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 Sajeel #1 Posted : Tuesday, December 7, 2010 8:16:24 AM(UTC) Rank: MemberGroups: Registered, Registered Users, SubscribersJoined: 5/13/2010(UTC)Posts: 17 I am using the system tester to back test a method where keltner bands cross moving averages. I buy when the keltner bands cross the Moving Averages on the upside and sell when the kelner bands cross the moving averages on the downside.I have 2 moving averages. A simple moving average and an exponential moving average. The Keltner Indicator is as below: Mov((H+L+C)/3,10,S); Mov((H+L+C)/3,x,S) + Mov((H-L),10,S); Mov((H+L+C)/3,x,S) - Mov((H-L),10,S); Simple Moving average= Mov(C,10,S) Exponential Moving average= Mov(C,10,E) Now I have done the following in the system tester: BUY ORDER: Cross(Mov((H+L+C)/3,10,S) AND (Mov((H+L+C)/3,10,S)+Mov((H-L),10,S)) AND (Mov((H+L+C)/3,10,S)-Mov((H-L),10,S)),Mov(C,10,S) AND Mov(C,10,E)) SELL ORDER: Cross(Mov(C,10,S) AND Mov(C,10,E),Mov((H+L+C)/3,10,S) AND (Mov((H+L+C)/3,10,S)+Mov((H-L),10,S)) AND (Mov((H+L+C)/3,10,S)-Mov((H-L),10,S))) SELL SHORT ORDER: Cross(Mov(C,10,S) AND Mov(C,10,E),Mov((H+L+C)/3,10,S) AND (Mov((H+L+C)/3,10,S)+Mov((H-L),10,S)) AND (Mov((H+L+C)/3,10,S)-Mov((H-L),10,S))) BUY TO COVER ORDER: Cross(Mov((H+L+C)/3,10,S) AND (Mov((H+L+C)/3,10,S)+Mov((H-L),10,S)) AND (Mov((H+L+C)/3,10,S)-Mov((H-L),10,S)),Mov(C,10,S) AND Mov(C,10,E)) Is this correct? I would appreciate any help given. Thanks
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 johnl #2 Posted : Tuesday, December 7, 2010 6:47:58 PM(UTC) Rank: Advanced MemberGroups: Registered, Registered UsersJoined: 11/7/2005(UTC)Posts: 602 I looked at the buy and sell signal code and found it a bit confusing.Try organizing the code like:a1:= condition 1;a2:= condition 2;a3:= condition 3;a4:= condition 4;a5:=a1*a2*a3*a4;a5instead of all those "and"s and it will be a lot easier to catch errors or conditions youmight want to change.
 wabbit #3 Posted : Wednesday, December 8, 2010 1:22:34 AM(UTC) Rank: Advanced MemberGroups: Registered, Registered Users, Subscribers, Unverified UsersJoined: 10/28/2004(UTC)Posts: 3,111Location: Perth, Western AustraliaWas thanked: 16 time(s) in 16 post(s) Looking so far at the long entry code, you're looking for the Cross() of two Boolean expressions, when both of them (except under very exceptional circumstances) will be 1, so Cross(1,1) is always false.wabbit [:D]
 henry1224 #4 Posted : Wednesday, December 8, 2010 3:30:48 PM(UTC) Rank: Advanced MemberGroups: Registered, Registered Users, SubscribersJoined: 10/29/2004(UTC)Posts: 1,394Location: Glastonbury, CTWas thanked: 2 time(s) in 2 post(s) you have 3 bands, which band should the ma's cross?Top:=Mov((H+L+C)/3,10,S) + Mov((H-L),10,S); Midl:=Mov((H+L+C)/3,10,S);Bot:=Mov((H+L+C)/3,10,S) - Mov((H-L),10,S); SMA:= Mov(C,10,S) ;EMA:= Mov(C,10,E) ;If(Cross(Max(SMA,EMA),Top),1,If(Cross(Bot,Min(SMA,EMA)),-1,0));
 Sajeel #5 Posted : Wednesday, December 8, 2010 4:28:21 PM(UTC) Rank: MemberGroups: Registered, Registered Users, SubscribersJoined: 5/13/2010(UTC)Posts: 17 Thanks for getting back to me! I want all three bands to cross and trigger buy/Sell signals!
