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• 10/07/2022 at 3:27 AM #202041
  JS

  Hi @Trader Sab

  When I use your new code (Dow Jones, TF 5 min) it does exactly what it’s supposed to do:

  He opens a long position when “Close Crosses Over indicator1”

  He opens a short position when “Close Crosses Under indicator1”

  The “Set Stop Trailing 10” works as it should.

  The indicated times “FlatBefore / FlatAfter” also work well.

  So, I don’t get random positions being opened?

  The last comments about “C3 = True / 1” are based on a misunderstanding with GraHal.

  GraHal tried to explain something completely different, namely the use of the “Graph” instruction.

  Line 27 (with “True” or “1”) can be completely cancelled because line 29 already says “If c3 Then” and that is sufficient…

   

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  Trader Sab, GraHal

  

  JS

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  10/07/2022 at 9:20 AM #202048
  GraHal

  Trader Sab wrote:

  however I got a dismal result

  It can happen, especially when using  – close crosses under / over averages – which are notorious for optimisation to quickly turn from profit to loss.

  In my version code / .itf I posted … try optimising a variable for the EA period (in place of period = 20) and  you will see what I mean.

  Let us know how you get on?

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  GraHal

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  10/07/2022 at 10:06 AM #202051
  Trader Sab

  @GraHal

  Good morning. Thank you so much for your encouraging words and all the support. I like the optimization you have on the code to make profit and stops more dynamic.

  I tested both system this morning again and got the results below. I added the DEFPARAM flatbefore / after  back into your code which did not improve the result.

  I think I have to test it a bit longer to see more results. Compared to the codes you write this very simple and if it is going to work I’d be cuffed. 🙂

  

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  10/07/2022 at 10:18 AM #202062
  Trader Sab

  @GraHal

  Just to show you what I mean, the code opened a long position at 11 am, where the condition of crossing over EMA20 was not given. I have to specify more clearly the signal but I am not sure how.

   

  BTW sorry for the gazillion attachments in the last post, not sure how this happened.

  

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  10/07/2022 at 10:27 AM #202065
  GraHal

  If you post the code you are analysing above then I will try it on my platform and we can compare like with like.

   

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  GraHal

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  10/07/2022 at 1:51 PM #202075
  Trader Sab

  @GraHal

  I hope this works, not with the attachments. Thank you in advance for helping me out.

  

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  10/07/2022 at 2:38 PM #202078
  GraHal

  Trader Sab wrote:

  where the condition of crossing over EMA20 was not given

  Your Buy entry condition (in EMA 20 SYSTEm DJI you posted) is NOT crossing over (as you say above); it is >= … see Line 8 below in your full code.

  Also Set Stop Trailing 10 will never work on DJI … it will whipsaw you in and out of loads of trades and make an overall loss. Remove the TS for now, until you get the rest of the code understood / working.

  // 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 >= indicator1[1]) IF c1 THEN BUY 0.5 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator2 = ExponentialAverage[20](close) c2 = (close CROSSES UNDER indicator2[1]) IF c2 THEN SELL AT MARKET ENDIF SET STOP TRAILING 10 // Conditions to enter short positions indicator1 = ExponentialAverage[20](close) c1 = (close <= indicator1[1]) IF c1 THEN SELLSHORT 0.5 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator2 = ExponentialAverage[20](close) c2 = (close > indicator2) IF c2 THEN EXITSHORT AT MARKET ENDIF SET STOP TRAILING 10

  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

  // 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 >= indicator1[1])   IF c1 THEN BUY 0.5 CONTRACT AT MARKET ENDIF   // Conditions to exit long positions indicator2 = ExponentialAverage[20](close) c2 = (close CROSSES UNDER indicator2[1])   IF c2 THEN SELL AT MARKET ENDIF SET STOP TRAILING 10   // Conditions to enter short positions indicator1 = ExponentialAverage[20](close) c1 = (close <= indicator1[1])   IF c1 THEN SELLSHORT 0.5 CONTRACT AT MARKET ENDIF   // Conditions to exit short positions indicator2 = ExponentialAverage[20](close) c2 = (close > indicator2)   IF c2 THEN EXITSHORT AT MARKET ENDIF SET STOP TRAILING 10

   

  

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  10/07/2022 at 3:34 PM #202081
  GraHal

  GraHal wrote:

  Remove the TS for now

  Or optimise the TS value using min = 25, max = 250, step = 25

  

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  10/07/2022 at 5:03 PM #202085
  GraHal

  Work to the premise that your code will be working correctly and functioning as the code is written.

  Have you tried / understood what to do with GRAPH yet? It is a way to show under the equity curve and positions if and when the GRAPH conditions are met.

  So if you enter GRAPH C1 (just that, nothing more) at the bottom of your code I posted above, then click on backtest, you wll see an extra display appear which shows value = 1 for all bars where c1 = (close >= indicator1[1]).

   

  

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