Average cross with Opt

• 05/20/2021 at 9:32 AM #170021
  josei53

  Hi All,

  Can any of you advice me how to code the following things in an average cross with optimization?

  1. Buy / Sell on the same bar where the cross happens
  2. Trade always with the 100% of available Equity
  3. No delay in opening orders.

  Thanks in advance!

  

  josei53

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  05/20/2021 at 2:50 PM #170055
  robertogozzi

  1. strategies are executed when a candle closes, so any trade is entered just a few microseconds before the new candle opens

  2. can you post an example or more details, please?

  3. (same as 1.)

  To overcome points 1 and 2, MTF (Multi Time Frame) support can be used so that you can earlier see what happens on the higher TF from a lower one.

   

  

  robertogozzi

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  05/28/2021 at 4:57 PM #170701
  josei53

  Thank you Roberto for your answer.
  What I meant by “Trade always with the 100% of available Equity” is that I want to always make orders with the available capital, not with the Initial one (reinvesting gains)

  This is what I am using, do you see any error that makes my EMA cross not accurate?
  Thanks!

  DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada DEFPARAM NOCASHUPDATE = false indicator1 = ExponentialAverage[short](close) indicator2 = ExponentialAverage[long](close) c1 = (indicator1[1] CROSSES over indicator2[1]) IF c1 THEN BUY 10000 cash AT MARKET NextBarOpen ENDIF c2 = (indicator1[1] CROSSES under indicator1[1]) IF c2 THEN SELL AT MARKET NextBarOpen ENDIF SET STOP %LOSS 6

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

  DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada DEFPARAM NOCASHUPDATE = false   indicator1 = ExponentialAverage[short](close) indicator2 = ExponentialAverage[long](close) c1 = (indicator1[1] CROSSES over indicator2[1])   IF c1 THEN BUY 10000 cash AT MARKET NextBarOpen ENDIF   c2 = (indicator1[1] CROSSES under indicator1[1])   IF c2 THEN SELL AT MARKET NextBarOpen ENDIF   SET STOP %LOSS 6

  

  josei53

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  05/28/2021 at 5:57 PM #170705
  robertogozzi

  There are some errors:
  1. in line 6 you are referencing the previous candle using [1], so I removed it for the current candle
  2. in line 12 you used the same indicator for the cross under, so I changed it.

  As to lot management, I added a calculation which is based on three parameters I added after DEFPARAM:
  1. starting capital (you have to write the capital you plan to use when the strategy starts)
  2. the minimum lot size allowed by the broker (or any greater value that suits you best)
  3. the number of lots that you usually trade with the starting capital (you will set the number according to
  your preferences about risk, drawdown, margin, etc…) then the calculations that follow will adjust it
  to your profits/losses.

  DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada DEFPARAM NOCASHUPDATE = false ONCE Capital = 10000 ONCE BaseLots = 1 ONCE MinLots = 1 Equity = Capital + StrategyProfit Lots = Equity * BaseLots / Capital Lots = max(MinLots,round((Lots * 10) - 0.5) / 10) indicator1 = ExponentialAverage[short](close) indicator2 = ExponentialAverage[long](close) c1 = (indicator1 CROSSES over indicator2) IF c1 THEN BUY Lots cash AT MARKET NextBarOpen ENDIF c2 = (indicator1 CROSSES under indicator2) IF c2 THEN SELL AT MARKET NextBarOpen ENDIF SET STOP %LOSS 6

  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

  DEFPARAM CumulateOrders = False // Acumulación de posiciones desactivada DEFPARAM NOCASHUPDATE = false   ONCE Capital  = 10000 ONCE BaseLots = 1 ONCE MinLots  = 1 Equity        = Capital + StrategyProfit Lots          = Equity * BaseLots / Capital Lots          = max(MinLots,round((Lots * 10) - 0.5) / 10)   indicator1 = ExponentialAverage[short](close) indicator2 = ExponentialAverage[long](close) c1 = (indicator1 CROSSES over indicator2)   IF c1 THEN    BUY Lots cash AT MARKET NextBarOpen ENDIF   c2 = (indicator1 CROSSES under indicator2)   IF c2 THEN    SELL AT MARKET NextBarOpen ENDIF   SET STOP %LOSS 6

  

  robertogozzi

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  06/02/2021 at 2:27 PM #170997
  josei53

  Thank Roberto! I appreciate your help on this and I understand your corrections.

  Im trying to replicate what you created, but for any reason that I cannot spot, the line 8 got error ” Close the line”

  Do you know where this could come from?
  Thanks!

  

  josei53

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  06/02/2021 at 5:28 PM #171005
  robertogozzi

  Unless you did a wrong Copy & Paste the only solution could be to either:

  • comment out line 2
  • remove or comment out + StrategyProfit from line 7

  in both cases there is a conflict between your intention to reinvest gains and line 2.

  I never used line 2.

  If the error is still reported you should post your code.

   

  

  robertogozzi

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  06/02/2021 at 5:39 PM #171006
  josei53

  I have commented out line 2, and I have also tried removing + + StrategyProfit from line 7, and I still have the error.

  Please find attached the error message, I think is something simple but I cannot spot it.

  Thanks!

  

  josei53

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  06/02/2021 at 5:55 PM #171008
  robertogozzi

  Ok, I see, sorry my fault.

  LOTS is a reserved keyword. Replace any occurrence of that word with MyLots, or any one else that you wish.

  But I think you should also comment out line 2, as it may affect STRATEGYPROFIT.

   

  

  robertogozzi

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  06/04/2021 at 10:02 AM #171113
  josei53

  Thank you Roberto,

  I have emailed you.

  Thanks!

  

  josei53

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  06/04/2021 at 11:05 AM #171124
  josei53

  Hi Roberto,

  I have tried your system following all your instructions, but It does not give me any result..All values in 0.

  Any idea where the issue comes from? see attached screenshots

  

  josei53

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  06/04/2021 at 11:32 AM #171132
  robertogozzi

  Letme know:

  • the security you tested it on
  • the TF used
  • the number of units.

  Please also post your ITF file.

  

  robertogozzi

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  06/04/2021 at 2:59 PM #171154
  josei53

  • the security you tested it on—> GOOGL
  • the TF used—>daily
  • the number of units.–> 500 & 1000

  Please also post your ITF file.—> attached

  

  josei53

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