Unwanted Trading

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  • 07/07/2016 at 2:06 PM #10299 quote
    jbyrne
    Participant
    Average

    Hi, I have written a basic ema cross over system and the system will buy/sell when I don’t want it too and I can’t see whats wrong with my code. Please take a look any help is welcome, thanks. Screenshot of issue: https://gyazo.com/4c337115afa8ec5e7a11c2b030a30ae4

    defparam preloadbars = 15
defparam CUMULATEORDERS = false


indicator1 = ExponentialAverage[20](close)
indicator2 = ExponentialAverage[50](close)


//buy condition
cBuy = (close CROSSES OVER indicator1)

//sell condition
cSell = (indicator2 CROSSES Over indicator1)

If cbuy then
buy 5 perpoint at market
endif

If csell then
sell at market
endif

if csell then
sellshort 5 perpoint at market
endif

if cbuy then
exitshort at market
endif
    07/07/2016 at 4:50 PM #10303 quote
    mr.brymas
    Participant
    Average

    Maybe if you change to:

    //buy condition
cBuy = (indicator1 CROSSES OVER indicator2)


    //sell condition
cSell = (indicator1 CROSSES UNDER indicator2)
    07/07/2016 at 5:33 PM #10304 quote
    jbyrne
    Participant
    Average

    Hi, that then changes the system to something I don’t want but thanks

    07/08/2016 at 6:49 AM #10310 quote
    mr.brymas
    Participant
    Average

    Ok. You can´t use (close) as a parameter

    07/08/2016 at 12:57 PM #10315 quote
    jbyrne
    Participant
    Average

    I think you can, as it seems to recognize it fine.

    07/11/2016 at 9:19 PM #10404 quote
    Derek
    Participant
    Veteran

    Hi jbyrne,

    the trade appears corect to me because “close” crosses under the EMA20 and then crosses over right after the next bar. The system enters the Position when the next bar opens.

    Maybe you can see it more clear when switching from candlesticks to a line. It appears to be a problem with a choppy signal.

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Unwanted Trading


ProOrder: Automated Strategies & Backtesting

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Author
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jbyrne @jbyrne Participant
Summary

This topic contains 5 replies,
has 3 voices, and was last updated by Derek
9 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/07/2016
Status: Active
Attachments: No files
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