Popular Rule Based Model

odin · 2018-04-12T17:23:01+00:00

Dear Forum Members, Dear Nicolas, a lot of institutional banking firms work with “rule bases investments”. the most popular in our bank is the 200sma/38sma rule based strategy with a 3 % filter for noise. i wanna have this code for my own to use ist in pro realtime. i wanna code this in weekly form, because i check the markets on weekends. description: if the 8 week sma is over the upper band it is a long signal until the the 8 week sma is under the lower band a new long signal is formed when the 8 week sma is over the upper band again. my problem: i cannot code the description until …. please can you do this for me – in my indicator not i have no very time a histogramm and the value is 0. that´s false – the logic is green or red and not 0. do you understand what i mean. please recode my code – that its correct 🙂 thank you so much 🙂 here is my code: // orginial 200 day sma c1 = average[40](close) // the 3 % up band c2 = c1*1.03 // the 3 % low band c3 = c1*0.97 // the original 38 day sma c4 = average[8](close) //histogramm building // result1 is green // result2 is red if c4 > c2 then result1 = 1 else result1 = 0 endif if c4 < c3 then result2 = 1 else result = 0 endif return result1, result2, 0

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04/14/2018 at 12:17 PM #68351 quote

Despair
Blocked

Master

You will need one parameter where you enter your initial balance since you can’t check your account balance with PRT. Then you update this variable after every closed trade with help of the strategyprofit.

04/15/2018 at 4:13 PM #68407 quote

odin
Participant

Veteran

Can you Code the Parameter Into my system ?

04/16/2018 at 7:44 PM #68518 quote
odin
Participant

Veteran
here is my code, with reinvestment.
```
// Festlegen der Code-Parameter
DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert
capital = 100000 + strategyprofit
n = capital / close
// orginial 200 day sma
c1 = average[40](close)
// the 3 % up band
c2 = c1*1.03
// the 3 % low band
c3 = c1*0.97
// the original 38 day sma
c4 = Average[8](close)

// Bedingungen zum Einstieg in Long-Positionen

IF c4 > c2 THEN
BUY n shares AT MARKET
ENDIF

// Bedingungen zum Ausstieg von Long-Positionen
IF c4 < c3 THEN
SELL AT MARKET
ENDIF
```
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04/30/2018 at 7:23 AM #69403 quote
ANDY
Participant

Average
```
Is it possible to create a screnner when the long conditions of the Trading System  or when the indicator conditions?
```
```
thank you
```
04/30/2018 at 7:27 AM #69404 quote

ANDY
Participant

Average

It is possible ro create a screnner when the conditions of the Trading Sistem or the indicator ?

thank you
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