long-short when Moving average changed color

• 02/02/2017 at 2:20 PM #23607
  Sofitech

  @Dave.

  Results seems to be very good. And maybe too good to be true. How many 0 bars when the position close in this backtest ?
  Could you insert the code so we can try to understand if results are realistic.

  

  Sofitech

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  02/02/2017 at 5:20 PM #23642
  Dave

  @enzo, done simply with a 50 trailing stop. As humans we always try to make things complex!. 🙂

  
  @sofitech, as you can see in the image, no 0 bars.maybe it is too good to be true given my more than basic programming skills!. I’m mobile so can’t post the code yet for fear of reprimand from @nicolas  who has to keep correcting:-)… Maybe later from PC.

  Dave

  

  Dave

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  02/02/2017 at 8:26 PM #23688
  Joachim Nilsson

  Hey!

  Can someone upload the file? I cant get it to work if I copy the code?

  

  Joachim Nilsson

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  02/03/2017 at 8:32 AM #23727
  Dave

  Ok, here it is for you to try. Be kind enough to feedback how it performs longer term as I don’t have any historic data to work with. If it performs well then maybe I’ll get some fame if @Nicolas considers it for the library?. Any ideas for improvement are also welcome although I would probably need help to implement it!.

  Dave

  (Test was done on DAX daily – I read on here recently “why does everybody trade DAX” – Simple = Volatility!)

  DEFPARAM CumulateOrders = False // Cumulating positions deactivated //DEFPARAM FLATBEFORE = 080000 //DEFPARAM FLATAFTER = 180000 //takeprofit = 50 //takeprofit in points //stoploss = 100 //stoploss in points fastma = ExponentialAverage[75](close) slowma = ExponentialAverage[195](close) //fastma bullish and bearish conditions fastbullish = fastma>fastma[1] and fastma[1]<fastma[3] and fastma>slowma fastbearish = fastma<fastma[1] and fastma[1]>fastma[3] and fastma<slowma //conditions for long = fast ma ABOVE slow ma and turning in agreement with slow ma trend if not longonmarket and fastbullish then buy 10 share at market endif //conditions for short = fast ma BELOW slow ma and in agreement with slow ma trend if not shortonmarket and fastbearish then sellshort 10 share at market endif //set target pprofit takeprofit //set stop ploss stoploss set stop ptrailing 50

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  DEFPARAM CumulateOrders = False // Cumulating positions deactivated //DEFPARAM FLATBEFORE = 080000 //DEFPARAM FLATAFTER = 180000     //takeprofit = 50 //takeprofit in points //stoploss = 100 //stoploss in points fastma = ExponentialAverage[75](close) slowma = ExponentialAverage[195](close)   //fastma bullish and bearish conditions   fastbullish = fastma>fastma[1] and fastma[1]<fastma[3] and fastma>slowma fastbearish = fastma<fastma[1] and fastma[1]>fastma[3] and fastma<slowma   //conditions for long = fast ma ABOVE slow ma and turning in agreement with slow ma trend if not longonmarket and fastbullish  then buy 10 share at market endif   //conditions for short = fast ma BELOW slow ma and in agreement with slow ma trend if not shortonmarket and fastbearish then sellshort 10 share at market endif   //set target pprofit takeprofit //set stop ploss stoploss set stop ptrailing 50

   

  

  Dave

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  02/03/2017 at 10:51 AM #23751
  enzo_52

  HI GUYS, I DID NOT BACKTEST ABOUT STRATEGY, JUST I FOUND THE RIGHT SETTING ABOUT  PRINCIPAL TREND WITH THE CROSSES OF 2 EMA  (75 AND 195) (NOT GREEN AND RED ) THEN I WONTED ANOTHER MOVING AVERAGE FOR TO GO ONLY SHORT  WHEN PRINCIPAL TREND WAS DOWN  AND GO LONG WHEN PRINCIPAL TREND WAS UP.

  DAVE DID ANOTHER SYSTEM  THAT WORKS GREAT  ….

  I THINK FOR IMPROVED THE RESULT TO DO A POSITION SIZE TOO  ABOUT 2% OF CAPITAL

   

  

  enzo_52

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  02/03/2017 at 11:08 AM #23752
  enzo_52

  I TRAIED THE TS..BUT SEEM DOES NOT WORK..

  

  enzo_52

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  02/03/2017 at 1:23 PM #23775
  Joachim Nilsson

  Thanks Dave

  This is how it looks when I backtest it with v10.3 live. Dosen´t seem to work…

  

  Joachim Nilsson

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  02/03/2017 at 1:31 PM #23778
  Dave

  I’m on 10.2 whether that has an effect on it, I’m not sure?.As you can see the code is pretty simple so cannot explain it.

  Dave

  

  Dave

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  03/01/2017 at 8:45 AM #26758
  Dave

  @Enzo,sofitech,joachim.

  Now I’m on 10.3 I’ve had a look at the code and got it working. As predicted, the results are not favourable, on one test only making £300/10yrs! and most of the others negative. I think beacause the large ma’s are so flat it could not initiate  a trade without increasing lookback. Fast ma’s with little lag perform much better with the code as they need to reflect PA on whichever timeframe your using. Dave

  

  Dave

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