Help on coding of ema strategy

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  • 10/29/2018 at 3:09 PM #83734 quote
    rae
    Participant
    New

    hi all,

    i have generate a code on ema crossing strategy. however, it seems like the gain is good but the exit point are not excellent. appreciate anyone could help me optimise this code for better exit prices. thanks in advance.

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

// Conditions to enter long positions
indicator1 = ExponentialAverage[620](close)
c1 = (close[1] CROSSES OVER indicator1)


IF c1 THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Conditions to exit long positions
indicator2 = ExponentialAverage[34](close)
c2 = (close CROSSES OVER indicator2)

IF c2 THEN
SELL AT MARKET
ENDIF

// Conditions to enter short positions
indicator3 = ExponentialAverage[620](close)
c3 = (close[1] CROSSES UNDER indicator3)

IF c3  THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// Conditions to exit short positions
indicator4 = ExponentialAverage[89](close)
c4 = (close CROSSES OVER indicator4)

IF c4 THEN
EXITSHORT AT MARKET
ENDIF

// Stops and targets
SET STOP pLOSS 30
    10/29/2018 at 4:20 PM #83739 quote
    Vonasi
    Moderator
    Master

    Post moved to ProOrder forum as that is a more relevant place for strategy questions.

    It may help a lot if you tell everyone which instrument you are testing it on and what time frame you are testing it on.

    rae thanked this post
    10/29/2018 at 7:09 PM #83743 quote
    GraHal
    Participant
    Master

    Do you know that you have … over (entry)  & over (exit) for Longs and under (entry) & over (exit) for Shorts?

    I know it can work good like that but just thought maybe your intention was … over (entry) & under (exit)  for Longs?

    rae thanked this post
    11/01/2018 at 7:08 AM #83901 quote
    rae
    Participant
    New

    Thank you all for the reply.

    Here is my strategy:

    Long entry
    Condition 1 – Bar crosses over EMA 620
    Condition 2 – MACD crosses over zero
    Condition 3 – Stochastic < 45 Exit Long Condition - Stochastic > 55

    Short entry
    Condition 1 – Bar crosses under EMA 620
    Condition 2 – MACD crosses under zero
    Condition 3 – Stochastic > 55

    Exit Short
    Condition – Stochastic < 45 Time frame, I am looking at 30min Thanks all.

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Help on coding of ema strategy


ProOrder: Automated Strategies & Backtesting

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rae @rae Participant
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This topic contains 3 replies,
has 3 voices, and was last updated by rae
7 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/29/2018
Status: Active
Attachments: No files
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