Simple strategy

July 22nd, 2009, 07:22 PM

I get a lot of trades though. I was hoping for one trade each time the DMA changes from falling to rising.
Here is a screen shot. 2009-07-22_1919

July 22nd, 2009, 07:24 PM

Is because you are only asking if it is Signal[0] == 1. That means if long.

What you need to do is add a second if statement that checks the prior bar, such as Signal[1] != 1.

This means if bar 1 is not equal to 1, and bar 0 is equal to 1, then that means it changed and go long.

Code

if (DoubleMA(30,NinjaTrader.Indicator.DoubleMA_internal.DMAType.ZeroLagEMA,30,NinjaTrader.Indicator.DoubleMA_internal.DMAType.ZeroLagEMA).Signal[0] == 1)

if (DoubleMA(30,NinjaTrader.Indicator.DoubleMA_internal.DMAType.ZeroLagEMA,30,NinjaTrader.Indicator.DoubleMA_internal.DMAType.ZeroLagEMA).Signal[1] != 1)

{
                EnterLongLimit(DefaultQuantity, GetCurrentAsk(), "Long");
            }

Mike

July 22nd, 2009, 07:24 PM

It seems to be not lining up with the DMA. Is that because the DMA paints back 2 bars?
2009-07-22_1924

July 22nd, 2009, 07:30 PM

vast

It seems to be not lining up with the DMA. Is that because the DMA paints back 2 bars?
2009-07-22_1924

There is a whole thread about DMA and signal issues. (I think this is it, not sure). I personally don't use it so can't comment. You might try using the DMV dataseries and see if it works any better for you. DMV returns the value not a signal, so you need to use Rising or Falling:

Code

if (Rising(DoubleMA(30,NinjaTrader.Indicator.DoubleMA_internal.DMAType.ZeroLagEMA,30,NinjaTrader.Indicator.DoubleMA_internal.DMAType.ZeroLagEMA).DMV))

Also as mentioned earlier by max-td here you might eliminate DoubleMA and do it his way. Although honestly, I've not tested this and am not sure if it produces the same results as DoubleMA.

Mike

July 22nd, 2009, 07:32 PM

Ok. Thanks.

July 22nd, 2009, 07:32 PM

I fixed this post, I didn't realize some extra code was in there until now.

Mike

July 23rd, 2009, 05:08 AM

Vast, here is a basic strategy, made with the wizard in about 30 seconds, without using DoubleMA but only ZeroLagEMA.
Maybe it can help.

July 23rd, 2009, 06:08 AM

Thanks Sam.
I guess I was hoping that I could build a strategy on the DMA and other indicators. I had hoped to use the change of colour as a reference point. ie. When the DMA turns from falling to rising is changes colour.
Anyway, it seems to be not possible. The entries are too slow.
Regards

August 5th, 2010, 05:30 PM

Thanks BigMike
after 2 weeks HERE is the answer .... "Keep in mind if you use the wizard it places + sign instead of . in a couple of places, you need to manually change it, but your string above seems fine.

Mike "
i replaced the'+' with a '.' and now it will compile!!
Vic10

August 5th, 2010, 05:39 PM

vast

Thanks Sam.
I guess I was hoping that I could build a strategy on the DMA and other indicators. I had hoped to use the change of colour as a reference point. ie. When the DMA turns from falling to rising is changes colour.
Anyway, it seems to be not possible. The entries are too slow.
Regards

Have a look at the Aardvark strategy that nano posted recently in the elite section .. lots of good code to help you out

Simple strategy

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Simple strategy