MA crossover: entry + 15 points query

• 04/17/2019 at 4:25 PM #96725
  CJB64

  Hi,

  Complete newbie here so sorry if this is a silly question. I have looked in the forum but can not find a way to code it. I am trying to do the following:

  Buy conditions:

  ma5 crosses over ma15 AND DI+ > DI-  then buy at *crossover price plus 15 points* at 5 per point

  Sell conditions:

  ma5 crosses under ma15 AND DI- > DI+ then buy at *crossover price minus 15 points* at 5 per point

  I am struggling to work out the part in asterixes!  So for example if ma5 crosses over ma15 at 12000 then providing the DI+ > DI-, I want to enter the trade at a price of 12015, hope that makes sense! Any help much appreciated!

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time. DEFPARAM FLATBEFORE = 134000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 180000 // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 134000 timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions to enter long positions indicator1 = ExponentialAverage[5](close) indicator2 = ExponentialAverage[15](close) c1 = (indicator1 CROSSES OVER indicator2) indicator3 = DIplus[14](close) indicator4 = DIminus[14](close) c2 = (indicator3 >= indicator4) IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY 5 PERPOINT AT MARKET ENDIF // Conditions to exit long positions indicator5 = ExponentialAverage[5](close) indicator6 = ExponentialAverage[15](close) c3 = (indicator5 CROSSES UNDER indicator6) indicator7 = ExponentialAverage[15](close) c4 = (close <= indicator7) IF c3 OR c4 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator8 = ExponentialAverage[5](close) indicator9 = ExponentialAverage[15](close) c5 = (indicator8 CROSSES UNDER indicator9) indicator10 = DIminus[14](close) indicator11 = DIplus[14](close) c6 = (indicator10 >= indicator11) IF (c5 AND c6) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN SELLSHORT 5 PERPOINT AT MARKET ENDIF // Conditions to exit short positions indicator12 = ExponentialAverage[5](close) indicator13 = ExponentialAverage[15](close) c7 = (indicator12 CROSSES OVER indicator13) indicator14 = ExponentialAverage[15](close) c8 = (close >= indicator14) IF c7 OR c8 THEN EXITSHORT AT MARKET ENDIF // Stops and targets SET STOP pLOSS 10

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time. DEFPARAM FLATBEFORE = 134000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 180000   // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 134000 timeEnterBefore = time >= noEntryBeforeTime   // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime   // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // Conditions to enter long positions indicator1 = ExponentialAverage[5](close) indicator2 = ExponentialAverage[15](close) c1 = (indicator1 CROSSES OVER indicator2) indicator3 = DIplus[14](close) indicator4 = DIminus[14](close) c2 = (indicator3 >= indicator4)   IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN BUY  5 PERPOINT AT MARKET ENDIF   // Conditions to exit long positions indicator5 = ExponentialAverage[5](close) indicator6 = ExponentialAverage[15](close) c3 = (indicator5 CROSSES UNDER indicator6) indicator7 = ExponentialAverage[15](close) c4 = (close <= indicator7)   IF c3 OR c4 THEN SELL AT MARKET ENDIF   // Conditions to enter short positions indicator8 = ExponentialAverage[5](close) indicator9 = ExponentialAverage[15](close) c5 = (indicator8 CROSSES UNDER indicator9) indicator10 = DIminus[14](close) indicator11 = DIplus[14](close) c6 = (indicator10 >= indicator11)   IF (c5 AND c6) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN SELLSHORT 5 PERPOINT AT MARKET ENDIF   // Conditions to exit short positions indicator12 = ExponentialAverage[5](close) indicator13 = ExponentialAverage[15](close) c7 = (indicator12 CROSSES OVER indicator13) indicator14 = ExponentialAverage[15](close) c8 = (close >= indicator14)   IF c7 OR c8 THEN EXITSHORT AT MARKET ENDIF   // Stops and targets SET STOP pLOSS 10

   

   

   

  

  CJB64

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  04/18/2019 at 8:07 AM #96738
  Nicolas

  In this case you should use pending stop orders. But since they expire automatically on each new bar open and because we need to renew them continuously, how much long do you want them to “exist”?

  

  Nicolas

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  04/18/2019 at 12:39 PM #96753
  CJB64

  Hi Nicholas,

  Thanks for your help, deally they would exist until the ma’s crossover again and at that point would cancel the opposing trade and take the new trade (if it has passed the 15points from crossover price). Hope that makes sense!