 henry1224 #6 Posted : Wednesday, December 8, 2010 6:17:51 PM(UTC) Rank: Advanced MemberGroups: Registered, Registered Users, SubscribersJoined: 10/29/2004(UTC)Posts: 1,394Location: Glastonbury, CTWas thanked: 2 time(s) in 2 post(s) Sajeelyou have 3 bands, which band should the ma's cross?Top:=Mov((H+L+C)/3,10,S) + Mov((H-L),10,S); Midl:=Mov((H+L+C)/3,10,S);Bot:=Mov((H+L+C)/3,10,S) - Mov((H-L),10,S); SMA:= Mov(C,10,S) ;EMA:= Mov(C,10,E) ;If(Cross(Max(SMA,EMA),Top),1,If(Cross(Bot,Min(SMA,EMA)),-1,0));{will never give a signal}the SMA and EMA cross back and forth the Midl band but never cross the top or fall below the Bot bandfor the sma and ema to cross the keltner bands, you have to slow down the Keltner bands or speed up the sma and ema.They cannot be the same length
 henry1224 #7 Posted : Wednesday, December 8, 2010 6:51:08 PM(UTC) Rank: Advanced MemberGroups: Registered, Registered Users, SubscribersJoined: 10/29/2004(UTC)Posts: 1,394Location: Glastonbury, CTWas thanked: 2 time(s) in 2 post(s) this chart is just using the close for the crossing of 55 pd Keltner bands
 Sajeel #8 Posted : Thursday, December 9, 2010 9:43:35 AM(UTC) Rank: MemberGroups: Registered, Registered Users, SubscribersJoined: 5/13/2010(UTC)Posts: 17 Thanks, The Moving averages would be longer periods than the bands. I used a value of 10 as a dummy value. I am just slightly confused how I would compute the formula's in the System Tester. According to your formula's you are only taking into account the Top and Bottom Bands, which makes sense. Since I want all 3 bands to cross before a signal is generated should I use the Bottom Band on the u[censored]de and the Top Band on the downside. If this is the case in the system tester is this how the formula's would sit: BUY ORDER: Top:=Mov((H+L+C)/3,10,S) + Mov((H-L),10,S); Midl:=Mov((H+L+C)/3,10,S); Bot:=Mov((H+L+C)/3,10,S) - Mov((H-L),10,S); SMA:= Mov(C,10,S) ; EMA:= Mov(C,10,E) ; Cross(Max(SMA,EMA),Bot) SELL ORDER: Top:=Mov((H+L+C)/3,10,S) + Mov((H-L),10,S); Midl:=Mov((H+L+C)/3,10,S); Bot:=Mov((H+L+C)/3,10,S) - Mov((H-L),10,S); SMA:= Mov(C,10,S) ; EMA:= Mov(C,10,E) ; Cross(Top,Min(SMA,EMA)) SELL SHORT ORDER: Top:=Mov((H+L+C)/3,10,S) + Mov((H-L),10,S); Midl:=Mov((H+L+C)/3,10,S); Bot:=Mov((H+L+C)/3,10,S) - Mov((H-L),10,S); SMA:= Mov(C,10,S) ; EMA:= Mov(C,10,E) ; Cross(Top,Min(SMA,EMA)) BUY TO COVER ORDER: Top:=Mov((H+L+C)/3,10,S) + Mov((H-L),10,S); Midl:=Mov((H+L+C)/3,10,S); Bot:=Mov((H+L+C)/3,10,S) - Mov((H-L),10,S); SMA:= Mov(C,10,S) ; EMA:= Mov(C,10,E) ; Cross(Max(SMA,EMA),Bot) ?
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