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Hello MC,
Many thanks for your reply.
Unfortunately, the trade is still triggered at the high of the last
SwingHigh bar even if it occurred before the MA cross. However, you are
absolutely correct to point out that there could have been a trend change
since the alert so it would be necessary to code:
Alert(Cross(Mov(C,5,E),Mov(C,30,E)),10)
AND
Mov(C,5,E)>Mov(C,30,E)
AND
.....SwingHigh condition......
Regards,
Kevin
At 02:20 PM 1/25/2009 Sunday, you wrote:
If I get it right, then you
could simply write:
Mov(C,5,E)>Mov(C,30,E) AND
Cross(H,(ValueWhen(1, Fml("SwingHigh"),H)))
This way, you are in permission long mode since you have the
short-term moving average above the mid-term one.
The code that you wrote cannot check whether there has been a
change
in the smas' level condition, thus leaving the possibility that
there
has been a "trend" change before your swing-high formula got
into action.
Regards,
mc
--- In
equismetastock@xxxxxxxxxxxxxxx,
Kevin Barry <kevin_barry@xxx>
wrote:
>
> Hello,
>
> I have created a formula for a swing high condition called
SwingHigh.
>
> I would like the following sequence of events to occur in my
system
test:
>
> 1. 5MA crosses above 30 MA
>
> 2. Swing High condition occurs.
>
> 3. Go long when the price breaks above the Swing High
>
> I have coded the following:
>
> Enter Long:
>
> Alert(Cross(Mov(C,5,E),Mov(C,30,E)),10)
> AND
> Cross(H,(ValueWhen(1, Fml("SwingHigh"),H)))
>
> The problem is that the tester does not restrict the SwingHigh
condition to
> AFTER the MA cross. It uses the last SwingHigh value even when it
has
> occurred before the MA cross.
>
> I have tried adding this:
>
> BarsSince(Cross(Mov(C,5,E),Mov(C,30,E))) > BarsSince(ValueWhen(1,
> Fml("SwingHigh"),H))
>
> It doesn't make any difference.
>
> Any suggestions for specifying the order of events in the System
Tester
> would be welcome.
>
> Many thanks in advance.
>
> Regards,
> Kevin
>
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