Please Help – Take only the first Cross

• 09/02/2023 at 12:56 PM #220212
  Khaled

  Hello everyone,

  I would like the following code to take only the first cross over or cross under, as the more we progress in the trend the more likely to have fake out.

  Can you please indicate how can I modify the code to have only the first Cross Long or Short? and how to keep the trade all the way up or down?

  Thank you.

  Ma Cross

  DEFPARAM CUMULATEORDERS = FALSE ca=0 cv=0 ATR = AverageTrueRange[PATR](close) MAF = WeightedAverage[PF](WeightedClose) GRAPHONPRICE MAF coloured("cyan") as "MAF" ca = (close crosses over MAF ) cv = (close crosses under MAF ) if time>=080000 and time<=213000 then IF NOT LongOnMarket AND ca THEN BUY 1 CONTRACTS AT MARKET ENDIF // Conditions to enter short positions IF NOT ShortOnMarket AND cv THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF IF LONGONMARKET and cv THEN SELL AT MARKET SELLSHORT 1 CONTRACTS AT MARKET ENDIF IF SHORTONMARKET and ca THEN EXITSHORT AT MARKET BUY 1 CONTRACTS AT MARKET ENDIF ENDIF // Stops and targets : Enter your protection stops and profit targets here SET TARGET PPROFIT TP SET STOP PLOSS SL IF TIME>=214500 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

  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 28 29 30 31 32 33 34 35 36 37 38 39 40 41

  DEFPARAM CUMULATEORDERS = FALSE   ca=0 cv=0   ATR = AverageTrueRange[PATR](close)   MAF = WeightedAverage[PF](WeightedClose)   GRAPHONPRICE MAF coloured("cyan") as "MAF"   ca = (close crosses over MAF ) cv = (close crosses under MAF )   if time>=080000 and time<=213000 then IF NOT LongOnMarket AND ca THEN BUY 1 CONTRACTS AT MARKET ENDIF // Conditions to enter short positions IF NOT ShortOnMarket AND cv THEN SELLSHORT 1 CONTRACTS AT MARKET ENDIF   IF LONGONMARKET and cv THEN SELL AT MARKET SELLSHORT 1 CONTRACTS AT MARKET ENDIF IF SHORTONMARKET and ca THEN EXITSHORT AT MARKET BUY 1 CONTRACTS AT MARKET ENDIF ENDIF   // Stops and targets : Enter your protection stops and profit targets here SET TARGET PPROFIT TP SET STOP PLOSS SL   IF TIME>=214500 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

   

  

  Khaled

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  09/03/2023 at 9:41 AM #220234
  robertogozzi

  There you go (I couldn’t test it as some variables are missing):

  DEFPARAM CUMULATEORDERS = FALSE ONCE FirstCrossOver = 1 ONCE FirstCrossUnder = 1 IF IntraDayBarIndex = 0 THEN FirstCrossOver = 1 FirstCrossUnder = 1 ENDIF ca=0 cv=0 ATR = AverageTrueRange[PATR](close) MAF = WeightedAverage[PF](WeightedClose) GRAPHONPRICE MAF coloured("cyan") as "MAF" ca = (close crosses over MAF ) AND FirstCrossOver cv = (close crosses under MAF ) AND FirstCrossUnder if time>=080000 and time<=213000 then IF NOT LongOnMarket AND ca THEN BUY 1 CONTRACTS AT MARKET FirstCrossOver = 0 ENDIF // Conditions to enter short positions IF NOT ShortOnMarket AND cv THEN SELLSHORT 1 CONTRACTS AT MARKET FirstCrossUnder = 0 ENDIF IF LONGONMARKET and cv THEN SELL AT MARKET SELLSHORT 1 CONTRACTS AT MARKET ENDIF IF SHORTONMARKET and ca THEN EXITSHORT AT MARKET BUY 1 CONTRACTS AT MARKET ENDIF ENDIF // Stops and targets : Enter your protection stops and profit targets here SET TARGET PPROFIT TP SET STOP PLOSS SL IF TIME>=214500 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

  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 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49

