Forex Software — Moving Averages In and out

Re: Moving Averages In and out

2011-03-14T14:57:10Z

thanks. I guess I should have paid more attention to that ....
I will check again and let you know.

Re: Moving Averages In and out

2011-03-11T14:07:04Z

No, horizontal line is the date line, it shows the starting point of out of sample data. The important part is the equity/balance curve AFTER the OOS date line. A little example:

You see, equity/balance curve continues going upwards on out of sample data, it's probably a good strat. If curve goes down in OOS, then probably the strat fails in live trading.

Re: Moving Averages In and out

2011-03-11T01:56:37Z

if you mean what level? ie. the horizontal line? or the "date" the vertical line? The horizontal line changes of course, but the veritcal line stays pretty steady at 4/26/04 for most of the exercise. If I shorten the data history, it still stays around 3/5ths of the left to right scale.

Re: Moving Averages In and out

2011-03-10T19:35:48Z

Too much of a drawdown in the middle, what OOS is showing while optimizing? That gives a clearer picture of how this strat performs.

Re: Moving Averages In and out

2011-03-10T17:03:10Z

OK, thanks!. I put it through the optimization in FSB and this is what came out for EURUSD 1Day:

http://www.screencast.com/users/thumbcu … d88524f971

I used SL at 750 and at 150 and had decent results. It's doing what I hoped to do, which is lose little at a time, but run the big ones. Anyone see any issues? What have your testing results shown?

Re: Moving Averages In and out

2011-03-10T14:34:47Z

I don't really understand what you mean by "a complete high/low", I took it as a whole bar. Nevertheless this is what I came up with:

[Opening Point of the Position]
Bar Opening
Enter the market at the beginning of the bar
Base price - Open

[Opening Logic Condition]
Moving Averages Crossover
[ A ] The Fast MA crosses the Slow MA upward
Base price - Close
Fast MA method - Simple
Slow MA method - Simple
Fast MA period - 3
Slow MA period - 50
Fast MA shift - 0
Slow MA shift - 0
Use previous bar value - Yes

[Opening Logic Condition]
Moving Average
[ A ] The bar opens above the Moving Average
Smoothing method - Simple
Base price - Low
Period - 50
Shift - 0
Use previous bar value - Yes

[Closing Point of the Position]
Bar Closing
Exit the market at the end of the bar
Base price - Close

[Closing Logic Condition]
Moving Averages Crossover
[ a ] The Fast MA crosses the Slow MA downward
Base price - Close
Fast MA method - Simple
Slow MA method - Simple
Fast MA period - 3
Slow MA period - 25
Fast MA shift - 0
Slow MA shift - 0
Use previous bar value - No

Again, if I understood you correctly, the strat above buys like you stated, so to make it behave correctly for sells, logical groups should be involved. Final version then:
[Opening Point of the Position]
Bar Opening
Enter the market at the beginning of the bar
Base price - Open

[Opening Logic Condition]
Moving Averages Crossover
[All] The Fast MA crosses the Slow MA upward
Base price - Close
Fast MA method - Simple
Slow MA method - Simple
Fast MA period - 3
Slow MA period - 50
Fast MA shift - 0
Slow MA shift - 0
Use previous bar value - Yes

[Opening Logic Condition]
Moving Average
[ B ] The bar opens above the Moving Average
Smoothing method - Simple
Base price - High
Period - 50
Shift - 0
Use previous bar value - Yes

[Opening Logic Condition]
Long or Short
[ B ] Open short positions only

[Opening Logic Condition]
Long or Short
[ A ] Open long positions only

As you can see I tuned the indis to fit your strat, the best I can achieve without custom indis unfortunately.

Moving Averages In and out

2011-03-10T02:14:34Z

I'm looking at the Moving Average of 3 bars, 50 bars and 25 bars. I would like to set up FSB to look for a 3 above 50 cross, then look for a complete high/low ABOVE the 50, then enter on the next opening bar. The close would be almost the opposite with the 3/25. The 3 cross below the 25, exit on close.

Any ideas how to set that up? I have tried what I know and it just doesn't look right.

For a short, would this automatically look for a 3 cross below the 50, next complete high/low below the 50 then enter?