MACd auto trading Attempt

• 05/14/2019 at 4:13 AM #98412
  DJB1974

  Hello there every, new to this group.

  Im attempting to set up an auto trader based on the MACd and i cant work out why its buying and selling at the same time. See attached pic

  Nothing i change seems to make a difference to it, can any body please assist?

  Cheers

   

  DJ

   

   

  

  DJB1974

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  05/14/2019 at 6:20 AM #98414
  robertogozzi

  Please post your code so we can help find out any issue.

  We need to be able to replicate your trades.

  You also need to tell us:

  • Instrument
  • Time frame used

   

  

  robertogozzi

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  05/14/2019 at 9:06 AM #98426
  DJB1974

  Here is my code

  Not sure what u mean by Instrument sorry

  1 min time frame on the any market/chart i apply it too

  hope that helps, if u need more please let me know

  cheers

  DJ

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 0 // Conditions to enter long positions indicator1 = MACDline[12,26,9](close) indicator2 = ExponentialAverage[9](indicator1) c1 = (indicator1 < indicator2) IF c1 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to enter short positions indicator3 = MACDline[12,26,9](close) indicator4 = ExponentialAverage[9](indicator3) c2 = (indicator3 > indicator4) IF c2 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stops and targets SET STOP pTRAILING 10 SET TARGET pPROFIT 100

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 0   // Conditions to enter long positions indicator1 = MACDline[12,26,9](close) indicator2 = ExponentialAverage[9](indicator1) c1 = (indicator1 < indicator2)   IF c1 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF   // Conditions to enter short positions indicator3 = MACDline[12,26,9](close) indicator4 = ExponentialAverage[9](indicator3) c2 = (indicator3 > indicator4)   IF c2 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Stops and targets SET STOP pTRAILING 10 SET TARGET pPROFIT 100

   

  

  DJB1974

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  05/14/2019 at 9:18 AM #98427
  DJB1974

  macd trader

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 0 // Conditions to enter long positions indicator1 = MACDline[12,26,9](close) indicator2 = ExponentialAverage[9](indicator1) c1 = (indicator1 < indicator2) IF c1 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to enter short positions indicator3 = MACDline[12,26,9](close) indicator4 = ExponentialAverage[9](indicator3) c2 = (indicator3 > indicator4) IF c2 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Stops and targets SET STOP pTRAILING 10 SET TARGET pPROFIT 100

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Prevents the system from placing new orders on specified days of the week daysForbiddenEntry = OpenDayOfWeek = 0   // Conditions to enter long positions indicator1 = MACDline[12,26,9](close) indicator2 = ExponentialAverage[9](indicator1) c1 = (indicator1 < indicator2)   IF c1 AND not daysForbiddenEntry THEN BUY 1 CONTRACT AT MARKET ENDIF   // Conditions to enter short positions indicator3 = MACDline[12,26,9](close) indicator4 = ExponentialAverage[9](indicator3) c2 = (indicator3 > indicator4)   IF c2 AND not daysForbiddenEntry THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Stops and targets SET STOP pTRAILING 10 SET TARGET pPROFIT 100

   

  

  DJB1974

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  05/14/2019 at 9:28 AM #98431
  GraHal

  DJB1974 wrote:

  i cant work out why its buying and selling at the same time

  Your code doesn’t do above on my platform … it does attached.

  EDIT / PS

  What do you have spread set at?

  If you have it set at 10 then it will do what you are experiencing due to your  TS of 10.

  

  GraHal

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  05/14/2019 at 9:28 AM #98433
  DJB1974

  you can see on the chart that its making 2 orders at a time.

  

  DJB1974

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  05/14/2019 at 9:30 AM #98436
  DJB1974

  yet on the closed list there doesnt appear to be multiple transactions at the same time

  

  DJB1974

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  05/14/2019 at 9:44 AM #98439
  DJB1974

  i asked in another thread what MAE and MFE stand for, so i best get these dumb questions out of the way as well Abs Perf? Relate Per%? what do they mean please?

  Does nbr bars refer to the points/pips of trade?

  Also, i have a trailing stop of 10 set why is it then on the losing trades that the nbr bars showing 10 + shouldnt this close the trade at 10 losing points instead of the 20, 23, 19 that it shows?

  cheers

  DJ

   

  

  DJB1974

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  05/14/2019 at 9:45 AM #98441
  robertogozzi

  It’s because your trailing stop is hit, usually within the first bar, since it’s really tight.

  As you can see from my Pic1 (the same as your, but abridged), the first two trades are tagged both as ENTRY first, then as TRAILING STOP on exit. While the third one hit your target profit.

  You can easily spot them on pic2.

  

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  05/14/2019 at 9:47 AM #98444
  robertogozzi

  Mine is on DAX, 1h, that’s what I meant by “instrument“.

  

  robertogozzi

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  05/14/2019 at 11:46 AM #98454
  DJB1974

  so from my coding what do i need to change to stop it happening please?

  whats a more reasonable trailing stop, take profit margin to assist it?

  

  DJB1974

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  05/14/2019 at 11:50 AM #98455
  DJB1974

  Its interesting to see the same strategy do completely different things , on the left is the asx200 index, which is after hours now, and then on the right the EUR/USD, being a FX trade im guessing the market doesnt shut down like each countries local Stockmarkets.

  

  DJB1974

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  05/14/2019 at 11:53 AM #98457
  GraHal

  DJB1974 wrote:

  whats a more reasonable trailing stop, take profit margin to assist it?

  Try using the Optimiser to determine above.

  Have you  watched Nicolas videos?

  

  GraHal

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  05/14/2019 at 11:55 AM #98458
  DJB1974

  GraHal wrote:

  DJB1974 wrote:

  i cant work out why its buying and selling at the same time

  Your code doesn’t do above on my platform … it does attached.

  EDIT / PS

  What do you have spread set at?

  If you have it set at 10 then it will do what you are experiencing due to your TS of 10.

  If i have what part set at 10? the TS or something else?

   

  

  DJB1974

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  05/14/2019 at 12:36 PM #98466
  GraHal

  DJB1974 wrote:

  If i have what part set at 10? the TS or something else?

  See red squiggly line on attached

  

  GraHal

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