Fast Moving Average and Price Crossover

• 07/04/2016 at 1:32 PM #10175
  jbyrne

  Hi, I have a system that uses heiken ashi candles and it will go long when the simple moving average(9) crosses a bullish candle and then closes and goes short when it crosses a bearish candle. I need any help making it as I’m having trouble doing so. It’s a pretty basic system and I’ve tried stuff like what you can see below but that doesn’t work. Please help.

  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated // Conditions to enter long positions indicator1 = close indicator2 = Average[9](close) c1 = (indicator1 CROSSES OVER indicator2) IF c1 THEN BUY 500 PERPOINT AT MARKET ENDIF // Conditions to exit long positions indicator3 = close indicator4 = Average[9](close) c2 = (indicator3 CROSSES UNDER indicator4) IF c2 THEN SELL AT MARKET ENDIF // Conditions to enter short positions indicator5 = close indicator6 = Average[9](close) c3 = (indicator5 CROSSES UNDER indicator6) IF c3 THEN SELLSHORT 500 PERPOINT AT MARKET ENDIF // Conditions to exit short positions indicator7 = close indicator8 = Average[9](close) c4 = (indicator7 CROSSES OVER indicator8) IF c4 THEN EXITSHORT AT MARKET ENDIF // Stops and targets

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  // Definition of code parameters DEFPARAM CumulateOrders = False // Cumulating positions deactivated   // Conditions to enter long positions indicator1 = close indicator2 = Average[9](close) c1 = (indicator1 CROSSES OVER indicator2)   IF c1 THEN BUY 500 PERPOINT AT MARKET ENDIF   // Conditions to exit long positions indicator3 = close indicator4 = Average[9](close) c2 = (indicator3 CROSSES UNDER indicator4)   IF c2 THEN SELL AT MARKET ENDIF   // Conditions to enter short positions indicator5 = close indicator6 = Average[9](close) c3 = (indicator5 CROSSES UNDER indicator6)   IF c3 THEN SELLSHORT 500 PERPOINT AT MARKET ENDIF   // Conditions to exit short positions indicator7 = close indicator8 = Average[9](close) c4 = (indicator7 CROSSES OVER indicator8)   IF c4 THEN EXITSHORT AT MARKET ENDIF   // Stops and targets

   

  

  jbyrne

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  07/04/2016 at 1:55 PM #10178
  Nicolas

  Hello, I have not tested your strategy code but it seems right. Why do you think this is not working?

  

  Nicolas

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  07/04/2016 at 1:59 PM #10179
  jbyrne

  Hi, this code is correct but it doesn’t do my system correctly. The main problem I’ve been having is getting the system to recognize when the moving average has crossed a candle, then to recognize what direction the candle is.

  

  jbyrne

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  07/04/2016 at 3:28 PM #10182
  Nicolas

  Your code is catching correctly the moment when price are crossing the moving average. If you want to add a condition on the candlestick direction, you can code it like this:

  bullish = close[1]>open[1] bearish = close[1]<open[1] IF c1 and bullish THEN BUY 500 PERPOINT AT MARKET ENDIF IF c3 and bearish THEN SELLSHORT 500 PERPOINT AT MARKET ENDIF

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  bullish = close[1]>open[1] bearish = close[1]<open[1]   IF c1 and bullish THEN BUY 500 PERPOINT AT MARKET ENDIF   IF c3 and bearish THEN SELLSHORT 500 PERPOINT AT MARKET ENDIF

   

  

  Nicolas

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  07/04/2016 at 3:31 PM #10183
  jbyrne

  Hi, thank you for your help it’s helped me a lot. I have realized that the problem i was having is that I use heiken ashi candles but ProOrder uses regular candlesticks. How can I get my code to buy/sell according to Heiken Ashi candles instead of regular candlesticks? thank you

  

  jbyrne

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  07/04/2016 at 3:44 PM #10188
  Nicolas

  Here is Heiken Ashi candlestick codes for Open and Close:

  once haclose=close once haopen=open if barindex>1 then haclose=(open+close+low+high)/4 haopen=(haopen[1]+haclose[1])/2 endif

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  once haclose=close once haopen=open   if barindex>1 then haclose=(open+close+low+high)/4 haopen=(haopen[1]+haclose[1])/2 endif

   

  

  Nicolas

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  07/04/2016 at 3:45 PM #10189
  jbyrne

  thank you, you have been very helpful, but can you direct me where to put that code in order to make my system work? thank you

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  jbyrne

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