crossing higher than previous crossing

• 08/07/2022 at 5:02 PM #198716
  Vogeltje

  I have an indicator that has two MA-lines (line p and q), just like the MACD-line and its signal-line. I want to build a system that goes long when p crosses over q AND when this crossing is higher than the previous crossing (because then there is the change of nice rising pattern). Similar: go short when p crosses under q AND this crossing is lower than the previous crossing.
  My knowlegde of programming is not enough. I tried this code but it is not working:

  IF p CROSSES OVER q THEN
  a = p
  ENDIF
  IF p CROSSES UNDER q THEN
  b = p
  ENDIF

  //Conditions for long
  c1 = (p CROSSES OVER q)
  IF c1 AND a > a[1] THEN
  BUY 1 SHARES AT MARKET
  ENDIF

  Who can help? Thanks!

   

   

  

  Vogeltje

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  08/08/2022 at 8:47 AM #198726
  JS

  Hi @Vogeltje

  I have a comment about the “previous crossing”

  For example, if the “FastMA crosses over SlowMA” then the “previous crossing” must always be “FastMA crosses under SlowMA”.

  The “previous crossing” can therefore never be a confirmation of the current crossing but is always the opposite.

  (A “Crosses Under” is always followed by a “Crosses Over” and this is always followed by a “Crosses Under”, and so on)

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  Vogeltje

  

  JS

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  08/08/2022 at 10:00 AM #198731
  robertogozzi

  Not tested:

  ONCE PrevOVER = 0 ONCE PrevUNDER = 99999999 //Conditions for long c1 = (p CROSSES OVER q) IF c1 AND high > PrevOVER THEN BUY 1 SHARES AT MARKET PrevOVER = high ENDIF //Conditions for short c2 = (p CROSSES UNDER q) IF c2 AND low < PrevUNDER THEN SELLSHORT 1 SHARES AT MARKET PrevUNDER = low ENDIF

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  ONCE PrevOVER  = 0 ONCE PrevUNDER = 99999999 //Conditions for long c1 = (p CROSSES OVER q) IF c1 AND high > PrevOVER THEN    BUY 1 SHARES AT MARKET    PrevOVER = high ENDIF //Conditions for short c2 = (p CROSSES UNDER q) IF c2 AND low < PrevUNDER THEN    SELLSHORT 1 SHARES AT MARKET    PrevUNDER = low ENDIF

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  robertogozzi

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  08/08/2022 at 11:42 AM #198734
  JS

  Same previous crossing TS

  DefParam CumulateOrders = False LongCrossingPrice = 0 LongPrevCrossingPrice = 0 ShortCrossingPrice = 0 ShortPrevCrossingPrice = 0 FastMA = Average[10](Close) SlowMA = Average[20](Close) If FastMA Crosses Over SlowMA then LongCrossingPrice = Close For i = 1 to BarIndex[1] If FastMA[i] Crosses Over SlowMA[i] then LongPrevCrossingPrice = Close[i] Break EndIf Next EndIf If LongCrossingPrice > LongPrevCrossingPrice then Buy 1 contract at Market EndIf If FastMA Crosses Under SlowMA then ShortCrossingPrice = Close For i = 1 to BarIndex[1] If FastMA[i] Crosses Under SlowMA[i] then ShortPrevCrossingPrice = Close[i] Break EndIf Next EndIf If ShortCrossingPrice < ShortPrevCrossingPrice then SellShort 1 contract at Market EndIf

  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

  DefParam CumulateOrders = False   LongCrossingPrice = 0 LongPrevCrossingPrice = 0   ShortCrossingPrice = 0 ShortPrevCrossingPrice = 0   FastMA = Average[10](Close) SlowMA = Average[20](Close)   If FastMA Crosses Over SlowMA then LongCrossingPrice = Close For i = 1 to BarIndex[1] If FastMA[i] Crosses Over SlowMA[i] then LongPrevCrossingPrice = Close[i] Break EndIf Next EndIf   If LongCrossingPrice > LongPrevCrossingPrice then Buy 1 contract at Market EndIf   If FastMA Crosses Under SlowMA then ShortCrossingPrice = Close For i = 1 to BarIndex[1] If FastMA[i] Crosses Under SlowMA[i] then ShortPrevCrossingPrice = Close[i] Break EndIf Next EndIf   If ShortCrossingPrice < ShortPrevCrossingPrice then SellShort 1 contract at Market EndIf

  This system is based on two of the same crossings so for example the last crossing was a “LONG crossing” (crosses over) and when this LONG crossing takes place higher than the previous “LONG crossing” then the system goes LONG and vice versa for SHORT…

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  JS

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  08/08/2022 at 3:02 PM #198753
  Vogeltje

  Yes JS that is wright. I should have said: the positive crossing must be on a higher level than the previous positive crossing. Thank you.

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  JS

  

  Vogeltje

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  08/23/2022 at 11:18 AM #199455
  Vogeltje

  Hello Roberto, Thanks for your work but your code is not working. The one JS built works.

