Anti Moving Averages Crossover Strategy

trading strategies and money management discussion, code, results

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fatdog1
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Re: TS Workspace

Postby fatdog1 » Sat Jul 01, 2006 9:49 pm

heyen wrote:Hello fatdog1,

could you please post a screenshot?
i dont use trade station, but amibroker pro.

thank you.



Hi Heyen,

Thanks for the eld for the strategy.

Here is a 5 minute screen shot of support.
The yellow line has been touched 3 times so it is a trading range bottom.



Here is a 60 minute screen shot of support:



Here is a 60 minute screen shot of resistance:


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Thank you for your support.

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eagles
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Postby eagles » Mon Jul 10, 2006 10:16 pm

Something seems weird about the order section of this code, particularly in the exits.

If marketposition = 0 then
begin
if _Buy then
Buy this bar
else if _Short then
SellShort this bar;
end
else if marketposition = 1 AND _Sell then
Sell this bar
else if _Cover then
BuyToCover this bar;

It seems you sell the long when you are in a long position, but don't need to be in a short position to cover?

I tried several variations to include
changing to "if marketposition <>1", or
adding "if marketposition = -1" for the cover, or
splitting into three code lines, rather than one continuous if/else if statement.

The performance results varied with the variations, which would indicate there is some significance in the structures.

The one I am think is correct is listed here:

If marketposition = 0 then
begin
if _Buy then
Buy this bar
else if _Short then
SellShort this bar;
end;

if marketposition = 1 AND _Sell then
Sell this bar;

if marketposition = -1 AND _Cover then
BuyToCover this bar;

Any thoughts or feedback welcome.

Regards,
Jack


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