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10/06/2022 at 9:59 AM #201986 quote

Trader Sab
Participant

New

Hi

I am not sure in what TF you let it run. I get much poorer result than you 🙁

I also have another question and I can’t find the ‘thinking’ error I am doing (blond after all! LOL)

The below code opens at random positions although price has moved far away from EMA20. I tried the comands great than and lesser than but the results are not good either.

Appreciate you taking time to help me out.

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
DEFPARAM FLATBEFORE = 083000
DEFPARAM FLATAFTER = 220000

// Conditions to enter long positions
indicator1 = ExponentialAverage[20](close)
c1 = (close crosses over indicator1)

IF c1 THEN
BUY 0.5 CONTRACT AT MARKET
ENDIF

// Conditions to exit long positions
indicator2 = ExponentialAverage[20](close)
c2 = (close CROSSES UNDER indicator1)

IF c2 THEN
SELL AT MARKET
ENDIF
SET STOP TRAILING 10

// Conditions to enter short positions
indicator1 = ExponentialAverage[20](close)
c3 = (close crosses under indicator1)

IF c3 THEN
SELLSHORT 0.5 CONTRACT AT MARKET
ENDIF

// Conditions to exit short positions
indicator2 = ExponentialAverage[20](close)
c4 = (close CROSSES OVER indicator1)

IF c4 THEN
EXITSHORT AT MARKET
ENDIF
SET STOP TRAILING 10

Trade-Activity-061022.jpg DAX-CHART-TRADES-061022.jpg

10/06/2022 at 10:02 AM #201990 quote

robertogozzi
Moderator

Master

A couple of ENDIFs are missing.

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10/06/2022 at 10:09 AM #201992 quote

robertogozzi
Moderator

Master

Actually they were missing in your previous code.

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10/06/2022 at 11:32 AM #202001 quote

Trader Sab
Participant

New

Hi

I try to reduce the variables as much as possible to get a really simple system working.

However when I let the code below run, it always opens random short positions for me, instead of having just one since early morning. I know the issue is with the entry condition c1 and c2, which I have defined as crossing over/under, but for some reason the code then opens random positions that are below indicator1 and have not fullfilled the conditon of crossing. I know there is a fault in my thinking and I can’t figure it out. Greatly appreciate your help! Thanks in advance

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
DEFPARAM FLATBEFORE = 083000
DEFPARAM FLATAFTER = 220000

// Conditions to enter long positions
indicator1 = ExponentialAverage[20](close)
c1 = (close crosses over indicator1)

IF c1 THEN
BUY 0.5 CONTRACT AT MARKET
ENDIF

// Conditions to exit long positions
indicator1 = ExponentialAverage[20](close)
c2 = (close < indicator1)

IF c2 THEN
SELL AT MARKET
ENDIF
SET STOP TRAILING 10

// Conditions to enter short positions
indicator1 = ExponentialAverage[20](close)
c3 = (close crosses under indicator1)

IF c3 THEN
SELLSHORT 0.5 CONTRACT AT MARKET
ENDIF

// Conditions to exit short positions
indicator2 = ExponentialAverage[20](close)
c4 = (close > indicator1)

IF c4 THEN
EXITSHORT AT MARKET
ENDIF
SET STOP TRAILING 10

10/06/2022 at 12:19 PM #202004 quote

GraHal
Participant

Master

You don’t say in the post above an Instrument or Timeframe.

Anyway I got attached curve with attached .itf (Note attached is on 1K bars only for quickness in optimising for me. A12, A13 are variables in the optimiser … my quick way of id notation)

It may help motivation and understanding if you see a profit developing … I know it does with me!! 🙂

Import the .itf into your Algo area of platform.

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Sab.jpg Sab-EAx-DJI-M5-1K-v1gh.itf

10/06/2022 at 12:58 PM #202007 quote

GraHal
Participant

Master

Trader Sab wrote:

it always opens random short positions for me

By random do you mean NOT when crosses under occurs?

If you insert below in your code you can see when C3 = True / 1

IF c3 THEN
SELLSHORT 0.5 CONTRACT AT MARKET
ENDIF

GRAPH C3

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10/06/2022 at 1:35 PM #202008 quote

Trader Sab
Participant

New

Thank you very much. I know that I need to clearly define as the only short scenario the bar crossing over the indicator.

I tried your idea but I couldn’t make it work.

Appreciate your help. Looks like this system would work nicely once this fault is eliminated.

If-c3-True.jpg

10/06/2022 at 1:38 PM #202010 quote

Trader Sab
Participant

New

I still can’t get it to work with only one indicator and such a simple strategy. What am I missing? I know the error is somewhere in the definition of crossing over or under but how can I define this precise? I tried with close [0] open [0] and close [1] none did eliminate the mistake.

Thank you very much.

10/06/2022 at 2:09 PM #202011 quote

GraHal
Participant

Master

Code on your screen shot above is not replicating what I specified using GRAPH

GRAPH

10/06/2022 at 2:16 PM #202012 quote

GraHal
Participant

Master

Trader Sab wrote:

I know the error is somewhere in the definition of crossing over or under

No … as seen by my .itf I provided … which is why I posted the .itf to show that the crossing over / under can and does work.

It’s more your original strategy – re Sell and ExitShort – that are not working … if we cross under EA20 then chances are we might – for a while – get whipsawed out again due to price > EA 20.

Above is why I rem’d out your Sell and Exitshort conditions in your original strategy.

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10/06/2022 at 2:26 PM #202014 quote

GraHal
Participant

Master

Trader Sab wrote:

I still can’t get it to work

What do you mean by “get it to work”?

If you mean get your code to do what the code states it should do? Then by using GRAPH you can analyse what it is doing and when etc.

If you mean … doesn’t make profit, then my comments in my previous post above are more relevant.

(Do not go Live with REAL money and any Algo until tested in Demo Account for > min of 50 trades and 1 month; preferable 100’s of trades and 6 to 12 months in Demo! 🙁 )

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10/06/2022 at 2:46 PM #202015 quote
PeterSt
Participant

Master
Trader Sab, change that line of code (see attachment) into :
```
If C3 = True then // 1
```
That will avoid that error. It is just a syntax error.

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image_2022-10-06_154425147.png
10/06/2022 at 9:23 PM #202030 quote

Trader Sab
Participant

New

@GraHal

Good evening

Thanks for the improved code and I run the new code on DJI with 1k on 5 min chart, however I got a dismal result. I am not sure why back testing can give such different results with on the same instrument when performed at different times.

In the code with only the EMA20 as signal line, I tried to work with your suggestion but it returns an error message. I figured out that I need to define the crossing candle differently to set it apart from the other candles that open below the EMA20. However non of the candles that opened positions after the initial crossing fulfilled the close crosses over/ under EMA20 but the system still opened the position

I truly appreciate your help, I am a bit lost but enjoy the learning tremendously.

Have a great evening

GraHal-Test.jpg GraHal-Test-2.jpg trying-to-define-the-cross-over-candle.jpg

10/06/2022 at 9:28 PM #202035 quote

Trader Sab
Participant

New

Well I tried your suggestion but it still returns an error.

I know I have to define that only the first candle is the signal to open a new position but I am not sure how to do this.

Thank you so much for your help

trying-to-define-the-cross-over-candle-1.jpg

10/06/2022 at 11:36 PM #202040 quote

robertogozzi
Moderator

Master

TRUE cannot be used that way, replace it with 1.

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