help needed to improve moving average trading strategy

• 02/05/2017 at 6:12 AM #23954
  chaostrader82

  hi all, i need some help to improvise this strategy. The following moving average needs improvements as there are positions being opened in a fluctuating market resulting in heavy loss as shown in the picture attached. Can someone help to modify it ?

  Required improvements
  1. BUY only if current price is more than previous close

  Problems
  1. Positions opened in fluctuating markets
  2. Position open on par with open rate resulting in ZERO / Loss senarios
  3. Strategy only useful in a trending upwards market
  =========================================================================

   

  // Définition des paramètres du code DEFPARAM CumulateOrders = TRUE // Cumul des positions activé indicator1 = close indicator2 = Average[5](close) c1 = (indicator1 CROSSES OVER indicator2) IF c1 THEN BUY 5 CONTRACT AT MARKET ENDIF // Conditions pour fermer une position acheteuse indicator3 = close indicator4 = Average[14](close) c2 = (indicator3 CROSSES OVER indicator4) IF c2 THEN SELL AT MARKET ENDIF

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  // Définition des paramètres du code DEFPARAM CumulateOrders = TRUE // Cumul des positions activé indicator1 = close indicator2 = Average[5](close) c1 = (indicator1 CROSSES OVER indicator2) IF c1 THEN BUY 5 CONTRACT AT MARKET ENDIF   // Conditions pour fermer une position acheteuse indicator3 = close indicator4 = Average[14](close) c2 = (indicator3 CROSSES OVER indicator4) IF c2 THEN SELL AT MARKET ENDIF

   

  

  chaostrader82

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  02/05/2017 at 9:18 AM #23959
  JC_Bywan

  Hi,

  > For clarity of messages on ProRealCode’s forums, please use the “insert PRT code” button to separate the text of the code part! Thank you! <<

  (PRT code has been edited above, and this is how it should look like when using the “insert PRT code” button)

  

  JC_Bywan

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  02/06/2017 at 12:04 PM #24076
  Nicolas

  About your first request, you could replace your c1 condition with this one instead:

  c1 = (indicator1 CROSSES OVER indicator2) and close>close[1]

  1	c1 = (indicator1 CROSSES OVER indicator2) and close>close[1]

  Concerning the “problems” you mentioned, this is indeed what you have to face with a  strategy build upon criteria of trend following.

   

  

  Nicolas

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