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Posts: 15
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Code:
Condition:=Cross(Mov(C,2,E),Mov(C,36,S));
CloseAtCrossover:=ValueWhen(1,Condition,C);
Value:=(C-CloseAtCrossover)/CloseAtCrossover;
Buy:=Value>0.03;
Buy
with refrence to the above code which is enough to test my strategy (buy when price rises by 3 % from crossover value of 2 ema & 36 sma) the only problem is it gives a buy signal before the next crossover or immediately after the exit of the previous trade. For the above given code for buy order my sell will be
sell short order will be
Code:
Condition:=Cross(Mov(C,36,s),Mov(C,2,e));
CloseAtCrossover:=ValueWhen(1,Condition,C);
Value:=(CloseAtCrossover-c) / C;
sell:=Value>0.03;
sell
buy to cover order
cross(c,mov(c,36,s)
plz assist me in writing the correct code...
warm regards
supreme
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Rank: Advanced Member
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Joined: 10/28/2004(UTC)
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Location: Perth, Western Australia
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I'd be using a counter and reset: Code:
MA1:=Mov(C,2,E);
MA2:=Mov(C,36,S);
condition:=Cross(MA1,MA2);
count:=Cum(C>(1.03*ValueWhen(1,condition,C)));
reset:=condition;
counter:=count - ValueWhen(1,reset,count);
buy:=counter=1 AND Alert(counter<>1,2);
{plot}
buy;
wabbit [:D]
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Rank: Member
Groups: Registered, Registered Users
Joined: 8/8/2012(UTC)
Posts: 15
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Hi Wabbit !
Thx for your valuable time & effort to help me formulate the correct code.....i can successfully backtest my strategy... moreever came to know the the exact syntax for using "valuewhen" .....however still bit confused about "cum" function & reset latch
Warm regards
supreme
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Cum() just counts the condition for every bar on the chart, "reset" combined with ValueWhen() just resets the counter to zero.
wabbit [:D]
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