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Date/Time: Sun, 19 May 2024 02:57:15 +0000



Post From: ATS - Not exiting trades after crossing through moving average

[2014-04-25 22:28:46]
User26836 - Posts: 4
I am trying to set up an always in moving average based system and keep having issues. Originally the fills were way out of whack with the exits, but now it is pretty much on track, except when the position crosses back through the moving average it doesn't always exit. It seems like if the moving average is relatively flat at the time price crosses through it doesn't reverse the position.

Is there a way to correct this? I added in the function of (moving average +1) and (moving avg -1) in an attempt to keep the system from flipping back and forth several times because this is when it gets out of whack placing trades the wrong way. This helped a little on the frequency of back and forth trades but they are still going in the wrong direction. Any ideas on how to correct this?

Thanks!
Date Time Of Last Edit: 2014-04-25 22:29:09