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Two "Exponential" Moving Average Crossover
Last Activity 7/17/2018 10:46 AM
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Jim Dean

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/8/2010 11:21 AM
Post #21000 - In reply to #20999

Weellll ... the first thing is to get all our ducks in a row.

Your voteline does not look like my chart quite yet.

I'm attaching an "OTS" file that should contain a full copy of the strategy ... please save your own as a sep name so they can be compared. This one goes in: C:\Program Files\Nirvana\OT2010\Strategies

Then ... please go thru the two of them, block by block, to see what is different.

Just looking at the voteline ... it's fairly obvious that the Stops are incorrect (vs my request that you change to Nbar), and that there is possibly something different about the Vote block.

I went thru all the details before ... just check the prior posts.

[Edited by Jim Dean on 7/8/2010 11:23 AM]

Attached file : aJDgyDoubleDualEMA.ots (744KB - 232 downloads)

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/8/2010 11:47 AM
Post #21001 - In reply to #20962

The differences were....

1. In both systems, you have "Number of Bars" at 20 where I had 5 as in your screenshots.

2. In voting, you had "All inputs below Signal Lines" and I had "Majority for Long (or Short)

This is my mistake for not reading the entire sentence.

3. In Orders, you have "Market on close" and I had "Market on open."

#1 and #3 are different from what you post.

[Edited by on 7/8/2010 11:54 AM]

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Jim Dean

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/8/2010 12:24 PM
Post #21002 - In reply to #21001

Good job of sleuthing!

This is a PERFECT example of why I prefer to send snapshots of the settings rather than OTS files, when still in process of fiddling with things.

Actually, the #1 (if you are referring to the System blocks) does not matter ... it only applies if there is optimization going on ... that's a whole 'nuther topic.

#3 is important ... I had changed that to simplify things, when I switched to N-bar exits instead of Fixed Profit and Fixed Loss - thot I had mentioned that, but no matter.

For several reasons, I've changed the N-bar exit in the ORDERS block to 10 instead of 5 (we can discuss later). Here is an updated snapshot of the new Orders Block. I've also attached a new copy of the OTS.



[Edited by Jim Dean on 7/8/2010 12:26 PM]

Attached file : DualEMA Orders.png (62KB - 516 downloads)
Attached file : aJDgyDoubleDualEMA.ots (744KB - 207 downloads)

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Jim Dean

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/8/2010 12:33 PM
Post #21003 - In reply to #21002

Here is the Chart for CAT that results from the OTS I just sent, with Nbar set to 10 and Exit at Close:
P.S. if you attach a chart it will be more legible if you don't include the Focus list or the right-side toolbars in the width.



[Edited by Jim Dean on 7/8/2010 12:35 PM]

Attached file : DualEMA Chart-CAT.png (28KB - 524 downloads)

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/8/2010 12:45 PM
Post #21004 - In reply to #20962

Done! Looks identical... I hope... LOL



[Edited by on 7/8/2010 12:47 PM]

Attached file : Snagged2.png (81KB - 512 downloads)

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Jim Dean

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/8/2010 12:59 PM
Post #21006 - In reply to #21004

Alright! Good job. Before going any further, make sure you SAVE AS this Strategy with a name you can find easily later ... I always put an "a" in front of my custom-whatever names so they alphasort to the top, then I follow that with my initials, then I put in a two letter abbreviation to remember what it is - this is not really necessary for strategies but is VERY useful for systems, stops and indicators when using OmniLanguage. I use "gy" for strategies ... then I give it a name that reminds me of what the focus of the strat is ... mixes of upper/lowercase help. I called this strat "aJDgyDoubleDualEMA".

Now, if you don't mind sorta working through this step by step, I'll give you some things to look at and think about before we move on ...

1. What does the "N" mean in the voteline? (hint - click on it)
2. Why are there three triangles in a row on the "Vote" line?
3. Is the bottom MV2-CD voteline the 5/20 system, or the 10/40 system?
4. How can you tell re #3, by ONLY looking at the CHART (not the strat)?
5. Why is the little empty red triangle there on 5/14?
6. When you count the bars between entry and exit, what seems odd to you?

