A trading system using the weekly EMA crossing over a daily SMA to ent 0

Posted on 17, June 2013

in Category SID


Description for WeeklyEMADailyS SID 865

A trading system using the weekly EMA crossing over a daily SMA to enter a new position.

A trading system using the weekly EMA crossing over a daily SMA to ent/sid Notes for this Trading Account:

An example of a trading system using the weekly EMA crossing over a daily SMA to enter a new position. Each moving average has it’s own variable to define the number of bars, allowing the use of the optimiser to find the best periods for each moving average.

A trading system using the weekly EMA crossing over a daily SMA to ent/sid Rules for this Trading Account:

A trading system using the weekly EMA crossing over a daily SMA to ent/sid Notes for this Trading System:

An example of a trading system using the weekly EMA crossing over a daily SMA to enter a new position. Each moving average has it’s own variable to define the number of bars, allowing the use of the optimiser to find the best periods for each moving average.

A trading system using the weekly EMA crossing over a daily SMA to ent/sid Rules for this Trading System:

A trading system using the weekly EMA crossing over a daily SMA to ent/sid Bar event logic:

#An example of a trading system using Weekly EMA crossing over 
#a daily SMA

unless (Position) {
  #Do buy logic if we don't have a position
  #The weekly EMA is crossing over the daily SMA
  #We define two variables, WeeklyMoving which is used for the Weekly Moving average
  #and DailyMoving which is used for the daily moving average. This allows the 
  #use of the optimiser to find the "best" combination
  BuyOpen if Crossover(Weekly->EMA(Weekly->Close,$WeeklyMoving),SMA(Close,$DailyMoving));
}
else {
  #exit logic - exit after 10 bars
  SellOpen if BarsSinceEntry>10;
}

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