first hit of a moving average

• 07/06/2018 at 8:31 AM #75423
  Vonasi

  If by ‘next bar’ you really mean the current bar that is being checked to see whether the order should be sent to market then the problem is that you are using DHIGH which is the daily high when you should be using HIGH which is the current bars high.

  I can highly recommend reading everything in the documentation here to help with understanding PRT coding more fully:

  https://www.prorealcode.com/prorealtime-documentation/

  

  Vonasi

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  07/06/2018 at 8:44 AM #75427
  Bullets

  Thank you Im currently reading those documents.

  What I mean is. After the gap criteria has been meet. If price than crosses under the 50ma for the first time (a low will do). Than the next bar’s high must be higher than the 50ma. Than on the open of the following bar take the trade. So Im looking for confirmation the 50ma will hold as support. What Im trying to avoid is if prices just fall straight through the 50ma I dont want to take that trade.

  Let me know if that clears it up? Cheers

  

  Bullets

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  07/06/2018 at 9:39 AM #75434
  Vonasi

  So you want:

  • Fast MA’s crosses over Slow MA
  • Gap between MA’s is big enough.
  • Price touches fast MA
  • Next candles high is higher than fast MA
  • Open trade at opening of next candle.

  

  Vonasi

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  07/06/2018 at 9:48 AM #75437
  Bullets

  Yes correct.

  

  Bullets

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  07/06/2018 at 10:23 AM #75441
  Vonasi

  starttime = 000000 startday = 1 gapneeded = 20 * pipsize ma20 = average[20](close) ma50 = average[50](close) ma200 = average[200](close) magap = ma20 - ma200 if (opentime = starttime and opendayofweek = startday) or onmarket then crossflag = 0 gapflag = 0 endif if ma20 crosses over ma200 then crossflag = 1 endif if crossflag and magap > gapneeded then gapflag = 1 endif if ma20 crosses under ma200 then crossflag = 0 gapflag = 0 endif if not onmarket and crossflag[1] and gapflag[1] and low[1] < ma50 and high > ma50 then buy 1 contract at market endif SET STOP pLOSS 25 SET TARGET pPROFIT 25

  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

  starttime = 000000 startday = 1 gapneeded = 20 * pipsize ma20 = average[20](close) ma50 = average[50](close) ma200 = average[200](close) magap = ma20 - ma200 if (opentime = starttime and opendayofweek = startday) or onmarket then crossflag = 0 gapflag = 0 endif if ma20 crosses over ma200 then crossflag = 1 endif if crossflag and magap > gapneeded then gapflag = 1 endif if ma20 crosses under ma200 then crossflag = 0 gapflag = 0 endif if not onmarket and crossflag[1] and gapflag[1] and low[1] < ma50 and high > ma50 then buy 1 contract at market endif SET STOP pLOSS 25 SET TARGET pPROFIT 25

   

  

  Vonasi

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  07/06/2018 at 11:15 AM #75449
  Bullets

  thanks mate that works well !

  

  Bullets

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  07/09/2018 at 9:58 AM #75619
  GraHal

  I’ve got code below on Fwd Test on Demo, attached is equity curve for an open trade which was at > 55 gain and yet my Set TP = 30 didn’t trigger.

  Anybody any ideas why TP not triggered (or do I need more coffee 🙂 )?

  //------------------------------------------------------------------------- // Main code : MA Hit DAX 5M v1.0 //------------------------------------------------------------------------- //https://www.prorealcode.com/topic/first-hit-of-a-moving-average/page/2/ DEFPARAM CUMULATEORDERS = False starttime = 000000 startday = 1 gapneeded = 2 * pipsize ma20 = average[20](close) ma50 = average[50](close) ma200 = average[200](close) magap = ma20 - ma200 if (opentime = starttime and opendayofweek = startday) or onmarket then crossflag = 0 gapflag = 0 endif if ma20 crosses over ma200 then crossflag = 1 endif if crossflag and magap > gapneeded then gapflag = 1 endif if ma20 crosses under ma200 then crossflag = 0 gapflag = 0 endif if not onmarket and crossflag[1] and gapflag[1] and low[1] < ma50 and high > ma50 then buy 1 contract at market endif SET STOP pLOSS 25 SET TARGET pPROFIT 30

  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

  //------------------------------------------------------------------------- // Main code : MA Hit DAX 5M v1.0 //------------------------------------------------------------------------- //https://www.prorealcode.com/topic/first-hit-of-a-moving-average/page/2/ DEFPARAM CUMULATEORDERS = False   starttime = 000000 startday = 1 gapneeded = 2 * pipsize ma20 = average[20](close) ma50 = average[50](close) ma200 = average[200](close) magap = ma20 - ma200 if (opentime = starttime and opendayofweek = startday) or onmarket then crossflag = 0 gapflag = 0 endif if ma20 crosses over ma200 then crossflag = 1 endif if crossflag and magap > gapneeded then gapflag = 1 endif if ma20 crosses under ma200 then crossflag = 0 gapflag = 0 endif if not onmarket and crossflag[1] and gapflag[1] and low[1] < ma50 and high > ma50 then buy 1 contract at market endif SET STOP pLOSS 25 SET TARGET pPROFIT 30

   

  

  GraHal

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  07/09/2018 at 10:34 AM #75626
  Vonasi

  Did the order actually ever go to market or was it rejected for some reason? Check your orders list and on the chart to see if there is an order connected to the trade?

   

  

  Vonasi

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  07/09/2018 at 10:39 AM #75627
  GraHal

  Yes the equity curve above is from clicking on Performance in the Auto-Trading window. Its is still trading see attached.

  No cancelled or rejected in the Orders List for that System

  

  GraHal

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  07/09/2018 at 10:51 AM #75629
  GraHal

  Typical, I did a Technical Report, pressed send and the Platform has frozen now!

  

  GraHal

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  07/09/2018 at 11:17 AM #75633
  GraHal

  Don’t know if Technical Report went before the freeze up or not and of course there is no acknowledgment sent out!

  I had to use Task Manager to close Platform!

  Anyway the SAME trade has gone above gain of 30 AGAIN (I’m liking this strategy! 🙂 ) but the Set TP 30 has not triggered for the second time … well weird ???

  

  GraHal

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  07/09/2018 at 11:42 AM #75635
  GraHal

  2nd Technical Report sent! 🙁

  
  @Vonasi … attached is the Order you were asking about.

  

  GraHal

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  07/09/2018 at 11:53 AM #75638
  Vonasi

  That last image is the BUY order at 12506.4. There should also be an order to SELL at 12536.4

  

  Vonasi

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  07/09/2018 at 12:02 PM #75641
  Bullets

  FYI – depending on where you live (I live in Australia), don’t set the start time @ 000000

  I had this system on real trading and it took the first candle at the open which was a wide range bar with a very wide spread.

  In fact, I couldn’t even see the price trade at the level I was stopped out at the same time I entered? very strange.

  In any case I changed the start time to 100000 to avoid the opening mess

   

   

   

  

  Bullets

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  07/09/2018 at 12:03 PM #75642
  GraHal

  Ahaha … gotcha!

  There are two pending orders, one for the Stop and one for the Limit. but the Limit of 30 has been met at least twice but not triggered a close / exit.

  

  GraHal

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