  DEFPARAM CUMULATEORDERS = FALSE ONCE FirstCrossOver  = 1 ONCE FirstCrossUnder = 1 IF IntraDayBarIndex = 0 THEN FirstCrossOver  = 1 FirstCrossUnder = 1 ENDIF   ca=0 cv=0   ATR = AverageTrueRange[PATR](close)   MAF = WeightedAverage[PF](WeightedClose)   GRAPHONPRICE MAF coloured("cyan") as "MAF"   ca = (close crosses over MAF )  AND FirstCrossOver cv = (close crosses under MAF ) AND FirstCrossUnder   if time>=080000 and time<=213000 then IF NOT LongOnMarket AND ca THEN BUY 1 CONTRACTS AT MARKET FirstCrossOver   = 0 ENDIF // Conditions to enter short positions IF NOT ShortOnMarket AND cv THEN SELLSHORT 1 CONTRACTS AT MARKET FirstCrossUnder = 0 ENDIF   IF LONGONMARKET and cv THEN SELL AT MARKET SELLSHORT 1 CONTRACTS AT MARKET ENDIF IF SHORTONMARKET and ca THEN EXITSHORT AT MARKET BUY 1 CONTRACTS AT MARKET ENDIF ENDIF   // Stops and targets : Enter your protection stops and profit targets here SET TARGET PPROFIT TP SET STOP PLOSS SL   IF TIME>=214500 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

   

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  Khaled

  

  robertogozzi

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  09/03/2023 at 11:35 AM #220239
  Khaled

  Thank you Roberto.

  

  Khaled

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  09/03/2023 at 12:22 PM #220244
  Khaled

  Thank you Roberto. The code works fine for the first Signal of the day, then doesn’t take any of the other Signals in the same direction. What I would like to achieve is to take the first Signal Long until the First Signal Short happens, then take a Short until the next Signal Long happens and take Long, etc.

  What I would like to avoid is taking two consecutive Long or two consecutive Short. If I exited the first Signal Long with TP or SL and then a second Signal Long appears, I d’ont want the system to take this second Signal in the same direction of the previous one.

  I’ve added the variables optimized with backtest on 2k units on 5 min chart.

  I hope my request is clearer now.

  Ma Cross (test)

  DEFPARAM CUMULATEORDERS = FALSE ca=0 cv=0 PATR = 5 PF = 12 TP = 9 SL = 20 GRAPHONPRICE MAF coloured("cyan") as "MAF" ONCE FirstCrossOver = 1 ONCE FirstCrossUnder = 1 IF IntraDayBarIndex = 0 THEN FirstCrossOver = 1 FirstCrossUnder = 1 ENDIF ATR = AverageTrueRange[PATR](close) MAF = WeightedAverage[PF](WeightedClose) ca = (close crosses over MAF) AND FirstCrossOver cv = (close crosses under MAF) AND FirstCrossUnder if time>=080000 and time<=213000 then IF NOT LongOnMarket AND ca THEN BUY 1 CONTRACTS AT MARKET FirstCrossOver = 0 ENDIF // Conditions to enter short positions IF NOT ShortOnMarket AND cv THEN SELLSHORT 1 CONTRACTS AT MARKET FirstCrossUnder = 0 ENDIF IF LONGONMARKET and cv THEN SELL AT MARKET SELLSHORT 1 CONTRACTS AT MARKET ENDIF IF SHORTONMARKET and ca THEN EXITSHORT AT MARKET BUY 1 CONTRACTS AT MARKET ENDIF ENDIF // Stops and targets : Enter your protection stops and profit targets here SET TARGET PPROFIT TP SET STOP PLOSS SL IF TIME>=214500 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

  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 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53

  DEFPARAM CUMULATEORDERS = FALSE ca=0 cv=0   PATR = 5 PF = 12 TP = 9 SL = 20   GRAPHONPRICE MAF coloured("cyan") as "MAF"   ONCE FirstCrossOver  = 1 ONCE FirstCrossUnder = 1 IF IntraDayBarIndex = 0 THEN FirstCrossOver  = 1 FirstCrossUnder = 1 ENDIF ATR = AverageTrueRange[PATR](close) MAF = WeightedAverage[PF](WeightedClose) ca = (close crosses over MAF)  AND FirstCrossOver cv = (close crosses under MAF) AND FirstCrossUnder if time>=080000 and time<=213000 then IF NOT LongOnMarket AND ca THEN BUY 1 CONTRACTS AT MARKET FirstCrossOver   = 0 ENDIF // Conditions to enter short positions IF NOT ShortOnMarket AND cv THEN SELLSHORT 1 CONTRACTS AT MARKET FirstCrossUnder = 0 ENDIF IF LONGONMARKET and cv THEN SELL AT MARKET SELLSHORT 1 CONTRACTS AT MARKET ENDIF IF SHORTONMARKET and ca THEN EXITSHORT AT MARKET BUY 1 CONTRACTS AT MARKET ENDIF ENDIF // Stops and targets : Enter your protection stops and profit targets here SET TARGET PPROFIT TP SET STOP PLOSS SL IF TIME>=214500 THEN SELL AT MARKET EXITSHORT AT MARKET ENDIF

   

  

  Khaled

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  09/04/2023 at 3:11 PM #220312
  robertogozzi

  There  CANNOT be two consecutive CROSSOVERs in the same direction!

   

  

  robertogozzi

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