Kris Veteran  Posts: 102 Joined: 5/23/2004 Location: Johannesburg  User Profile | What I have done is as follows, for a long trade (short would be reversed): 1. The low of one of three previous bar's touched or dipped below the 20 EMA (that is your trigger). You wrote that it could be 10 bars, we can change it later. 2. Today's close is above the 20 EMA - I would think that we wouldn't want to go long if the market is below the 20 EMA, please verify. 3. Today's close is above the trigger bar (current bar -1, -2 or -3) that touched/penetrated the 20 EMA 4. I added a LookBack parameter [default set to 10 bars] to help us validate that the price was above the 20 EMA, 10 bars ago. ADX should be in a filter block, as discussed previously. It is easy to add it to the system, but I feel that it is more elegant to have the system fire more signals and then use filter to decide which signals we allow to appear on the voting line. Please let me know if we need to tweak anything. Cheers, Kris  Attached file : GrailSys.txt (1KB - 631 downloads) |
