Unwanted Trading

• 07/07/2016 at 2:06 PM #10299
  jbyrne

  Hi, I have written a basic ema cross over system and the system will buy/sell when I don’t want it too and I can’t see whats wrong with my code. Please take a look any help is welcome, thanks. Screenshot of issue: https://gyazo.com/4c337115afa8ec5e7a11c2b030a30ae4

  defparam preloadbars = 15 defparam CUMULATEORDERS = false indicator1 = ExponentialAverage[20](close) indicator2 = ExponentialAverage[50](close) //buy condition cBuy = (close CROSSES OVER indicator1) //sell condition cSell = (indicator2 CROSSES Over indicator1) If cbuy then buy 5 perpoint at market endif If csell then sell at market endif if csell then sellshort 5 perpoint at market endif if cbuy then exitshort at market endif

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  defparam preloadbars = 15 defparam CUMULATEORDERS = false     indicator1 = ExponentialAverage[20](close) indicator2 = ExponentialAverage[50](close)     //buy condition cBuy = (close CROSSES OVER indicator1)   //sell condition cSell = (indicator2 CROSSES Over indicator1)   If cbuy then buy 5 perpoint at market endif   If csell then sell at market endif   if csell then sellshort 5 perpoint at market endif   if cbuy then exitshort at market endif

   

  

  jbyrne

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  07/07/2016 at 4:50 PM #10303
  mr.brymas

  Maybe if you change to:

  <span class="token comment" spellcheck="true">//buy condition</span> cBuy <span class="token operator">=</span> <span class="token punctuation">(</span></code><code class=" language-prorealtime">indicator1 </code><code class=" language-prorealtime"><span class="token keyword">CROSSES OVER</span> indicator2<span class="token punctuation">) </span>

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  <span class="token comment" spellcheck="true">//buy condition</span> cBuy <span class="token operator">=</span> <span class="token punctuation">(</span></code><code class=" language-prorealtime">indicator1 </code><code class=" language-prorealtime"><span class="token keyword">CROSSES OVER</span> indicator2<span class="token punctuation">)   </span>

  <span class="token comment" spellcheck="true">//sell condition</span> cSell <span class="token operator">=</span> <span class="token punctuation">(</span>indicator1 CROSSES UNDER indicator2<span class="token punctuation">)</span>

  1 2	<span class="token comment" spellcheck="true">//sell condition</span> cSell <span class="token operator">=</span> <span class="token punctuation">(</span>indicator1 CROSSES UNDER indicator2<span class="token punctuation">)</span>

  

  mr.brymas

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  07/07/2016 at 5:33 PM #10304
  jbyrne

  Hi, that then changes the system to something I don’t want but thanks

  

  jbyrne

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  07/08/2016 at 6:49 AM #10310
  mr.brymas

  Ok. You can´t use (close) as a parameter

  

  mr.brymas

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  07/08/2016 at 12:57 PM #10315
  jbyrne

  I think you can, as it seems to recognize it fine.

  

  jbyrne

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  07/11/2016 at 9:19 PM #10404
  Derek

  Hi jbyrne,

  the trade appears corect to me because “close” crosses under the EMA20 and then crosses over right after the next bar. The system enters the Position when the next bar opens.

  Maybe you can see it more clear when switching from candlesticks to a line. It appears to be a problem with a choppy signal.

  

  Derek

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