Optimization moving average crossing strategy with “machine learning”

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01/17/2022 at 8:19 PM #185770 quote

SnorreDK
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Junior

Does enyone know how to write a strategy that tests which crossing is best for long and short entry from this indicatorfile?

Optimization moving average crossing strategy with “machine learning”

01/17/2022 at 9:20 PM #185774 quote

GraHal
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Master

Did you see this Topic?

https://www.prorealcode.com/topic/optimization-moving-average-crossing-strategy/

SnorreDK thanked this post

01/18/2022 at 9:57 AM #185796 quote

SnorreDK
Participant

Junior

Thanks GraHal. I Will have a look.

01/19/2022 at 9:39 PM #185981 quote

Khaled
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Veteran

I tested the code shared by GraHal. Please note that you need to define the periods of the two MAs as constant, i.e. if EMA[P1] crosses over/under HullAverage[P2]. This code doesn’t allow to goal seek which P1 and P2 best fit your strategy.

01/19/2022 at 10:28 PM #185990 quote

nonetheless
Participant

Master

You can optimize the periods separately if you want, but it works on the basis that some MAs are inherently faster than others, even with the same period.

01/19/2022 at 11:05 PM #185994 quote

Khaled
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Veteran

I agree, you can optimize the P1/P2 with backtest in ProOrder, but not as “machine learning” as suggested in the title of this topic.
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Optimization moving average crossing strategy with “machine learning”

ProOrder: Automated Strategies & Backtesting

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SnorreDK @snorredk Participant

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This topic contains 5 replies,
has 4 voices, and was last updated by Khaled
4 years, 1 month ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	01/17/2022
Status:	Active
Attachments:	No files

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