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Direct MessagesDate/Time: Sat, 04 May 2024 18:49:50 +0000
Spreadsheet System for Trading Question
View Count: 798
| [2015-09-24 12:36:28] |
| infpz - Posts: 826 |
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Hello, I am testing a spreadsheet system. I am puzzled by the fact that if I get more than one signal per bar, the second signal will not be sent. The system is a reversal system. "Support Reversals" is set to Yes, and "Only Signal Once Per Bar" is set to no. If I'm flat and the condition is true, the signal works fine. If the reversal happens in a subsequent bar, it too works fine. The only trouble is when a second signal comes in the same bar, the signal is not taken. I've tested this - it works fine in 10 second bars (reversing over and over) because the signal is coming in a new bar. But on a 5 or 15 minute bar, the system will not reverse if the second signal occurs in the same bar. Any ideas on what might be causing this? Here is the buy signal: =AND(CROSSFROMBELOW(E3:E4,AA3:AA4),AND(E3>AA3,E3>AC3)) Where E3:E4 is the last price, AA3:AA4 is a moving average, and AC3 is another moving average. Again, it works fine every time, unless there are 2 signals in the same bar. Thanks for your input, PZ |
| [2015-09-24 13:24:00] |
| Sawtooth - Posts: 3993 |
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The CROSSFROMBELOW function is comparing the current bar with the previous bar, so there could not be a reversing CROSSFROMABOVE in the same bar. What you want to do is a bit tricky, but it will involve using two conditions combined with OR(..), one that includes J8=0, the other J8<0 to reverse from a short. |
| [2015-09-24 13:33:47] |
| infpz - Posts: 826 |
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That explains a lot. I will work on it. Thank you.
Date Time Of Last Edit: 2015-09-24 13:33:54
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| [2015-09-24 13:50:10] |
| infpz - Posts: 826 |
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=OR(AND(E3>AA3,E3>AC3,$J$8=0),AND(E3>AA3,E3>AC3,$J$8<0)) This seems to be working crudely - it generates way too many arrows, but since multiple entries in the same direction are set to zero, I'm only getting the signals I need. |
| [2015-09-24 13:59:45] |
| Sawtooth - Posts: 3993 |
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You can set the Draw Style of K3,M3 to Hidden, then use two other Formula Columns for arrows using your original formulas, like this: =IF(AND(CROSSFROMBELOW(E3:E4,AA3:AA4),AND(E3>AA3,E3>AC3)),D3,0) |
| [2015-09-24 18:31:46] |
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If you have further difficulty, refer to this section here about ignored signals: https://www.sierrachart.com/index.php?page=doc/doc_SystemsAlerts.php#IgnoredSignals Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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