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Date/Time: Sat, 18 May 2024 15:24:50 +0000

Post From: Crossover strategy

[2015-02-14 20:03:53] Link To Thread - Link To Post [Go To First Post]
User96105 - Posts: 113
That's really very helpful Tom, many thanks. But I have confused the issue with my poor description. The main problem I have is not multiple/repeated subsequent signals in the same direction ~ it's the 1st signal not always firing. I assume that the "CROSFROMBELOW" (etc) function is specifically designed to identify the cross and to fire immediately on that bar. My amateur code is effectively saying ignore the cross unless the crossover amount exceeds at least 0.2. Because of this unless that bar does fulfill the criterion the function is nullified entirely until another cross is made which does exceed 0.2. From the attached screenshots* you can see that the transform crossed from below at 21:01:16, but the cross was just 0.11, so no long trade was triggered. The next buy wasn’t triggered until 21:11:34. What I would like to achieve is for the buy trade to have been executed at 21:01:23 (the next bar) when the transform was -0.51 and the offset -0.76 (the first time following the cross when the transform exceeded the offset by at least 0.2). Many thanks for your help with this…. *Note that buy/sell entry arrows are not showing on my chart for some reason, so I am using dots ~ which do work!!


Spreadsheet.pdf - Attached On 2015-02-14 19:51:13 UTC - Size: 111.61 KB - 329 views Chart.pdf - Attached On 2015-02-14 19:51:24 UTC - Size: 23.99 KB - 318 views