After answering those q's, are there any FURTHER questions that you can think of, AT ALL, that relate (only) to what can be seen on this chart?
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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/8/2010 2:38 PM
Post #21011 - In reply to #21006

Originally written by 210921 on 7/7/2010 1:59 PM

Now, if you don't mind sorta working through this step by step, I'll give you some things to look at and think about before we move on ...

1. What does the "N" mean in the voteline? (hint - click on it)
2. Why are there three triangles in a row on the "Vote" line?
3. Is the bottom MV2-CD voteline the 5/20 system, or the 10/40 system?
4. How can you tell re #3, by ONLY looking at the CHART (not the strat)?
5. Why is the little empty red triangle there on 5/14?
6. When you count the bars between entry and exit, what seems odd to you?



1. The N-stop we specified for 10 means to stop out of a trade at 10 days.

2 Absolutely no idea!

3. The bottom of my chart is 10-40 system. You click on it and it will tell you what it is by a popup box.

4. You can tell by using the crosshairs and see which pair of EMA crosses over each other...

5. I velieve that isgnal means that already in short position. (I can't find the stupid chart that explains the solid up and down arrows... would be greatly appreciated if you could find it for me... I spent hours!)

6. What is odd is the second stop is 11 days after entry.
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Jim Dean

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/8/2010 3:42 PM
Post #21012 - In reply to #21011

Excellent.

Re #5 ... the chart is actually somewhere in the forum I believe ... might be in help somewhere to ... to discover more about that little triangle, Chart Properties > Trades > check Show All Reinforced Signals, Close, and look at the chart

You'll note that several new hollow triangles have appeared ... just above the last of the solid row of triangles on the -Vote line. So ... the answer is ... the hollow triangle is a "Reinforced Signal".

But, when we turn OFF that feature, why does one still remain? Answer is, I suspect, a very small idiosyncracy in the plot logic. Why? LOOK AT THE EMA's. The 5 JUST BARELY crosses over the 20 on the day before - zoom in and you'll see it. So, on the 14th, we have another crossover that occured in the 20-bar "window" that defines the "performance metric" for that system ... this 20-bar value is in the bottom right of the System block ... and is SUPPOSED to be just related to optimization ... but look what you find out when you start asking questions, eh?



Anyways, this crossover is a totally different thing than the other hollow triangles are indicating. This is a legitimate System SIGNAL, fired by the system block ... the others are coming out of the Vote block. So, they are different KINDS of signals ... one that is "core" to the system, and the other that is "manufactured" by the Vote block.

Which leads us to question #2, about the three triangles. These have to do with the Lookback parameter in the Vote block. Try this ... open up the Vote block and change the lookback to 4 instead of 5 ... close and OK ... double-click on CAT to recalc ... you'll see you now only have TWO triangles.

Now, change it to 2 instead of 4 ... before you click OK and recalc ... try to figure out what is *going to* happen, before you do it. Once you DO it ... there's question #7 for you!
why did changing the lookback to 2 do what it did to the voteline>

Now that you've gone through that exercise ... see if you can answer question #2 ... hint ... count backwards from the rightmost bar that has a solid triangle in the row ... to the 5/20 system's signal.

You got #6 exactly right ... and show one of OT's "idiosyncrasies" - OT has a few odd ways of counting things.

N-bar exit starts counting with zero, not with 1. So ... an input of ten bars actually exits on the eleventh bar since the trade started.

Second ... there is a just-discovered bug in OT (yep, you and I - we found it! - and it has been reported) ... when a Market on Close order is used for Entry. Rather than explaining all that ... let's just change our entry-order to MARKET ON OPEN. I'm plotting the new chart below.

Make that change to your Orders Block. Now, click on the voteline to see the advisor. Tell me what you have learned about Entrys vs Signals, from that recap. Hint: you can doubleclick on the chart to see the databox appear, to help ID prices and dates of bars.

This last little item you are about to discover is an IMPORTANT one, btw ... many longtime OT users don't understand it properly.


P.S. I will be out of pocket till later tonight, or maybe early tomorrow.

[Edited by Jim Dean on 7/8/2010 3:46 PM]

Attached file : DualEMA Chart-CAT-phantom cross.png (32KB - 501 downloads)
Attached file : DualEMA Chart-CAT-MOO.png (27KB - 526 downloads)

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/8/2010 8:01 PM
Post #21014 - In reply to #21012

For #2 and #7 question. By reducing the lookback period, you reduce the chance the voting mechanic can see the two systems agree with each other to fire a buy signal. So reducing it to 2 eliminates any voting in CAT's case but is very narrow field of judgement that leads to no trades at all.

