Moving Average Strategy

• 09/29/2016 at 1:41 PM #13913
  murugs2601

  Hi ALL,

  Can some one please support me in writting the codes for Variable Definition for below ?

  ++++++++++ // Definition of Code Parameters DEFPARAM CumulateOrders = False //Cumulating Positions Deactivated DEFPARAM FLATAFTER = 215500 Below variables are easy to define in PROBacktest Variable Definition Menu, But PROAutotrade system insists that these variables to be defined inside programming. // ADD Variable definition Label in program “Short” Label in properties window “ShortMA” Restriction > 0 Minimal Value 10  Maximum Value 50 Step (Interval) 5   // ADD Variable definition Label in program “Long” Label in properties window “LongMA” Restriction > 0 Minimal Value 30 Maximum Value 60 Step (Interval) 5 MAShort = Average[Short] (Close) MALong = Average[Long] (Close) // Conditions to Enter Long Positions C1 = (MAShort CROSSES OVER MALong) IF C1 THEN BUY 1 CONTRACT AT MARKET ENDIF //Conditions to Exit Long Positions C2 = (MAShort CROSSES UNDER MALong) IF C2 THEN SELL AT MARKET ENDIF //Conditions to Enter Short Positions C3 = (MAShort CROSSES UNDER MALong) IF C3 THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF //Conditions to Exit Short Positions C4 = (MAShort CROSSES OVER MALong) IF C4 THEN EXITSHORT AT MARKET ENDIF //Stops and Targets SET STOP pTRAILING 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 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113

  ++++++++++ // Definition of Code Parameters DEFPARAM CumulateOrders = False   //Cumulating Positions Deactivated   DEFPARAM FLATAFTER = 215500       Below variables are easy to define in PROBacktest Variable Definition Menu,   But PROAutotrade system insists that these variables to be defined inside programming.   // ADD Variable definition   Label in program “Short”   Label in properties window “ShortMA”   Restriction > 0   Minimal Value 10    Maximum Value 50   Step (Interval) 5       // ADD Variable definition   Label in program “Long”   Label in properties window “LongMA”   Restriction > 0   Minimal Value 30   Maximum Value 60   Step (Interval) 5       MAShort = Average[Short] (Close)   MALong = Average[Long] (Close)       // Conditions to Enter Long Positions   C1 = (MAShort CROSSES OVER MALong)       IF C1 THEN   BUY 1 CONTRACT AT MARKET   ENDIF       //Conditions to Exit Long Positions   C2 = (MAShort CROSSES UNDER MALong)       IF C2 THEN   SELL AT MARKET   ENDIF       //Conditions to Enter Short Positions   C3 = (MAShort CROSSES UNDER MALong)       IF C3 THEN   SELLSHORT 1 CONTRACT AT MARKET   ENDIF       //Conditions to Exit Short Positions   C4 = (MAShort CROSSES OVER MALong)       IF C4 THEN   EXITSHORT AT MARKET   ENDIF       //Stops and Targets   SET STOP pTRAILING 25   ++++++++++++++++++++++++++++++++++++++++++++++++++

  

  murugs2601

  Participant

  Topics: 1

  Replies: 0

  Been thanked: 0 times
  09/29/2016 at 3:22 PM #13915
  Nicolas

  Of course, because you need to define the indicators periods’ “Short” and “Long”

  In this strategy description, the author mean that you can optimize yourself the periods with the PRT backtest optimizer.

   

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
• Author
  Posts