Simple Moving Average Crossover Strategy

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  • 01/18/2023 at 7:20 PM #207645 quote
    GraHal
    Participant
    Master

    Reason no trades after 17 Feb 22 is due to the variable settings shown below.

    Re-optimise and trades are taken during 2022 and 2023

    Timeframe(4 hour)
//Long Entry Criteria
MA1=average[p3,t3](typicalprice)
MA2=average[p4,t3](typicalprice)
cb3 = MA1 crosses over MA2

     

    etc

    01/18/2023 at 7:40 PM #207648 quote
    GraHal
    Participant
    Master

    Ha … it just clicked … maybe it shows / proves how much market structure has changed since the war started (24 Feb 2022)?

    Optimising over long periods may not be the best?

    01/18/2023 at 7:49 PM #207649 quote
    phoentzs
    Participant
    Master

    I recognize the coding style immediately. 😁 This version is by Nonethless. I would rather guess Positionsize=0.5…?

    01/21/2023 at 4:15 PM #207839 quote
    CRISRJ
    Participant
    New

    Dear Grahal,

     

    Thanks to take care about my issue, but you can imagine my low level…….

    About the lines

    1
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    Timeframe(4 hour)
    //Long Entry Criteria
    MA1=average[p3,t3](typicalprice)
    MA2=average[p4,t3](typicalprice)
    cb3 = MA1 crosses over MA2

    I have no idea where in need to put on the code? can you help me. I know I m very bad.

     

    Regards

    Chris

    01/21/2023 at 5:02 PM #207843 quote
    GraHal
    Participant
    Master
    GraHal wrote:

    Reason no trades after 17 Feb 22 is due to the variable settings shown below. Re-optimise and trades are taken during 2022 and 2023

    I must assume you do not know how to use the PRT Platform Optimiser?

    If above is correct then please watch the video on the link below …

    https://www.prorealtime.com/en/videos_tutorial/142_trading_system_backtest_optimization

    01/22/2023 at 2:59 PM #207867 quote
    CRISRJ
    Participant
    New

    Dear GraHal,

     

    Thanks a lot for your assistance.

    Regards

     

    Chris

    GraHal thanked this post
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Simple Moving Average Crossover Strategy


ProOrder: Automated Strategies & Backtesting

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deletedaccount051022 @deletedaccount051022 Participant
Summary

This topic contains 95 replies,
has 12 voices, and was last updated by CRISRJ
3 years, 1 month ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/26/2022
Status: Active
Attachments: 39 files
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