  

  CJB64

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  04/18/2019 at 2:25 PM #96757
  Nicolas

  here is the code:

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time. DEFPARAM FLATBEFORE = 134000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 180000 // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 134000 timeEnterBefore = time >= noEntryBeforeTime // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 // Conditions to enter long positions indicator1 = ExponentialAverage[5](close) indicator2 = ExponentialAverage[15](close) c1 = (indicator1 CROSSES OVER indicator2) indicator3 = DIplus[14](close) indicator4 = DIminus[14](close) c2 = (indicator3 >= indicator4) IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN dir = 1 level = close+15*pointsize ENDIF if dir=1 then buy 5 perpoint at level stop endif // Conditions to exit long positions indicator5 = ExponentialAverage[5](close) indicator6 = ExponentialAverage[15](close) c3 = (indicator5 CROSSES UNDER indicator6) indicator7 = ExponentialAverage[15](close) c4 = (close <= indicator7) IF c3 OR c4 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator8 = ExponentialAverage[5](close) indicator9 = ExponentialAverage[15](close) c5 = (indicator8 CROSSES UNDER indicator9) indicator10 = DIminus[14](close) indicator11 = DIplus[14](close) c6 = (indicator10 >= indicator11) IF (c5 AND c6) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN dir = -1 level = close-15*pointsize ENDIF if dir=-1 then sellshort 5 perpoint at level stop endif // Conditions to exit short positions indicator12 = ExponentialAverage[5](close) indicator13 = ExponentialAverage[15](close) c7 = (indicator12 CROSSES OVER indicator13) indicator14 = ExponentialAverage[15](close) c8 = (close >= indicator14) IF c7 OR c8 THEN EXITSHORT AT MARKET ENDIF // Stops and targets SET STOP pLOSS 10

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // The system will cancel all pending orders and close all positions at 0:00. No new ones will be allowed until after the "FLATBEFORE" time. DEFPARAM FLATBEFORE = 134000 // Cancel all pending orders and close all positions at the "FLATAFTER" time DEFPARAM FLATAFTER = 180000   // Prevents the system from creating new orders to enter the market or increase position size before the specified time noEntryBeforeTime = 134000 timeEnterBefore = time >= noEntryBeforeTime   // Prevents the system from placing new orders to enter the market or increase position size after the specified time noEntryAfterTime = 170000 timeEnterAfter = time < noEntryAfterTime   // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0   // Conditions to enter long positions indicator1 = ExponentialAverage[5](close) indicator2 = ExponentialAverage[15](close) c1 = (indicator1 CROSSES OVER indicator2) indicator3 = DIplus[14](close) indicator4 = DIminus[14](close) c2 = (indicator3 >= indicator4)   IF (c1 AND c2) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN dir = 1 level = close+15*pointsize ENDIF   if dir=1 then buy 5 perpoint at level stop endif   // Conditions to exit long positions indicator5 = ExponentialAverage[5](close) indicator6 = ExponentialAverage[15](close) c3 = (indicator5 CROSSES UNDER indicator6) indicator7 = ExponentialAverage[15](close) c4 = (close <= indicator7)   IF c3 OR c4 THEN SELL AT MARKET ENDIF   // Conditions to enter short positions indicator8 = ExponentialAverage[5](close) indicator9 = ExponentialAverage[15](close) c5 = (indicator8 CROSSES UNDER indicator9) indicator10 = DIminus[14](close) indicator11 = DIplus[14](close) c6 = (indicator10 >= indicator11)   IF (c5 AND c6) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN dir = -1 level = close-15*pointsize ENDIF   if dir=-1 then sellshort 5 perpoint at level stop endif   // Conditions to exit short positions indicator12 = ExponentialAverage[5](close) indicator13 = ExponentialAverage[15](close) c7 = (indicator12 CROSSES OVER indicator13) indicator14 = ExponentialAverage[15](close) c8 = (close >= indicator14)   IF c7 OR c8 THEN EXITSHORT AT MARKET ENDIF   // Stops and targets SET STOP pLOSS 10

   

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  CJB64

  

  Nicolas

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  04/18/2019 at 4:17 PM #96764
  CJB64

  Fantastic, thanks Nicholas, I am not at screen at moment but will try it tomorrow. Thanks again!

  

  CJB64

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