Help with Strategy Creation

[MFinMO]

Well, I now see what you're talking about but I can't get the damn thing to load into the strategy section? I saved it under a different name & it shows up in the Strategy drop down on the left, but whenever I go to run a strategy it doesn't show up on the right where the strategies are located? I've restarted NT several times but it doesn't help. I'm just too gd stupid to do this stuff. Thanks for your patience & trying though.

[MFinMO]

Well I deleted all strategies and reloaded it. It's now working and definitely is close to what I'm wanting. Thanks again for your help & patience!

[koganam]

Well I deleted all strategies and reloaded it. It's now working and definitely is close to what I'm wanting. Thanks again for your help & patience!

I am glad that you finally have it working. It actually does have a pretty good equity curve from the little testing that I did. You may want to start tweaking to see if you can improve your results. It should be easy, as I deliberately created parameters that you can use to run through the optimizer.

In fact, once I have some free cycles, I might very well try some optimization to see if it is a robust strategy. I kind of wonder where you got the idea for your entries and extis: I do not think that I have ever quite seen a strategy that uses moving averages in that manner.

[sledge]

I am glad that you finally have it working. It actually does have a pretty good equity curve from the little testing that I did. You may want to start tweaking to see if you can improve your results. It should be easy, as I deliberately created parameters that you can use to run through the optimizer.

In fact, once I have some free cycles, I might very well try some optimization to see if it is a robust strategy. I kind of wonder where you got the idea for your entries and extis: I do not think that I have ever quite seen a strategy that uses moving averages in that manner.

3,000! A milestone!



koganam
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[MFinMO]

I got the ema's & range bar charts from some other traders & I just found thru trial & error that having 2 full bars above the 150 seemed to yield more consistent results. I also don't usually have my stop loss that large because I'm usually sitting there watching it.

[MFinMO]

Maybe incorrectly, but I assumed to try a short strategy with this all that was needed was to swap out the word Short everywhere there's currently a Long (except in Variables section) & switch the <= and >= signals? Again, probably operator error, but it doesn't work. Even if I just select 1 day for a backtest, the strategy just sits there and runs without yielding results. Here's the code I switched for the short trade.

[koganam]

Maybe incorrectly, but I assumed to try a short strategy with this all that was needed was to swap out the word Short everywhere there's currently a Long (except in Variables section) & switch the <= and >= signals? Again, probably operator error, but it doesn't work. Even if I just select 1 day for a backtest, the strategy just sits there and runs without yielding results. Here's the code I switched for the short trade.

In which case, what you need to do is to return to basics. Write a technical spec which details what you want to do on the short side, in a set of single-line actionable English statements. Use my code as a guide to write the logic. e.g., It will then be obvious how to code when "Price is below the EMA" as opposed to when "Price is above the EMA". Just by reading the description of what you wrote, I can tell that you probably have not taken that into account.