long-short when Moving average changed color

This topic has 23 replies, 5 voices, and was last updated 7 years ago by Dave.

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01/30/2017 at 7:42 PM #23141

enzo_52

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

<span class="token comment" spellcheck="true">//PRC_QEMA | indicator</span>
<span class="token comment" spellcheck="true">//23.01.2017</span>
<span class="token comment" spellcheck="true">//Nicolas @ www.prorealcode.com</span>
<span class="token comment" spellcheck="true">//Sharing ProRealTime knowledge</span>

<span class="token comment" spellcheck="true">//--- parameters</span>
<span class="token comment" spellcheck="true">// period = 14</span>
<span class="token comment" spellcheck="true">// method = MOVING AVERAGE TYPE</span>
<span class="token comment" spellcheck="true">// ---</span>

Price<span class="token operator">=</span>customclose

MA1<span class="token operator">=</span><span class="token indicators">Average</span><span class="token punctuation">[</span>period<span class="token punctuation">,</span>method<span class="token punctuation">]</span><span class="token punctuation">(</span>Price<span class="token punctuation">)</span>
MA2<span class="token operator">=</span><span class="token indicators">Average</span><span class="token punctuation">[</span>period<span class="token punctuation">,</span>method<span class="token punctuation">]</span><span class="token punctuation">(</span>MA1<span class="token punctuation">)</span>
MA3<span class="token operator">=</span><span class="token indicators">Average</span><span class="token punctuation">[</span>period<span class="token punctuation">,</span>method<span class="token punctuation">]</span><span class="token punctuation">(</span>MA2<span class="token punctuation">)</span>
MA4<span class="token operator">=</span><span class="token indicators">Average</span><span class="token punctuation">[</span>period<span class="token punctuation">,</span>method<span class="token punctuation">]</span><span class="token punctuation">(</span>MA3<span class="token punctuation">)</span>
MA5<span class="token operator">=</span><span class="token indicators">Average</span><span class="token punctuation">[</span>period<span class="token punctuation">,</span>method<span class="token punctuation">]</span><span class="token punctuation">(</span>MA4<span class="token punctuation">)</span>
QEMA<span class="token operator">=</span><span class="token number">5</span><span class="token operator">*</span>MA1<span class="token number">-10</span><span class="token operator">*</span>MA2<span class="token operator">+</span><span class="token number">10</span><span class="token operator">*</span>MA3<span class="token number">-5</span><span class="token operator">*</span>MA4<span class="token operator">+</span>MA5

<span class="token keyword">RETURN</span> QEMA <span class="token keyword">as</span> <span class="token string">"Quadruple Exponential Moving Average indicator"</span>

//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"

enzo_52

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01/31/2017 at 8:01 AM #23192

Dave

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

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Nicolas

Dave

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

enzo_52

thanks so much DAVe!!!

enzo_52

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01/31/2017 at 12:56 PM #23248

enzo_52

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

// 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

enzo_52

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01/31/2017 at 2:25 PM #23275

Dave

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

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

Nicolas

>> 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! <<

Nicolas

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01/31/2017 at 3:17 PM #23286

enzo_52

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

// 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

enzo_52

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01/31/2017 at 3:40 PM #23288

enzo_52

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

enzo_52

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

enzo_52

// 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

enzo_52

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

Dave

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?.

Dave

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

Nicolas

@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.

Nicolas

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

enzo_52

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

enzo_52

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

enzo_52

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

enzo_52

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

Dave

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

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

enzo_52

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

enzo_52

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