Topic: Price crosses Moving Average?

Hello,

How do you set up in FSB an opening logic condition where Price bar crosses the Moving Average? Thanks.

Great Product! This has been a fantastic learning opportunity.

Re: Price crosses Moving Average?

Hi,

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

[Opening Logic Condition]
Moving Average
     The bar opens above the Moving Average after opening below it
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  14
     Shift  -  0
     Use previous bar value  -  Yes

Re: Price crosses Moving Average?

Footon,
Thanks for the response! I was unaware of the drop down menus associated with the indicators with FSB...thank you for pointing me the right direction:

Modified by the strategy generator on 1/14/2011 6:18 AM.

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Modified by the strategy generator on 1/14/2011 6:34 AM.

Market: EURUSD 1 Day
Spread in pips: 2
Swap Long in pips: 0
Swap Short in pips: 0
Commission per lot at opening and closing in pips: 0
Slippage in pips: 0

Maximum open lots: 5
Entry lots: 1
Adding lots: 1
Reducing lots: 1

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 5422
Balance: 169054 pips (2690.54 USD)
Minimum account: 0 pips (1000.00 USD)
Maximum drawdown: 12322 pips (123.22 USD)
Time in position: 50 %

A same direction signal - Adds to a winnig position
An opposite direction signal - Does nothing
Permanent Stop Loss - 1000
Permanent Take Profit - None

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

[Opening Logic Condition]
Moving Average
     The bar opens above the Moving Average after opening below it
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  14
     Shift  -  0
     Use previous bar value  -  No

[Closing Point of the Position]
Week Closing
     Exit the market at the end of the week
     Base price  -  Close

[Closing Logic Condition]
Directional Indicators
     The ADI+ rises
     Smoothing method  -  Smoothed
     Base price  -  Bar range
     Period  -  96
     Use previous bar value  -  No

Plan is to iterate through all MAs for all pairs for all time frames. My goal by using FSB is to uncover the lowest drawdowns. The time spent in the position is <50% and the W/L is <50% but it still yields a profit! Go fiture.


footon wrote:

Hi,

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

[Opening Logic Condition]
Moving Average
     The bar opens above the Moving Average after opening below it
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  14
     Shift  -  0
     Use previous bar value  -  Yes

Re: Price crosses Moving Average?

If W/L and drawdowns are somewhat objectivised, define them in the generator, so the results are strategies which fit to those limitations.