MA Cross Over

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  • 09/29/2016 at 7:30 PM #13927 quote
    traderollie
    Participant
    New

    Would someone mind having a look at my code and seeing if it could be tweaked a little?

    I don’t have much experience and any help would be appreciated.

     

    Thank you

    09/29/2016 at 9:41 PM #13942 quote
    Nicolas
    Keymaster
    Master

    Ok, but where is your code?😉

    09/29/2016 at 9:52 PM #13944 quote
    traderollie
    Participant
    New

    Thank you very much.

    Is it also possible to time limit it?

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

// Conditions to enter long positions
indicator1 = Average[5](close)
indicator2 = Average[21](close)
c1 = (indicator1 CROSSES OVER indicator2)

IF c1 THEN
BUY 2 PERPOINT AT MARKET
ENDIF

// Conditions to exit long positions
indicator3 = Average[5](close)
indicator4 = Average[21](close)
c2 = (indicator3 CROSSES UNDER indicator4)

IF c2 THEN
SELL  AT MARKET
ENDIF

// Conditions to enter short positions
indicator5 = Average[5](close)
indicator6 = Average[21](close)
c3 = (indicator5 CROSSES UNDER indicator6)

IF c3 THEN
SELLSHORT 2 PERPOINT AT MARKET
ENDIF

// Conditions to exit short positions
indicator7 = Average[5](close)
indicator8 = Average[21](close)
c4 = (indicator7 CROSSES OVER indicator8)

IF c4 THEN
EXITSHORT  AT MARKET
ENDIF

// Stops and targets
SET STOP pLOSS 15
    09/30/2016 at 7:38 AM #13959 quote
    Nicolas
    Keymaster
    Master

    Ok, so that’s a simple moving average cross strategy. Seems that you have “coded” it with the simple creation module because the moving average variables are declared many times (for everyone’s information, this is not the case in the upgraded version of this programming module in v10.3).

    If you want to restrain trading time, you can add the flatbefore and flatafter instructions at the beginning of the code.

    09/30/2016 at 8:39 AM #13962 quote
    traderollie
    Participant
    New

    Thank you, Can this be made “better” in any way?

     

    Ollie

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MA Cross Over


ProOrder: Automated Strategies & Backtesting

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traderollie @traderollie Participant
Summary

This topic contains 4 replies,
has 2 voices, and was last updated by traderollie
9 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/29/2016
Status: Active
Attachments: No files
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