Simple Moving Average Crossover Strategy

deletedaccount051022 · Wed, 26 Jan 2022 12:56:52 +0000

Hello, Enclosed is a very simple long only moving average cross over strategy. There are more sophisticated MA strategies elsewhere on this forum however, I have opted to keep it simple in this version. It uses a higher time frame filter to to identify an upward trending market and trades on the 15 min time frame based on an MA cross. It has been developed and optimized on 50k bars as part of a limited feasibility test, then run without any alterations on the full 200k bars and it’s still standing which shows some promise. Needs further development, draw down remains a challenge. With thanks to robertogozzi for his break even trailing stop logic, grazie mille – https://www.prorealcode.com/topic/breakeeven-trailing-profit/ Welcome all feedback, edits and expertise – thank you and happy testing.

This topic has 95 replies, 12 voices, and was last updated 1 year ago by CRISRJ.

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01/18/2023 at 7:20 PM #207645

GraHal

Reason no trades after 17 Feb 22 is due to the variable settings shown below.

Re-optimise and trades are taken during 2022 and 2023

Timeframe(4 hour) //Long Entry Criteria MA1=average[p3,t3](typicalprice) MA2=average[p4,t3](typicalprice) cb3 = MA1 crosses over MA2

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Timeframe(4 hour)
//Long Entry Criteria
MA1=average[p3,t3](typicalprice)
MA2=average[p4,t3](typicalprice)
cb3 = MA1 crosses over MA2

etc

GraHal
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01/18/2023 at 7:40 PM #207648

GraHal

Ha … it just clicked … maybe it shows / proves how much market structure has changed since the war started (24 Feb 2022)?

Optimising over long periods may not be the best?

GraHal
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01/18/2023 at 7:49 PM #207649

phoentzs

I recognize the coding style immediately. 😁 This version is by Nonethless. I would rather guess Positionsize=0.5…?

phoentzs
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01/21/2023 at 4:15 PM #207839

CRISRJ

Dear Grahal,

Thanks to take care about my issue, but you can imagine my low level…….

About the lines

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Timeframe(4 hour)

//Long Entry Criteria

MA1=average[p3,t3](typicalprice)

MA2=average[p4,t3](typicalprice)

cb3 = MA1 crosses over MA2

I have no idea where in need to put on the code? can you help me. I know I m very bad.

Regards

Chris

CRISRJ
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01/21/2023 at 5:02 PM #207843

GraHal

GraHal wrote:

Reason no trades after 17 Feb 22 is due to the variable settings shown below. Re-optimise and trades are taken during 2022 and 2023

I must assume you do not know how to use the PRT Platform Optimiser?

If above is correct then please watch the video on the link below …

https://www.prorealtime.com/en/videos_tutorial/142_trading_system_backtest_optimization

GraHal
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01/22/2023 at 2:59 PM #207867

CRISRJ

Dear GraHal,

Thanks a lot for your assistance.

Regards

Chris

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GraHal

CRISRJ
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Simple Moving Average Crossover Strategy

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