Moving Average Ribbon Strategy

[markps400]

I am trying to create a strategy where a group of EMA's must all close above/below a single SMA before a buy/sell order is triggered. Using Strategy Builder, I listed all of the EMA's (crossing above and below SMA) with the If All condition selected---simple enough, but the strategy does not work. Any ideas on what I am doing wrong?
Thank you!

[NinjaTrader_PaulH]

Hello markps400,

Thanks for your post.

The cross conditions you have created would require that all of them (EMAs) cross the SMA on the same bar. I would expect that it would be unusual that all of the EMAs would crossbelow (or crossabove) the SMA 50 on the same bar. If you plot these on a chart you can see that this does not occur frequently, if at all.

If the requirement is to have all the EMAs cross the SMA 50 then it would seem that you need only check that the EMA(20) has cross above/below the SMA(50) because the EMA(2) leads the EMA(4) which leads the EMA(6), etc etc.until you get to the slowest EMA(20).

[markps400]

Thanks Paul!

[aligator]

I am trying to create a strategy where a group of EMA's must all close above/below a single SMA before a buy/sell order is triggered. Using Strategy Builder, I listed all of the EMA's (crossing above and below SMA) with the If All condition selected---simple enough, but the strategy does not work. Any ideas on what I am doing wrong?
Thank you!

Also, another way for the condition may be to indicate if the cross has happened within the last N bars (or individual N bars for each EMA) instead of just the current bar to make sure all your EMA's have crossed the SMA.

[gravityflyer]

Hello, I have a somewhat related question but figured I would add to this thread for sake of posterity...

When creating an automated strategy using the moving average ribbon, how do I indicate whether all the moving averages are stacked positive or stacked negative? I simply entering in the strategy builder equals "rising" for stacked positive and "falling" for stacked negative but neither worked. Unfortunately no luck either with "true" and "false."

Any suggestions greatly appreciated!

[NinjaTrader_ChelseaB]

Hello gravityflyer,

You are wanting to compare the value of one EMA to be greater than or less than another EMA?

[gravityflyer]

Hello gravityflyer,

You are wanting to compare the value of one EMA to be greater than or less than another EMA?

Yes, but simply using the ribbon indicator (rather than adding a slew of individual EMAs to my strategy builder).

Thanks!

[NinjaTrader_ChelseaB]

Hello gravityflyer,

You would need to make an indicator that calls these SMA calls and add plots and public Series<double> to return the Values[plot index], and set the Values[plot index][barsAgo index] to the value of those SMAs. Then you could call your indicator in your strategy with these preset SMA values.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/1182243-exposing-the-wavetrend-indicator-for-strategy-builder?p=1182264#post1182264

As a heads up, the attachment in your post #1 is a strategy and not indicator.