  

  Vogeltje

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  08/23/2022 at 11:26 AM #199456
  Vogeltje

  Thanks a lot JS this code is working. But, there is a “but”. And that is that on every new day this systems acts on the very first crossing. By the start of a new day the system does not look at the previous crossing, which should be higher or lower. I have studied your code and I can understand a lot of it (I could not have figured it ou my self).

  Is it possible that this mistake has to do with:

  For i = 1 to BarIndex[1]  ?

  Does that start every day new? And can this be fixed?

  Thanks!

  

  Vogeltje

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  08/23/2022 at 11:54 AM #199458
  JS

  Hi @Vogeltje

  Nice that the code works…

  How do you use this system?

  Do you stop it every night or does it continue automatically?

  Do you (manually) close positions?

  Is the market you trade on a 24-hour market, or does it have a limited opening?

  

  JS

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  08/23/2022 at 12:37 PM #199460
  JS

  Previous Crossing V2

  DefParam PreLoadBars = 1000 DefParam CumulateOrders = False FastMA = Average[10](Close) SlowMA = Average[20](Close) If FastMA Crosses Over SlowMA then LongCrossingPrice = Close For i = 1 to BarIndex[1] If FastMA[i] Crosses Over SlowMA[i] then LongPrevCrossingPrice = Close[i] Break EndIf Next If LongCrossingPrice > LongPrevCrossingPrice then Buy 1 contract at Market EndIf EndIf If FastMA Crosses Under SlowMA then ShortCrossingPrice = Close For i = 1 to BarIndex[1] If FastMA[i] Crosses Under SlowMA[i] then ShortPrevCrossingPrice = Close[i] Break EndIf Next If ShortCrossingPrice < ShortPrevCrossingPrice then SellShort 1 contract at Market EndIf EndIf

  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

  DefParam PreLoadBars = 1000 DefParam CumulateOrders = False   FastMA = Average[10](Close) SlowMA = Average[20](Close)   If FastMA Crosses Over SlowMA then LongCrossingPrice = Close For i = 1 to BarIndex[1] If FastMA[i] Crosses Over SlowMA[i] then LongPrevCrossingPrice = Close[i] Break EndIf Next If LongCrossingPrice > LongPrevCrossingPrice then Buy 1 contract at Market EndIf EndIf   If FastMA Crosses Under SlowMA then ShortCrossingPrice = Close For i = 1 to BarIndex[1] If FastMA[i] Crosses Under SlowMA[i] then ShortPrevCrossingPrice = Close[i] Break EndIf Next If ShortCrossingPrice < ShortPrevCrossingPrice then SellShort 1 contract at Market EndIf EndIf

  I think this will solve the problem…

  

  JS

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  08/23/2022 at 2:32 PM #199466
  Vogeltje

  Hi JS,

  I use this only in backtesting at the moment. I try different intraday-timeframes like 15 min, 30 min, 1 hour.

  I backtest over longer periods like 3 months.

  I test on futures like miniDAX (closes 22.00 – 08.00) or miniNasdaq (closes 23.00 -00.00).

  Thank you.

  Does the new system replace the one before? I guess so and will try.

  

  Vogeltje

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  08/23/2022 at 3:02 PM #199469
  JS

  Hi @Vogeltje

  Yes, the “new” system (V2) replaces the previous system…

  I have removed the lines that set the “CrossingPrice” to zero.
  I have made sure that there are always enough bars present for the calculation (PreLoadBars = 1000)

  I think this is going to solve the problem…

  

  JS

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  08/23/2022 at 6:46 PM #199485
  Vogeltje

  Yes JS I think tis is working…..  but the results are much worse  🙂 🙂  But that is not your mistake…..

  Few simple questions:

  • why is good to remove the lines that set previous cross to zero?
  • you write: FOR….. Break     in the tutorial I see   For… Else…  Break    I added Else but it makes no difference    ( 🙂 )
  • You end   “”Break ..  Endif… Next… Endif”        is there  a reason for this extra   Next.. Endif?

   

  

  Vogeltje

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  08/23/2022 at 8:34 PM #199494
  JS

  Hi @Vogeltje

  You just must assume that the results are always bad … 😉

  • The code is executed at the close of each bar, so after each bar the “CrossingPrice” and “PrevCrossingPrice” are set to zero.This is not desirable because when you compare them, one can still be at zero and then the comparison is always true.

  • You can use “else” when you want to set a variable to zero or one, for example:

  If ….then

  Variable = 1

  Else

  Variable = 0

  EndIf

  • You are looking for the previous crossing with “For i=1 to BarIndex[1]”, when the “If … then” is not true then you end up after the “EndIf” and that is “Next”

  When the “If… then” is true then you end up at “Break” and the “For … to” ended.

  Hopefully a little clear.

   

  

  JS

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  09/02/2022 at 9:27 AM #200043
  Vogeltje

  Thanks JS, I must think hard about this. For me this is not easy stuff….

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  JS

  

  Vogeltje

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