Two rules to be met but with x bars between

PastaPesto · 2019-02-05T21:57:47+00:00

Hello! I am in need of help for the following. I have two rules that has to be met before a trade. Lets say first a crossover of EMA and then an engulfing candle. The only problem is that I can only code this to happen at the exact same time for an order to be triggered. In the exampel above I want that my first rule (EMA crossover) to be met and then there should be a time space (lets say within 10 candles) where next trigger can be formed (engulfing candle in this example). How do I code a triggered rule to be valid for a x time forward?

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02/05/2019 at 10:57 PM #90565 quote

PastaPesto
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Hello!

I am in need of help for the following. I have two rules that has to be met before a trade. Lets say first a crossover of EMA and then an engulfing candle. The only problem is that I can only code this to happen at the exact same time for an order to be triggered. In the exampel above I want that my first rule (EMA crossover) to be met and then there should be a time space (lets say within 10 candles) where next trigger can be formed (engulfing candle in this example).

How do I code a triggered rule to be valid for a x time forward?

02/05/2019 at 11:13 PM #90566 quote

Vonasi
Moderator

Master

This might help:

2 conditions for order, how many bar between the 2?

There are lots of interesting code snippets to be found here with links to relevant threads. This one is in there.

https://docs.google.com/spreadsheets/d/1rgboqj7sVwsP9ZRhOduOefye48QMWC07jWVXCl-KJPU/edit#gid=0

PastaPesto thanked this post

02/06/2019 at 1:43 PM #90613 quote

PastaPesto
Participant

Veteran

Perfect!

I found it, its working and its simple!

Thanks!
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Two rules to be met but with x bars between

ProOrder: Automated Strategies & Backtesting

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This topic contains 2 replies,
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7 years, 9 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	02/05/2019
Status:	Active
Attachments:	No files