• Registered: 2013-12-12
  • Posts: 3

Topic: EMA crossover help

Hello,

I am teying to backtest the following strategy:

Buy when 13 EMA cross over 34 EMA

Sell when 8 EMA cross below 13 EMA

However when I input the above criteria the system action the first rule but not the second.

I guess I am doing something wrong!

Thank you very much

Cristiano

  • footon
  • footon
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  • Registered: 2009-08-17
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Re: EMA crossover help

You do it like this:

[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
     Fast MA crosses Slow MA upward
     Base price  -  Close
     Fast MA method  -  Exponential
     Slow MA method  -  Exponential
     Fast MA period  -  13
     Slow MA period  -  34
     Fast MA shift  -  0
     Slow MA shift  -  0
     Use previous bar value  -  Yes

And then choose the exit criteria to your liking.

  • Registered: 2013-12-12
  • Posts: 3

Re: EMA crossover help

Thank you very much.

The opening and closing now works on the buy side.

However the system also open a sell position when the 13 crosses the 34 downward and close when the 8 crosses the 13 upwards. Is this correct?

Cheers

  • footon
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Re: EMA crossover help

Sell is mirrored buy logic -- if buy = crosses up, then sell = crosses down and vice versa.

Closing point and condition is very much different set of subject. If you want to close at next opposite signal, choose Close and Reverse in Closing Point slot. If you want to close the position at a different set of crossover or even other indicators, choose the same crossover or other indicator in the Closing Logic Condition slot.