Help on coding of ema strategy

• 10/29/2018 at 3:09 PM #83734
  rae

  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.

  ema620 crossing strategy

  // 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

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  // 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

  

  rae

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  10/29/2018 at 4:20 PM #83739
  Vonasi

  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.

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  rae

  

  Vonasi

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  10/29/2018 at 7:09 PM #83743
  GraHal

  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?

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  rae

  

  GraHal

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  11/01/2018 at 7:08 AM #83901
  rae

  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.

  

  rae

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