Displaced MA Crossover

[kumar]

How do I create a crossover strategy for a displaced MA? I do not see the 'displacement' variable when I use the strategy wizard.

Thanks.

[NinjaTrader_Austin]

Hi Kumar, after looking at the brief definition for displacement in the indicator window, I believe you can just use the BarsAgo property instead of Displacement.

[kumar]

Hello Austin,
[I am writing this while watching the how the strategy works with market replay]

Your solution seems to work, but here is the problem:

I have a simple test strategy -

If priceclose crossabove displaced ma, plot a dot

I see dots being plotted all over the place regardless of whether the price closed above or below the displaced ma [fortunately a dot is not plotted for all the bars].

Often a dot gets plotted when the entire bar is above or below the displaced MA.

Interestingly, the dots are plotted only for green bars and often appear if the preceding bar is a red bar

This clearly is not working.

Thanks for the help.

[NinjaTrader_Bertrand]

kumar, please post the code / strategy you use so we can take a look, it seems like you need to rework the conditions you use for plotting.

[kumar]

Thanks for the response.

Attached is the code / strategy

Thanks

[NinjaTrader_Bertrand]

Kumar, please use something like this as condition, yours was not displaced by x bars (6 bar SMA displaced 6 bars in my example) -

 
if (CrossAbove(Close, SMA(6)[6] , 1))
{
DrawDiamond("My diamond" + CurrentBar, false, 0, High[0] + 2 * TickSize, Color.Red);
Alert("MyAlert0", Priority.High, "", @"C:\Program Files\NinjaTrader 6.5\sounds\Alert1.wav", 0, Color.White, Color.Black);
}

[kumar]

Thanks Bertrand, that worked beautifully.

While you have the piece of code, could you please tell me why the alert sounds only one time.

Thanks so much.

[NinjaTrader_Bertrand]

Use a unique ID for Alert, too -

 
if (CrossAbove(Close, SMA(6)[6] , 1))
{
DrawDiamond("My diamond" + CurrentBar, false, 0, High[0] + 2 * TickSize, Color.Red);
Alert("MyAlert0" + CurrentBar, Priority.High, "", @"C:\Program Files\NinjaTrader 6.5\sounds\Alert1.wav", 0, Color.White, Color.Black);
}

[kumar]

Thanks, but how do I do that? Not familiar with c#/Ninja script, though I can make simple changes to the code.

Thanks again.

[NinjaTrader_Bertrand]

Just add the snippet I provided to your OnBarUpdate(), like you did before.

[kumar]

Thanks, but not there! Do you mean I should add:
if (CrossAbove(Close, SMA(6)[6] , 1))

again before the alert?

[NinjaTrader_Bertrand]

No - please replace Condition1 in your OnBarUpdate() of the script you posted with this code -

if (CrossAbove(Close, SMA(6)[6] , 1))
{
DrawDiamond("My diamond" + CurrentBar, false, 0, High[0] + 2 * TickSize, Color.Red);
Alert("MyAlert0" + CurrentBar, Priority.High, "", @"C:\Program Files\NinjaTrader 6.5\sounds\Alert1.wav", 0, Color.White, Color.Black);
}

[kumar]

I had missed the "CurrentBar" - not very clever of me.

Any, it all works now.

Thank you for your patience.