Logic for distance between major emas greater then in ticks

[tkaboris]

Hi in my strategy settings i have
DistanceBEMAs = 20;

and in logic I want to specify to open order only if distance between EMAs are greater in ticks . Is this the correct logic?

slowEMA[0] > EMA600[0] + DistanceBEMAs * TickSize)

[NinjaTrader_ChrisL]

Hello, thanks for writing in. The best way to verify your code is to use Print so you can see the data that your strategy is producing e.g.

if(slowEMA[0] > EMA600[0] + DistanceBEMAs * TickSize)
{
   Print("EMA condition true " + Time[0] + " " + slowEMA[0] + " " + EMA600[0] + DistanceBEMAs * TickSize);
   //submit order
}

.
This way you can see exactly the condition you have set up and make adjustments if necessary.

[bltdavid]

Hi in my strategy settings i have
DistanceBEMAs = 20;

and in logic I want to specify to open order only if distance between EMAs are greater in ticks . Is this the correct logic?

slowEMA[0] > EMA600[0] + DistanceBEMAs * TickSize)

Probably not.

You should always take into account that the either of the EMAs
could be higher or lower than the other.

Try this,

Add this code as a new Class variable:

// calculate constant value
private double EmaDistance;

Add this code inside State.Configure:

// one time calculation
EmaDistance = DistanceBEMAs * TickSize;

Add this code inside OnBarUpdate:

double EmaDiff = Math.Abs(slowEMA[0] - EMA600[0]);
if (EmaDiff > EmaDistance)
    Print("Distance is good");
else
    Print("Distance is no good");

Make sense?

[tkaboris]

Hi, Will I need to create a double for opposite to calculate for longs/shorts?
double EmaDiff = Math.Abs(EMA600[0] - slowEMA[0]);

[tkaboris]

Can you please also loot at other similar challenge i have with calculating difference between EMA and Low/High

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1233691-calculating-distance-between-ema-and-high-of-a-bar-is-wrong