Increasing the lookback period will show much more signals as it shows concurred system signals.

It is strange how the system only works by the buy signal only rather the vote line of each system. Since the vote line of each system overlaps for a good period of time, the voting mechanic cannot 'see' those concurring lines.


Still have no idea about the bug. I can only see the date of entry is the same for either settings. Price is right.

System doesn't need to be 'Perfect'. Even I was trying to search for the holy grail long ago... via multiple indicators for 15 years. What did I learn? I missed a ?!&$*#!* of profits to be had. I wished I met a trader but never met one... only lots of wannabes. But then again, they don't want to share either.

Outstanding lessons here... now I need to learn how to make OT smack me to trades on what they see automatically when I boot it up... A popup of list would be nice!

[Edited by on 7/8/2010 8:03 PM]

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 7:10 AM
Post #21015 - In reply to #21014

Hi, Stan:

Gettin' tired of this, or do you want to proceed further? ... "miles to go before I sleep", an' all :~)

Re #2 & #7 & your comment about the vote line of each system ... think of the vote eval process as a flow from bottom to top on the voteline, and from left to right in the strategy diagram. The stuff on the left/bottom is "raw" ... as you move right/up, it gets "refined". What finally hits the Orders block is the "real" signal.

The LOOKBACK input is important ... it creates "persistance" for the initial 5x20 signal, until the 10x40 catches up. If you set it (for this case we are looking at) to 2, then it's inadequate to cover the 3-BAR delay between the June15 5x20 signal and the 10x40 signal, and the Vote block does not consider the two signals to be simultaneous ...

Q#8 can you find two alternatives (not using optimization) you could make to the Vote block settings, so that a lookback input of 2 (or less) would permit a signal to get to the Orders block, in the example we have been looking at?

Notice also for the May14 "Reinforced" 5x20 signal ... the 10x40 is three bars away ... and "barely makes it". If that tiny intermediate crossover had not occured, the trade would not have gotten thru to the vote line.

OK moving back to the Q re the signals and entries from the Advisor popup. In my screenshot below, notice that the ENTRY date is NOT the date of the bar with the little triangles on it. VERY important to understand. The bar with the triangles is called the SETUP bar. It is the bar whose COMPLETED information has told OT that the strategy's requirements for an entry have been met. The "setup" is complete on that bar.

Which raises a conundrum. If you need to have a COMPLETE bar to eval the satisfaction of the setup ... then there's "no time left" for an entry signal to be fired ... at least, in OT-land. Remember - we are dealing with EOD, non-realtime info here. The true CLOSE for the bar (which is what the EMA's are based on) is NOT AVAIL to 20-min-delayed EOD feed until AFTER 4:00 EST ... too late to place an order that day.

So ... the MOO order ENTERS the trade at the start of the NEXT day. In fact, if you'd used the Trade Plan block instead of the Orders block (TP offers a huge amount of refinement re entry and exit rules), then you could have placed a Market or Limit order instead of MOO ... but any of those would not actually be live until the next morning.

That is the point that is ESSENTIAL to understand with OT ... the ENTRY never occurs on the same bar that the Setup Triangle appears. Never. The trade starts on the NEXT bar. OK - that's the rule ... now, if you want, go back and change the entry to MOC ... which SHOULD have entered at the Close of the NEXT day after the setup ... and look at the voteline and the Advisor ... that's the bug that we found and which will be fixed. It identifies the trade entry at the wrong price ... at the closing price of the Setup bar. 20-min delayed EOD data would not permit entry at that price, in reality.




Nuff said about that ... it's important to realize what is going on. Another small nuance ... the horizontal line is DOTTED, in-between the solid triangle on the voteline and the vertical hashmark that indicates "Entry". Sometimes, with some strategy configurations using a Trade Plan (such as a Limit order that is not met yet), this dotted line can be several bars long before entry occurs.

