Here is an example of the formulas that I am using (this is an
Exit formula for URE, based on the SRS SMAs crossing.) Note
that the delays are different from your formulas.
(MovingAverage[MA,Close,8,0,6,1,SRS] >
MovingAverage[MA,Close,71,0,6,1,SRS] AND
MovingAverage[MA,Close,8,0,6,2,SRS] <=
MovingAverage[MA,Close,71,0,6,2,SRS]) OR
(Bar[Hour,1]*100+Bar[Minute,1]>=1559)
Note that when backtesting, the trades will not quite be
correct, so you have to decrease the delays by 1.
Hope this is enough to get you going. It took a while to
get the correct syntax figured out.
Strategy Desk formulas
StrategyDesk
Posted by twins on 4th of Jun 2009 at 10:05 am
Here is an example of the formulas that I am using (this is an Exit formula for URE, based on the SRS SMAs crossing.) Note that the delays are different from your formulas.
(MovingAverage[MA,Close,8,0,6,1,SRS] > MovingAverage[MA,Close,71,0,6,1,SRS] AND MovingAverage[MA,Close,8,0,6,2,SRS] <= MovingAverage[MA,Close,71,0,6,2,SRS]) OR (Bar[Hour,1]*100+Bar[Minute,1]>=1559)
Note that when backtesting, the trades will not quite be correct, so you have to decrease the delays by 1.
Hope this is enough to get you going. It took a while to get the correct syntax figured out.
Bob in Southern NJ
Thanks Bob that does help,
Posted by davetrader on 4th of Jun 2009 at 10:09 am
Thanks Bob that does help, I think I see what I need to do, I will apply these different delays and run a backtest