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Date/Time: Sun, 19 May 2024 03:16:11 +0000

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

[2014-04-28 05:18:50] Link To Thread - Link To Post [Go To First Post]
User26836 - Posts: 4
Buy Entry - =AND(AA4>E4,E3>AA3) Sell Entry - =AND(AA4<E4,E3<AA3) No value in buy exit or sell exit. It is supposed to be always in just flipping back and forth depending on if price is above or below the moving average. I was using an hourly chart, but instead I went down to a smaller time frame (5 minutes) and just compensated for the moving average like it is on the higher timeframe. I just don't get why the delay in order fills. On the 5 minute chart after price fell through the moving average, there was a 2 bar delay before the system actually closed out the long and went short. Price fell 4 full pts before it actually filled the order. I just don't get it. Something must be off in my formula, but I have tried quite a few ways with mixed results. It isn't that I am trying to turn this into a strategy so much, I just intend to build off of it and want to figure out what I am doing wrong with my formula to cause these problems. I checked on the signal ignore on my last round of chart replay, it listed a few times where an order was ignored. They were all because a position already existed in that direction. Date Time Of Last Edit: 2014-04-28 05:19:23