long-short when Moving average changed color

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01/30/2017 at 7:42 PM #23141 quote
enzo_52
Participant

Senior
how can i tell t0 backtest that must BUY when Quadruple Exponential Moving Average is green and sell when Quadruple Exponential Moving Average is red?

Thanks in advance
```
//PRC_QEMA | indicator
//23.01.2017
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge

//--- parameters
// period = 14
// method = MOVING AVERAGE TYPE
// ---

Price=customclose

MA1=Average[period,method](Price)
MA2=Average[period,method](MA1)
MA3=Average[period,method](MA2)
MA4=Average[period,method](MA3)
MA5=Average[period,method](MA4)
QEMA=5*MA1-10*MA2+10*MA3-5*MA4+MA5

RETURN QEMA as "Quadruple Exponential Moving Average indicator"
```
01/31/2017 at 8:01 AM #23192 quote

Dave
Participant

Senior

Hi Enzo, Nicolas did this for me a couple of weeks ago, https://www.prorealcode.com/topic/place-orders-when-a-curve-change-colour/ it is for a single ma but i’m sure the condition could be added to incorperate all types of ma as per the indicator. hope it helps.

dave

Nicolas thanked this post

01/31/2017 at 11:14 AM #23221 quote

enzo_52
Participant

Senior

thanks so much DAVe!!!

01/31/2017 at 12:56 PM #23248 quote
enzo_52
Participant

Senior
HI, SOME TIME WORKS ..SOME TIMES NOT….WHY? LOOK AT THE PIC

THANKS

THE CODE IS:
```
// Definizione dei parametri del codice
DEFPARAM CumulateOrders = false // Posizioni cumulate disattivate

// Condizioni per entrare su posizioni long

indicator3 = CALL "MM Quatruple EXP"[cinq, uno](close)
indicator4 = CALL "MM Quatruple EXP"[cinq, uno](close)
c2 = indicator3 > indicator4[1] and indicator4[1] < indicator3

IF c2 THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Condizioni per entrare su posizioni short

indicator8 = CALL "MM Quatruple EXP"[cinq, uno](close)
indicator9 = CALL "MM Quatruple EXP"[cinq, uno](close)
c5 = indicator8 < indicator9[1] and indicator9[1]> indicator8

IF c5 THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF
```
TSS.png
01/31/2017 at 2:25 PM #23275 quote

Dave
Participant

Senior

Sorry Enzo, I’m out of my office until later but try this for a buy condition:-

C2=indicator 3>indicator 3[1] and indicator 3[1]<indicator3[2]

Dave

01/31/2017 at 3:05 PM #23284 quote

Nicolas
Keymaster

Master

>> For clarity of messages on ProRealCode’s forums, please use the “insert code PRT” button to separate the text of the code part! Thank you! <<

01/31/2017 at 3:17 PM #23286 quote
enzo_52
Participant

Senior
hi DAVE, i tried..but it is the same….very strange
```
// Definizione dei parametri del codice
DEFPARAM CumulateOrders = false // Posizioni cumulate disattivate

// Condizioni per entrare su posizioni long

indicator3 = CALL "MM Quatruple EXP"[150, 4](close)

c2 = indicator3 > indicator3[1] and indicator3[1] < indicator3[2]

IF c2 THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Condizioni per entrare su posizioni short

indicator8 = CALL "MM Quatruple EXP"[150, 4](close)

c5 = indicator8 < indicator8[1] and indicator8[1]> indicator8[2]

IF c5 THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF
```
01/31/2017 at 3:40 PM #23288 quote

enzo_52
Participant

Senior

from 1984 to dicember 2006 ok…from dicember 2006 to now it is crazy

TSS-1.png

01/31/2017 at 3:45 PM #23292 quote

enzo_52
Participant

Senior

// Definizione dei parametri del codice
DEFPARAM CumulateOrders = false // Posizioni cumulate disattivate

// Condizioni per entrare su posizioni long

indicator3 = CALL “MM Quatruple EXP”[cinq, uno](close)

c2 = indicator3 > indicator3[1] and indicator3[1] < indicator3[2]

IF c2 THEN
BUY 1 CONTRACT AT MARKet

// Condizioni per entrare su posizioni short

indicator8 = CALL “MM Quatruple EXP”[cinq, uno](close)

c5 = indicator8 < indicator8[1] and indicator8[1]> indicator8[2]

IF c5 THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

01/31/2017 at 10:02 PM #23352 quote

Dave
Participant

Senior

I’ve had a look and yes it does act strangely?, I think it is something mathematical with the indicator as the line of code I posted above works fine with regular ma’s, is a quatruple ma critical to what you are doing?.

02/01/2017 at 9:58 AM #23379 quote

Nicolas
Keymaster

Master

@Enzo
I’d like people to use the button INSERT PRT CODE please! I already kindly ask it to you in my previous post. Thanks.

02/01/2017 at 10:39 AM #23391 quote

enzo_52
Participant

Senior

sorry Nicolas..you are right…now i understood how can i do it..

02/01/2017 at 10:46 AM #23393 quote

enzo_52
Participant

Senior

hi Dave, i wanted insert the Qema for to trade only short when the principal trend was down and only long when the principal trend was Up…

principal trend with EMA 75 and ema 195 on daily TF.

anyway thanks a lot

02/01/2017 at 7:59 PM #23466 quote

Dave
Participant

Senior

did a quick test with just an exponential ma not qema, 10K acc £10/point from 01-01-2015 to 01-01-2017. 157% not bad!. optimised came back with ema25 & ema235 with 245%.

Dave

ema75and-195.jpg ema25-and-235.jpg

02/02/2017 at 2:09 PM #23605 quote

enzo_52
Participant

Senior

thanks Dave, it seem to good for to be real 🙂 anyway my strategy is rudimental, it need position size, and stop loss …. but the Qema problems does not make me get on with TS
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