MACDZ alignment issues with actual trade entry
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// ------------------------------------------------------------------------ // MACDZ Component Mapping (Aligned with PRT Chart Labels): // - MACD Zero Lag → myMACDline (Blue Line) // - Zero Lag Signal → myMACDsignal (Red Line) // - MACD - Signal → Histogram (Green Histogram = myMACDline - myMACDsignal) // ------------------------------------------------------------------------ // OPTIMIZATION RANGES: // - R1: myMACDFast → Short-term EMA // - R2: myMACDSlow → Long-term EMA // - R3: myMACDSignal → Signal EMA applied to MACD line // ======================================================================== // === INPUT PARAMETERS === myMACDFast = myMACDFast // R1: Short-term EMA myMACDSlow = myMACDSlow // R2: Long-term EMA myMACDSignal = myMACDSignal // R3: Signal EMA myATRperiod = 14 myATRmultiplier = 2.5 myRiskPercent = 5 myInitialBalance = 100000 // === INDICATORS === myMACDline = ExponentialAverage[myMACDFast](close) - ExponentialAverage[myMACDSlow](close) myMACDsignal = ExponentialAverage[myMACDSignal](myMACDline) myATR = AverageTrueRange[myATRperiod] // === ENTRY SIGNALS === // Detect actual crossover on previous bar and act on current bar myLongSignal = myMACDline[1] <= myMACDsignal[1] AND myMACDline > myMACDsignal myShortSignal = myMACDline[1] >= myMACDsignal[1] AND myMACDline < myMACDsignal // === EXIT SIGNALS === // Detect crossover in reverse direction to close position on the same bar myExitLongSignal = myMACDline[1] >= myMACDsignal[1] AND myMACDline < myMACDsignal myExitShortSignal = myMACDline[1] <= myMACDsignal[1] AND myMACDline > myMACDsignalHi there buddy PRT coders.
I am having alignment issues with MACDZ and the actual trade entry on the price chart.
Panel = variables:
makes clear and correct trade entry and exit, as per the actual (stated above)
green peak = long trade entry
red peak = short trade entry
black shape -1 = stop loss hit
black shape +1 = opposite signal hitsee attached images, there is a clear mis-alignment of the MACDZ no matter the param values I use.
Also attached is param variable for said MACDZCode snippets pasted, as coded…
Any guidance on this is very much appreciated, as always.
NTBTW: we really need to use discord… it is so much easier to use, to share code, chat, links to chat, upload files etc…. !!!
and so very easy to manage…. 🙂KumoNoJuzza thanked this postI used your code with standard MACD parameters and all signals seem correct:
// ------------------------------------------------------------------------ // MACDZ Component Mapping (Aligned with PRT Chart Labels): // - MACD Zero Lag → myMACDline (Blue Line) // - Zero Lag Signal → myMACDsignal (Red Line) // - MACD - Signal → Histogram (Green Histogram = myMACDline - myMACDsignal) // ------------------------------------------------------------------------ // OPTIMIZATION RANGES: // - R1: myMACDFast → Short-term EMA // - R2: myMACDSlow → Long-term EMA // - R3: myMACDSignal → Signal EMA applied to MACD line // ======================================================================== // === INPUT PARAMETERS === myMACDFast = 12//myMACDFast // R1: Short-term EMA myMACDSlow = 26//myMACDSlow // R2: Long-term EMA myMACDSignal = 9 //myMACDSignal // R3: Signal EMA myATRperiod = 14 myATRmultiplier = 2.5 myRiskPercent = 5 myInitialBalance = 100000 // === INDICATORS === myMACDline = ExponentialAverage[myMACDFast](close) - ExponentialAverage[myMACDSlow](close) myMACDsignal = ExponentialAverage[myMACDSignal](myMACDline) myATR = AverageTrueRange[myATRperiod] // === ENTRY SIGNALS === // Detect actual crossover on previous bar and act on current bar myLongSignal = myMACDline[1] <= myMACDsignal[1] AND myMACDline > myMACDsignal myShortSignal = myMACDline[1] >= myMACDsignal[1] AND myMACDline < myMACDsignal // === EXIT SIGNALS === // Detect crossover in reverse direction to close position on the same bar myExitLongSignal = myMACDline[1] >= myMACDsignal[1] AND myMACDline < myMACDsignal myExitShortSignal = myMACDline[1] <= myMACDsignal[1] AND myMACDline > myMACDsignal RETURN myLongSignal AS "myLongSignal",-myShortSignal AS "myShortSignal",myExitLongSignal AS "myExitLongSignal",-myExitShortSignal AS "myExitShortSignal"NeoTrader and Iván González thanked this post12,26,9 is the standard set of values.
Tomorrow morning I will write the code for the backtest.
That is very much appreciated Robert 🙂
Thank you kindly in advance…Do you mind me asking, if you do write this code…
Long entry example:
Is is possible on the price chart, to show a single green line under the ‘bar’ where the trade entry occurs, and this line is at the stop loss level (initial)?
The opposite would apply to a short entry (red). see attached image…
1. is line for short entry level
2. is trailing stop engaged (breakeven), but not ratcheting down!I can get a line to stagger across the chart as a trailing stop, but it does not adjust (ratchet up) when the price rises… and the same is true for the short, the trailing stop line, does not ratchet down, when the short trade is exited…
See attached with staggered horz lines…. acting as trailing stop levels…. which is true for the entry, but not for the exit.