To finish up our "lesson about lines" ... try changing the Orders Block so that the Exit is MOO, not MOC. Look at how that changes the voteline ... you see an "exit signal" on the 6th (where the N is), but the actual exit is not till the OPEN of the next day. Again, a dotted line. And, again, if you use a Stop Market order within a Trade Plan, that dotted line conceivably could be several bars long before the exit order is filled.

OK ... I think that ties up this particular rabbit trail. In the next post, if you're still interested, we can move on to look at some other configurations for the strategy, still working with the same general requirements that you originally specified.



[Edited by Jim Dean on 7/9/2010 7:16 AM]

Attached file : Signal vs Entry.png (103KB - 497 downloads)
Attached file : Exit with MOO.png (61KB - 473 downloads)

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Jim Dean

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 10:51 AM
Post #21016 - In reply to #21015

I'll assume that you want to proceed with this ... let me know if not ... it takes time to put this stuff together but I'm OK with that if it's actually HELPING someone :~)

Recap - you've asked about using two Exponential crossovers (two different pairs of EMA's) together in a strategy. We've been working with a Strategy flowchart that does exactly that ... two instances of M2V-C-D in separate System Blocks (necessary to have two since the same System is being used twice with two diff param's: 5x20 and 10x40 were the arbitrary selections that I proposed we start with. We've made the Strategy as simple as possible ... only System, Vote and Order blocks were used. We've identified how to turn OFF optimization of the systems and to keep the voting very simple. We've played with some options on the Order block, and are using the simplest possible Exit ... an arbitrary 10-day life for each trade.

Also, a we took a small rabbit-trail to illustrate how to capture snapshots and attach them to Posts so that they show up with the text.

Moving forward:
MY goal is to use this as a strawman to provide some "tutorial" info about how to build and work with strategy components, WITHOUT haring off into strange and wonderful rabbit-trails. YOUR goal, presumably, is to learn stuff like this for future use, but also to get some kind of viable solution to your original DoubleDualEMA crossover idea.

The next steps:
1. There is another way of setting up the Strategy that will accomplish exactly the same thing that we've just worked on, using a different strategy component - the Confirm block. I'll lay that out for you first.
2. If we step back a little bit and look at what you're trying to do, there is another way to approach it without using two Systems ... it will give almost the same signals, but I think you will like it better ... also it will introduce still another component - the Filter block. So, that's where I'm going next.
3. Finally, while we are looking at alternatives that are similar but a tad more versatile, I suggest that we look at substituting the Trade Plan block for the Orders Block and fiddle around with TP's in some rudimentary ways.

That will cover all the core Strategy blocks except for Performance ... which is only used with multi-System strategies, and gets into a whole lot of other areas that would be too far offtrack to try to fold in here.

If you decide to hang in there through all this, then the next natural step would be to work with one of the three Strategy variants (double-sys, sys+confirm, or sys+filter) to IMPROVE ITS PERFORMACE. At that point, we'll probably want to start a new thread :~)

This is the direction I'd like to head - seems to me that it would be beneficial to a wide scope of "lurkers" (present and future). I'll use you as a sounding-board along the way ... asking you to scratch your head and figure out things as we go.

Does that sound like a viable plan to you?



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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 10:59 AM
Post #21017 - In reply to #20962

Augh.... slow down Jim. I am still processing your last post.

Right off the bat, I know if we adjust the moving average crossovers to smaller numbers such as 5/20 and 10/30 should make it possible for more precise timing for lookback period of 2.

My head is spinning 100 MPH trying to process your info.

Yes, I absolutely want to learn more... remember, your knowledge is lightyears ahead of mine.
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Jim Dean

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 11:16 AM
Post #21018 - In reply to #21017

That's the beauty about posting vs verbal ... you can read "at your leisure". Not that this is particularly "leisurely" ;~)

I understand (and "sympathize") why you want to move directly to improving the performance of the strategy ... BUT ... if you don't have a good grasp of the various tools available, then you'll not be able to use them effectively. A pipe wrench CAN be used as a hammer ... but woe to the appearance of the wood, once you get the nail driven in fully!

I really think that a different architecture will be better for this than the one you've specified, but without really changing the "spirit" (or much of the "letter") of what you asked for initially.

