how to define this cross-up condition

[fx-art]

hi all

i am trying at the moment to build a strategy with the strategy builder.

one of the conditions for a long entry(short would be just the opposite) is:

-LaguerreRSI cross up 30

-LaguerreRSI had value of 0 for two (or more) consecutive bars before the cross


my problem is i can't define the second condition. any help or advice would be very appreciated.


i have attached a screenshot to show the condition


edit: the first entry on the screenshot is a long entry and the second and third are both short entries.

[koganam]

hi all

i am trying at the moment to build a strategy with the strategy builder.

one of the conditions for a long entry(short would be just the opposite) is:

-LaguerreRSI cross up 30

-LaguerreRSI had value of 0 for two (or more) consecutive bars before the cross


my problem is i can't define the second condition. any help or advice would be very appreciated.


i have attached a screenshot to show the condition


edit: the first entry on the screenshot is a long entry and the second and third are both short entries.

You did not state the inputs for your LaguerreRSI, so I have substituted the word params as the set of all your parameters.

            if (LaguerreRSI(params)[2] == 0
                && LaguerreRSI(params)[1] == 0
                && CrossAbove(LaguerreRSI(params), 30, 1))

[fx-art]

thx for your reply.

the gamma of the laguerre would be 0,8.

but as far as i understand your code, this would not fit my condition, because it says that the last exact two bars before the cross should be 0, but that is almost never the case, because almost always there are a few other bars with laguerre value between 0 and 30 before the cross.

the code should be something like this:

-laguerre value of 0 for two consecutive bars in (any of) the last bars before the cross.

i have attached another screenshot to show what i mean.

i hope that i could show you what i mean.

thx for help

[koganam]

thx for your reply.

the gamma of the laguerre would be 0,8.

but as far as i understand your code, this would not fit my condition, because it says that the last exact two bars before the cross should be 0, but that is almost never the case, because almost always there are a few other bars with laguerre value between 0 and 30 before the cross.

the code should be something like this:

-laguerre value of 0 for two consecutive bars in (any of) the last bars before the cross.

i have attached another screenshot to show what i mean.

i hope that i could show you what i mean.

thx for help

You cannot do that with the condition builder. You need to use CountIf() to write that code.

if  (CountIf(delegate {return LaguerreRSI(params)[0] == 0;}, lookbackPeriod) > 1)

[fx-art]

all right, i will try it.

thanks for your help.