Coding for first pullback after price crossed MA50

• 06/15/2019 at 1:01 PM #100736
  robertogozzi

  Ok, I’ll add the short side soon!

  

  robertogozzi

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  06/15/2019 at 1:14 PM #100737
  GraHal

  The curve and results for 5th down from the top look just as good!?

  I know it’s only 10k bars, but I’m trying out a different kind of trading … Auto Entry and Manual Exit if / when needed?

  There will be no need for manual exit on this one though if a weekly optimise keeps the Live results above that critical Gain / Loss ratio of 2 ish.

   

   

  

  GraHal

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  06/15/2019 at 1:24 PM #100741
  robertogozzi

  Both sides:

  MA crossing after previous crossing & pullback

  DEFPARAM CumulateOrders = false MinLookBack = 2 //2 crossing must have occured at least these bars before PullBack MaxLookBack = 17 //17 crossing must have occured at most these bars before PullBack MA50 = average[50,1](close)//50,1 // LONG side x = close crosses over ma50 IF x OR (close > MA50 AND low < MA50) THEN //when a pullback occurs... IF summation[MinLookBack](x[1]) = 0 THEN IF summation[MaxLookBack](x[MinLookBack + 1]) AND Not OnMarket AND close > open THEN BUY 1 CONTRACT AT MARKET SET STOP pLOSS 50 //50 SET TARGET pPROFIT 300 //300 ENDIF ENDIF ENDIF // SHORT side x = close crosses under ma50 IF x OR (close < MA50 AND high > MA50) THEN //when a pullback occurs... IF summation[MinLookBack](x[1]) = 0 THEN IF summation[MaxLookBack](x[MinLookBack + 1]) AND Not OnMarket AND close < open THEN SELLSHORT 1 CONTRACT AT MARKET SET STOP pLOSS 50 //50 SET TARGET pPROFIT 300 //300 ENDIF ENDIF ENDIF

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  DEFPARAM CumulateOrders = false MinLookBack =  2           //2  crossing must have occured at least these bars before PullBack MaxLookBack =  17          //17 crossing must have occured at most  these bars before PullBack MA50 = average[50,1](close)//50,1 //  LONG  side x = close crosses over  ma50 IF x OR (close > MA50 AND low < MA50) THEN //when a pullback occurs...    IF summation[MinLookBack](x[1]) = 0 THEN       IF summation[MaxLookBack](x[MinLookBack + 1]) AND Not OnMarket AND close > open THEN          BUY 1 CONTRACT AT MARKET          SET STOP   pLOSS   50    //50          SET TARGET pPROFIT 300   //300       ENDIF    ENDIF ENDIF //  SHORT side x = close crosses under ma50 IF x OR (close < MA50 AND high > MA50) THEN //when a pullback occurs...    IF summation[MinLookBack](x[1]) = 0 THEN       IF summation[MaxLookBack](x[MinLookBack + 1]) AND Not OnMarket AND close < open THEN          SELLSHORT 1 CONTRACT AT MARKET          SET STOP   pLOSS   50    //50          SET TARGET pPROFIT 300   //300       ENDIF    ENDIF ENDIF

   

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  robertogozzi

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  06/15/2019 at 2:20 PM #100745
  RiaanvN

  Hello Roberto,

  I have also noticed that with this trade setup the MA20 offers good support. 50% of time after price crosses MA50 the price pullback to MA20 instead. Is it possible for you to add this criteria?

  Price cross MA50 then pullback to MA20 (or MA50).

  

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  06/15/2019 at 2:42 PM #100747
  robertogozzi

  There you go (not tested):

  DEFPARAM CumulateOrders = false MinLookBack = 2 //2 crossing must have occured at least these bars before PullBack MaxLookBack = 17 //17 crossing must have occured at most these bars before PullBack MA50 = average[50,1](close)//50,1 MA20 = average[20,1](close)//20,1 // LONG side x = close crosses over ma50 y = close crosses over ma20 IF x OR (close > MA50 AND low < MA50) THEN //when a pullback occurs... IF summation[MinLookBack](y[1]) = 0 THEN IF summation[MaxLookBack](y[MinLookBack + 1]) AND Not OnMarket AND close > open THEN BUY 1 CONTRACT AT MARKET SET STOP pLOSS 50 //50 SET TARGET pPROFIT 300 //300 ENDIF ENDIF ENDIF // SHORT side x = close crosses under ma50 y = close crosses under ma20 IF x OR (close < MA50 AND high > MA50) THEN //when a pullback occurs... IF summation[MinLookBack](y[1]) = 0 THEN IF summation[MaxLookBack](y[MinLookBack + 1]) AND Not OnMarket AND close < open THEN SELLSHORT 1 CONTRACT AT MARKET SET STOP pLOSS 50 //50 SET TARGET pPROFIT 300 //300 ENDIF ENDIF ENDIF

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  DEFPARAM CumulateOrders = false MinLookBack =  2           //2  crossing must have occured at least these bars before PullBack MaxLookBack =  17          //17 crossing must have occured at most  these bars before PullBack MA50 = average[50,1](close)//50,1 MA20 = average[20,1](close)//20,1 //  LONG  side x = close crosses over  ma50 y = close crosses over  ma20 IF x OR (close > MA50 AND low < MA50) THEN //when a pullback occurs...    IF summation[MinLookBack](y[1]) = 0 THEN       IF summation[MaxLookBack](y[MinLookBack + 1]) AND Not OnMarket AND close > open THEN          BUY 1 CONTRACT AT MARKET          SET STOP   pLOSS   50    //50          SET TARGET pPROFIT 300   //300       ENDIF    ENDIF ENDIF //  SHORT side x = close crosses under ma50 y = close crosses under ma20 IF x OR (close < MA50 AND high > MA50) THEN //when a pullback occurs...    IF summation[MinLookBack](y[1]) = 0 THEN       IF summation[MaxLookBack](y[MinLookBack + 1]) AND Not OnMarket AND close < open THEN          SELLSHORT 1 CONTRACT AT MARKET          SET STOP   pLOSS   50    //50          SET TARGET pPROFIT 300   //300       ENDIF    ENDIF ENDIF

   

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