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Date/Time: Sat, 04 May 2024 02:04:20 +0000



[Programming Help] - Sierra’s Trading System – Study graph crossover

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[2023-06-19 15:57:34]
User788984 - Posts: 28
I am trying to implement a simple crossover study using Sierra’s Trading System – Study subgraph crossover indicator/study. My issue is seeing (not seeing) the crossover points on the chart. I am using a moving average for one line and Donchian Channel (upper) for other line. All looks well on the chart, but I can’t seem to generate any of the markers to show the “crossing from below/ crossing from above” on the charts. Furthermore, without the markers, the backtest is not producing any trades.
[2023-06-19 17:13:39]
Sawtooth - Posts: 3993
I can’t seem to generate any of the markers to show the “crossing from below/ crossing from above” on the charts.
'Enabled' must be set to Yes.
'Send Trade Orders To Trade Service' must be No for Sim and backtesting, and Yes for live.
Date Time Of Last Edit: 2023-06-19 17:14:08
[2023-06-19 20:17:09]
User788984 - Posts: 28
Yes, I’ve done both. Just can’t seem to see the markers for the crossovers and also no trades generated.
[2023-06-19 23:27:04]
User788984 - Posts: 28
The Buy and Sell indicators on this subgraph are +1 and -1respectively. Does my chart need to be scaled to +1 and -1 to show the indicators? Even so, I am not registering any trades on backtests.
[2023-06-20 02:28:10]
Sawtooth - Posts: 3993
The Buy and Sell indicators on this subgraph are +1 and -1respectively.
The Trading System - Study Subgraph Crossover study outputs 1 when true and 0 when false.
However, for me, this study marks the crossovers incorrectly.

Try this instead:
Add two instances of the Trading System Based On Alert Condition study, one for longs and one for shorts.
Use formulas like these on the Alerts tab:
Longs:
=CROSSFROMBELOW(ID1.SG1,ID2.SG1)
Shorts:
=CROSSFROMABOVE(ID1.SG1,ID2.SG1)
where ID1.SG1 is the MA, and ID2.SG1 is the upper Donchian channel.
[2023-06-21 01:45:10]
User788984 - Posts: 28
Thank you TomGilb for your input and guidance. I am still unable to see any indicator reflecting that conditions were met. Even with a simple "crossfrombelow" using closing price (C) against upper Doncian Channel with the ES futures contract. The ES futures prices are in the 4100 range. When conditions are met, I assume that means (+1). How do I see the the star,triangle,square, etc. indicator on my chart?
[2023-06-21 02:35:42]
Sawtooth - Posts: 3993
How do I see the the star,triangle,square, etc. indicator on my chart?

1. Add the Trading System Based On Alert Condition study
-Set 'Enabled' to Yes
-Set 'Order Action On Alert' to Buy Entry
-Put this formula on the Alerts tab:
=CROSSFROMBELOW(ID1.SG1,ID2.SG1)

2. Duplicate the above study
-Set 'Order Action On Alert' to Sell Entry
-Put this formula on the Alerts tab:
=CROSSFROMABOVE(ID1.SG1,ID2.SG1)

The above formulas assume:
ID1.SG1 is the MA
ID2.SG1 is the upper Donchian Channel
Edit the formulas as needed.
Date Time Of Last Edit: 2023-06-22 18:30:17
[2023-06-22 18:22:21]
User788984 - Posts: 28
I guess it would help if I typed correct spelling of CROSSFROMABOVE. Thank you so much for your assistance. Embarrassed at the simple correction that took me days to realize.

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