma50 and high > ma50 then
buy 1 contract at market
endif
 
SET STOP pLOSS 25
SET TARGET pPROFIT 30
```
MA-Hit.jpg
07/09/2018 at 10:34 AM #75626 quote

Vonasi
Moderator

Master

Did the order actually ever go to market or was it rejected for some reason? Check your orders list and on the chart to see if there is an order connected to the trade?

07/09/2018 at 10:39 AM #75627 quote

GraHal
Participant

Master

Yes the equity curve above is from clicking on Performance in the Auto-Trading window. Its is still trading see attached.

No cancelled or rejected in the Orders List for that System

MA-Hit-2.jpg

07/09/2018 at 10:51 AM #75629 quote

GraHal
Participant

Master

Typical, I did a Technical Report, pressed send and the Platform has frozen now!

07/09/2018 at 11:17 AM #75633 quote

GraHal
Participant

Master

Don’t know if Technical Report went before the freeze up or not and of course there is no acknowledgment sent out!

I had to use Task Manager to close Platform!

Anyway the SAME trade has gone above gain of 30 AGAIN (I’m liking this strategy! 🙂 ) but the Set TP 30 has not triggered for the second time … well weird ???

MA-Hit-3.jpg

07/09/2018 at 11:42 AM #75635 quote

GraHal
Participant

Master

2nd Technical Report sent! 🙁

@Vonasi … attached is the Order you were asking about.

MA-Hit-4.jpg

07/09/2018 at 11:53 AM #75638 quote

Vonasi
Moderator

Master

That last image is the BUY order at 12506.4. There should also be an order to SELL at 12536.4

07/09/2018 at 12:02 PM #75641 quote

Bullets
Participant

Junior

FYI – depending on where you live (I live in Australia), don’t set the start time @ 000000

I had this system on real trading and it took the first candle at the open which was a wide range bar with a very wide spread.

In fact, I couldn’t even see the price trade at the level I was stopped out at the same time I entered? very strange.

In any case I changed the start time to 100000 to avoid the opening mess

07/09/2018 at 12:03 PM #75642 quote

GraHal
Participant

Master

Ahaha … gotcha!

There are two pending orders, one for the Stop and one for the Limit. but the Limit of 30 has been met at least twice but not triggered a close / exit.

MA-Hit-5.jpg
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