Lets suppose following code for ProOrder:

// Definición de los parámetros del código
DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada
DEFPARAM FlatBefore=090000
DEFPARAM FlatAfter=220000


//Variables
sl=20// Stop Loss
xx=30// Periodos WeightedAverage

wma=WeightedAverage[xx](close)


// Condiciones para entrada de posiciones largas
IF close CROSSES OVER wma THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Condiciones de salida de posiciones largas
IF close CROSSES UNDER wma THEN
SELL  AT MARKET
ENDIF

// Condiciones de entrada de posiciones cortas
IF close CROSSES UNDER wma THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// Condiciones de salida de posiciones cortas
IF close CROSSES OVER wma THEN
EXITSHORT  AT MARKET
ENDIF

// Stops y objetivos
SET STOP pLOSS sl

If I start this code in ProOrder, the order will start on the open of the next candle where the price crosses over the weighted moving average, and not in the exact moment than the prices crosses over this WMA. And the next candle can be too late, or, at least, I can lose the difference between crossing and close.

The problem is that I don’t know the instruction to change “close” to for example “price” in the code

“IF close CROSSES OVER wma THEN”

I also tried with for example “typical price” instead of “close”. It changes a little, but is not what desired.

Is there any instruction to lose this problem, or which would be the way?

Please, see the photo hereby for more understanding.

I also tried with custoIII

Start-ProOrder.jpg