Exponential moving average code required

• 04/07/2016 at 4:00 AM #4988
  cosmicsurfer

  Hi, im new to PRT, i need some code just a simple exponential moving average say say a EMA5 and a EMA 27 , buy when the long cross,s over the short and sell when the short cross,s over the long and visa versa for shorting the trade, preferably when the instrument is trending strongly. A MACD may be included or a Stocastic.

  any takers??

  Cosmic surfer

   

  

  cosmicsurfer

  Participant

  Topics: 5

  Replies: 6

  Been thanked: 0 times
  04/07/2016 at 2:13 PM #5011
  Nicolas

  Hello, what you are requesting is very easy to do with the assisted creation mode. Have you tried it?

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
  04/08/2016 at 1:47 AM #5048
  cosmicsurfer

  Hi Nicolas, i dont fully understand the indicator language when it comes to configuring macd and moving averages…I have had a go writing my own code i need a hand fine tuning it……If you could point me in the right direction with some code that would be great.

  cheers

  Jay

  

  cosmicsurfer

  Participant

  Topics: 5

  Replies: 6

  Been thanked: 0 times
  04/08/2016 at 3:32 AM #5050
  cosmicsurfer

  Ok Nicolas i,ve just written some code using 2 Exponential moving averages (3/16) but the back test confirm what i am trying to eliminate when the instrument i am trading goes sideways it all goes to shit…. how can i eliminate sideways trading and just capture the majors up and down trends? I have attached a backtest. This is the code

  cheers

  Jay

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions indicator1 = ExponentialAverage[16](close) indicator2 = ExponentialAverage[3](close) c1 = (indicator1 CROSSES UNDER indicator2) IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF // Conditions to exit long positions indicator3 = ExponentialAverage[16](close) indicator4 = ExponentialAverage[3](close) c2 = (indicator3 CROSSES OVER indicator4) IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator5 = ExponentialAverage[16](close) indicator6 = ExponentialAverage[3](close) c3 = (indicator5 CROSSES OVER indicator6) IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF // Conditions to exit short positions indicator7 = ExponentialAverage[16](close) indicator8 = ExponentialAverage[16](close) c4 = (indicator7 CROSSES UNDER indicator8) IF c4 THEN EXITSHORT AT MARKET ENDIF // Stops and targets SET STOP %TRAILING 5

  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 39 40 41

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Conditions to enter long positions indicator1 = ExponentialAverage[16](close) indicator2 = ExponentialAverage[3](close) c1 = (indicator1 CROSSES UNDER indicator2)   IF c1 THEN BUY 1 CONTRACT AT MARKET ENDIF   // Conditions to exit long positions indicator3 = ExponentialAverage[16](close) indicator4 = ExponentialAverage[3](close) c2 = (indicator3 CROSSES OVER indicator4)   IF c2 THEN SELL  AT MARKET ENDIF   // Conditions to enter short positions indicator5 = ExponentialAverage[16](close) indicator6 = ExponentialAverage[3](close) c3 = (indicator5 CROSSES OVER indicator6)   IF c3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   // Conditions to exit short positions indicator7 = ExponentialAverage[16](close) indicator8 = ExponentialAverage[16](close) c4 = (indicator7 CROSSES UNDER indicator8)   IF c4 THEN EXITSHORT  AT MARKET ENDIF   // Stops and targets SET STOP %TRAILING 5

   

  

  cosmicsurfer

  Participant

  Topics: 5

  Replies: 6

  Been thanked: 0 times
  04/08/2016 at 9:23 AM #5070
  Nicolas

  Hello cosmic, first of all I see something wrong at lines 32 and 33, you are trying to test a crossover between the 2 same moving average, which will never happen.

  About trading sideways market …. well you’ll never know when it gonna happens and when you see you are in a narrowed price oscillation, you are already in it, so it’s too late 🙂 In your example, you got then 2 options : stay in position or try to filter a lot with wide period moving average (100, 200 …) to define bulls or bears territories..

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4774 times
• Author
  Posts