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Jim Dean

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Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/6/2010 9:06 PM
Post #20966 - In reply to #20965

Sorry I had not realized the canned system was exponential. I usually write my own from scratch.

You can create a strategy that requires two different variants of the same system to fire within a given number of bars of one another.

This is a bit difficult to describe in a post ... especially since I'm not sure how familiar you are with creating Strategies.

So, I'll assume that you have read and understood the relevant portions of the Help manual and in the Systems and Indicators manual ...

1. create a new strategy: Ctrl+S > New > select Default as basis > give it a distinctive name like "aStanDoubleDualEMAcross".

2. delete the filter block (unless you want to use it ... you should see a Systems block, a Vote block, and an Orders block

3. drag in a SECOND systems block so that it is below the first one ... it will automatically connect to the Vote block.

4. uncheck all systems in the first column in both blocks (if working from the default)... fast way is to click on the first in the list to highlight it, then scroll to bottom and shift-click on last, to hilite all of them, then click on Enable at the bottom left until the checkbox is empty... also while hilited, click the optimize to uncheck those boxes. all systems now should be unchecked. REPEAT for BOTH systems blocks

5. in the first system block, check the Enable column for the MV2-C system and set the Default values for the slow and fast MA's in the top right. Uncheck optimize unless you want it from the getgo. Uncheck Use reversing signals. Select Both for signals to generate.

6. repeat #5 for the other systems block, with your other pair of moving averages in the Default cells.

7. now you have to tell OT to require both of these systems to have fired within some reasonable number of bars (days) of one another. open up the Vote block and tell it a reasonable number of days for that overlap, like maybe 5 (depends on what you chose for ema periods).

8. in vote block select All inputs must fire, and change cutoff to Fixed with a threshold of zero (shows everything this way).

9. change Orders block Entries to Market on Close, and Exits to Market on Close, with desired stops ... Fixed Loss and Fixed Profit are reasonable starting points. Leave optimization unchecked.

10. save it, and use ToDo to run it on a simple list like the DJ30 or SP100 ... double click on the Sig column to see things that fired.

****

that is a VERY fast tutorial ... there are MANY other ways to do something similar, including using a filter block or confirming block for the second dual-MA rule, or using EZ Setups for either or both rules.

All can be done without Pro. Sorry for leading you down the wrong path unnecessarily.

Note that you'd also be wise to actually PLOT the EMA's that you are using, so you can check if the signals are doing what you want.

*****

The most important thing as you are learning this stuff is to START SIMPLE, study the simple thing to death without complicating it ... don't add filters or other blocks ... just play with the param's and look at lots of charts till you UNDERSTAND it.
Deleting message 20966 : RE: Two "Exponential" Moving Average Crossover


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