1. horz trailing stop for short starts well, at 3. it fails to ratchet down, hence the ‘X’
2. ideally a line like so, tracking the trailing stop, would be ideal 🙂with thanks and much appreciation Robert.
NTHere is the code ready for backtesting:
both SL and TP are set to quite high percentages to make sure they have enough time to show exiting on an opposite signal. This is the almost the same version, but uses Stop & Reverse to exit on an opposite signal:// ------------------------------------------------------------------------ // MACDZ Component Mapping (Aligned with PRT Chart Labels): // - MACD Zero Lag → myMACDline (Blue Line) // - Zero Lag Signal → myMACDsignal (Red Line) // - MACD - Signal → Histogram (Green Histogram = myMACDline - myMACDsignal) // ------------------------------------------------------------------------ // OPTIMIZATION RANGES: // - R1: myMACDFast → Short-term EMA // - R2: myMACDSlow → Long-term EMA // - R3: myMACDSignal → Signal EMA applied to MACD line // ======================================================================== // === INPUT PARAMETERS === myMACDFast = 12//myMACDFast // R1: Short-term EMA myMACDSlow = 26//myMACDSlow // R2: Long-term EMA myMACDSignal = 9 //myMACDSignal // R3: Signal EMA myATRperiod = 14 myATRmultiplier = 2.5 myRiskPercent = 5 myInitialBalance = 100000 // === INDICATORS === myMACDline = ExponentialAverage[myMACDFast](close) - ExponentialAverage[myMACDSlow](close) myMACDsignal = ExponentialAverage[myMACDSignal](myMACDline) myATR = AverageTrueRange[myATRperiod] // === ENTRY SIGNALS === // Detect actual crossover on previous bar and act on current bar myLongSignal = myMACDline[1] <= myMACDsignal[1] AND myMACDline > myMACDsignal myShortSignal = myMACDline[1] >= myMACDsignal[1] AND myMACDline < myMACDsignal // === EXIT SIGNALS === // Detect crossover in reverse direction to close position on the same bar myExitLongSignal = myMACDline[1] >= myMACDsignal[1] AND myMACDline < myMACDsignal myExitShortSignal = myMACDline[1] <= myMACDsignal[1] AND myMACDline > myMACDsignal //RETURN myLongSignal AS "myLongSignal",-myShortSignal AS "myShortSignal",myExitLongSignal AS "myExitLongSignal",-myExitShortSignal AS "myExitShortSignal" IF Not oNmARKET THEN IF myLongSignal THEN BUY 1 CONTRACT AT MARKET ELSIF myShortSignal THEN SELLSHORT 1 CONTRACT AT MARKET END SET STOP %LOSS 4.0 SET TARGET %PROFIT 6.0 ENDIF IF LongOnMarket AND myExitLongSignal THEN SELL AT MARKET ELSIF ShortOnMarket AND myExitShortSignal THEN EXITSHORT AT MARKET ENDIF// ------------------------------------------------------------------------ // MACDZ Component Mapping (Aligned with PRT Chart Labels): // - MACD Zero Lag → myMACDline (Blue Line) // - Zero Lag Signal → myMACDsignal (Red Line) // - MACD - Signal → Histogram (Green Histogram = myMACDline - myMACDsignal) // ------------------------------------------------------------------------ // OPTIMIZATION RANGES: // - R1: myMACDFast → Short-term EMA // - R2: myMACDSlow → Long-term EMA // - R3: myMACDSignal → Signal EMA applied to MACD line // ======================================================================== // === INPUT PARAMETERS === myMACDFast = 12//myMACDFast // R1: Short-term EMA myMACDSlow = 26//myMACDSlow // R2: Long-term EMA myMACDSignal = 9 //myMACDSignal // R3: Signal EMA myATRperiod = 14 myATRmultiplier = 2.5 myRiskPercent = 5 myInitialBalance = 100000 // === INDICATORS === myMACDline = ExponentialAverage[myMACDFast](close) - ExponentialAverage[myMACDSlow](close) myMACDsignal = ExponentialAverage[myMACDSignal](myMACDline) myATR = AverageTrueRange[myATRperiod] // === ENTRY SIGNALS === // Detect actual crossover on previous bar and act on current bar myLongSignal = myMACDline[1] <= myMACDsignal[1] AND myMACDline > myMACDsignal myShortSignal = myMACDline[1] >= myMACDsignal[1] AND myMACDline < myMACDsignal // === EXIT SIGNALS === // Detect crossover in reverse direction to close position on the same bar //myExitLongSignal = myMACDline[1] >= myMACDsignal[1] AND myMACDline < myMACDsignal //myExitShortSignal = myMACDline[1] <= myMACDsignal[1] AND myMACDline > myMACDsignal //RETURN myLongSignal AS "myLongSignal",-myShortSignal AS "myShortSignal",myExitLongSignal AS "myExitLongSignal",-myExitShortSignal AS "myExitShortSignal" // IF Not LongoNmARKET AND myLongSignal THEN BUY 1 CONTRACT AT MARKET ELSIF Not ShortOnMarket AND myShortSignal THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF SET STOP %LOSS 4.0 SET TARGET %PROFIT 6.0NeoTrader thanked this post
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| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 05/19/2025 |
| Status: | Active |
| Attachments: | 7 files |
