Optimization moving average crossing strategy with “machine learning”

• 01/17/2022 at 8:19 PM #185770
  SnorreDK

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

  https://www.prorealcode.com/prorealtime-trading-strategies/optimization-ma-cross-machine-learning/

   

   

  

  SnorreDK

  Participant

  Topics: 12

  Replies: 75

  Been thanked: 3 times
  01/17/2022 at 9:20 PM #185774
  GraHal

  Did you see this Topic?

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

  1 user thanked author for this post.

  SnorreDK

  

  GraHal

  Participant

  Topics: 204

  Replies: 8399

  Been thanked: 2041 times
  01/18/2022 at 9:57 AM #185796
  SnorreDK

  Thanks GraHal. I Will have a look.

  

  SnorreDK

  Participant

  Topics: 12

  Replies: 75

  Been thanked: 3 times
  01/19/2022 at 9:39 PM #185981
  Khaled

  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.

  

  Khaled

  Participant

  Topics: 59

  Replies: 314

  Been thanked: 65 times
  01/19/2022 at 10:28 PM #185990
  nonetheless

  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.

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  01/19/2022 at 11:05 PM #185994
  Khaled

  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.

  

  Khaled

  Participant

  Topics: 59

  Replies: 314

  Been thanked: 65 times
• Author
  Posts