simple moving averages that cross

[SteveReiza]

I had this coded in NT7 and did some backtesting with promising results. I took a break and am now getting back into trading futures on NT8.

if (CrossAbove(smaFast, smaSlow, 1)). This is the only example I have to work with.

Its three simple moving averages. in NinjaTrader7 it is written like this:
if SMA(low,2)[1] > SMA(low,5)[1] &&
if SMA(high,6)[5] > SMA(high,2)[5]&&
if SMA(low,2)[4] > SMA(low,4)[4]
// enter Long 2 contracts

Its saying when simple moving average low of 2 crosses over simple moving average low of 5 one bar ago; and, simple moving average high of 6 crosses over simple moving average high of 2 five bars ago, and, simple moving average low of 2 crosses over simple moving average low of 4 four bars ago. How is this written in NT8? Thanks so much.

[NinjaTrader_Gaby]

Hello SteveReiza,

Thank you for your post.

Please see the Help Guide page for the SMA in NinjaTrader 8:
https://ninjatrader.com/support/help...simple_sma.htm

You can use the CrossAbove() and/or CrossBelow() methods:
https://ninjatrader.com/support/help...crossabove.htm

https://ninjatrader.com/support/help...crossbelow.htm


For your first check:

if (CrossAbove(SMA(Low, 2), SMA(Low, 5), 1)

This checks if an SMA calculated using the Low price with a period of 2 has crossed above an SMA calculated using the Low price with a period of 5 within the last bar (1 bar ago).

You can use similar logic for the rest of your checks.

For an example script, take a look at the SampleMACrossover included in NinjaTrader 8.

Please let me know if you have any other questions.

[SteveReiza]

Sweet, thanks!

[SteveReiza]

for more than one, is the below correct?

if (CrossAbove(SMA(low,5), SMA(low,9),1) && (CrossAbove(SMA(low,2), SMA(low,4),5) && (CrossAbove(SMA(high,6), SMA(high,2),4))))

[NinjaTrader_Gaby]

Hello,

I fixed the parentheses and so that it is checking if each of the 3 CrossAboves are true in your statement. Also, make sure to capitalize High and Low.

if (CrossAbove(SMA(Low,5), SMA(Low,9),1) && CrossAbove(SMA(Low,2), SMA(Low,4),5) && CrossAbove(SMA(High,6), SMA(High,2),4))

High - https://ninjatrader.com/support/helpGuides/nt8/high.htm
Low - https://ninjatrader.com/support/helpGuides/nt8/low.htm

Please let me know if you have any other questions.

[SteveReiza]

Alright, thanks for the reminder. Rad, thank you!