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I am using one indicator, MBI, to give buy signals and MACD zero
crossing to give sell signals. I plot these as positive and negative
spikes of one bar duration. I also plot the indicators in separate
panes so I can see if the buy and sell points are what I expect.
They are exactly in the right place.
Now is gets weird. I do an exploration and the buy indicator occurs
on exactly the same dates as the chart shows. But the MACD zero
crossing dates are not the same dates as the chart. Some are missing
too.
Then I plotted a MACD and use the zero crossing for both buy and
sell signals and plot them as spikes and run exploration and the
dates are exactly as the chart. Also the sell spikes are exactly the
same as the MBI/MACD chart.
How can explore show incorrect sell dates referenced to the MBI/MACD
chart but correct dates on the MACD only chart?
I don't know if it makes any difference but Settings is set for
daily long and short with trade on the next open. All stops are
disabled.
// buy/sell logic is:
myMBI = Cross(MBI, 45); // MBI range 0 to 100, long is up 45 crossing
myMACD = Cross(0 , MACD(6, 19)); // sell on down 0 crossing
Buy = Cover = myMBI;
Sell = Short = myMACD;
// explore is set to:
Filter = Buy OR Sell OR Short OR Cover;
AddColumn(C, "Price", 1.2);
AddColumn(Buy, "Buy", 1.0);
AddColumn(Sell, "Sell", 1.0);
Thanks,
Barry
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