Would you mind if we put a temporary lockdown on the specific EMA's for now, and first find our way around the shop, before turning on the lathe?
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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 11:30 AM
Post #21019 - In reply to #21015

Two alternatives in VOTE BLOCK are:

Best signal according to rank
Majority of Long or Short


I now see that 5/14 reinforcement sell triggers the sell short on vote line.

Ay! Very perceptive on Market on Close bug for EOD OT.
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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 11:42 AM
Post #21020 - In reply to #20962

Looking over the last post you posted....

POSITIVELY YES! Teach me!


I think I found another bug... after I change the strategy a bit... and double click on CAT, I don't see those Orders, Vote, MV2-C-D and MV2-C-D. If I double click on other symbols, they showed and back to CAT, nothing. If I change the strategy a bit with CAT loaded, then it will show up.



Looking at the exit point of our examples, it does leave something to desire for better exit for more profit. I suppose if we put a trailing stop loss, it would improve the profit.

[Edited by on 7/9/2010 11:46 AM]

Attached file : CATVoteBug.png (74KB - 471 downloads)

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 11:49 AM
Post #21022 - In reply to #21018

Okay... no fiddling with System set example to 'improve' performance until full lesson is complete.

No problem.
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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 2:07 PM
Post #21024 - In reply to #21022

Hi, Stan:

Sorry ... got sidetracked a bit.

Sometimes the updates to the voteline occur automatically when you change a strategy, and sometimes (depending on the type of change and on whether it's Tuesday or it's raining) the change does not automatically occur.

To force an update to the FL as a whole, use ToDo and click the Now! button that is next to "Run Analysis". To force an update to the chart you are working on, double-clicking that symbol usually does it, but if that fails, right-click on the symbol and click "Test Symbol". That will do it every time.

This occasional lapse in the automated update thing is more of an "idiosyncracy" imho than a full-blown "bug". Potaytoe, potahtow.

Moving along ...
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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 2:27 PM
Post #21025 - In reply to #21024

OK ... looking at nearly-functionally-identical variants of the strategy:

#1. Exactly identical
You can do exactly the same thing as our current strategy does, by using the "Duplicate" function within a given System block ... here's how:

a. CTL-S or ToDo > Strategies to see the list > highlight current strat
b. Click Edit > Save AS > new name: aJDgyDoubleDualEMA-2in1sysB > OK
c. Check the box next to that new Strategy and Edit it
d. Strategy edit > delete the 2nd System block (rightclick or drag away)
e. Open the remaining System block
f. Click the Enable checkbox at top left 2x so that the ONE system we were using is showing (a quick way of finding it in the list - not req'd)
g. Click the "Duplicate" button (bottom center) and give it a new name - call it "SLOW Two Moving Average Crossovers"
h. Edit the default param's to be 10 & 40 instead of 5 & 20
(change all min/max/incr/def if desired: 5,15,5,10 and 30,50,10,40)
i. Click OK > make sure the new strat's box is checked in the ToDo list (leave the orig one checked, too) > Click OK

Your vote area now shows TWO strategies, each with plus signs ... and both should have the same voteline appearance. To examine just the new one, click its plus sign. Or, to remove the other one from view, go to the Strategy dropdown tool box and select just the one you want ... this cleans up the voteline.

This approach will produce idential voteline results to the original.





[Edited by Jim Dean on 7/9/2010 2:43 PM]

Attached file : 2in1sysB System.png (22KB - 501 downloads)
Attached file : 2in1sysB Chart-CAT.png (30KB - 452 downloads)

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 2:41 PM
Post #21026 - In reply to #21025

I made two mistakes in the last post, which I've edited since ...
1. steps a,b,c are different now ... I forgot that "New" only offers a partial list.
2. I did not realize that what I mentioned in the opening paragraph is no longer an issue ... ie the proliferation of dup'd systems ... apparently OT does not add them to the "master list" ... they only are a part of that particular System block. So, that objection is not an issue, and you might consider this variant approach to be more to your taste. This is good news!

THERE IS another good reason for keeping the two blocks separate, IF you are using some of the other features in the System block ... if for example, the second use of the same system was being applied to a market-index symbol such as $DJI, or if the second instance (with diff param settings) was being used for Shorts, and the first instance for Longs, etc etc. I just have been in the habit of separating them, for a variety of reasons ... but it was not really needed in this case.

[Edited by Jim Dean on 7/9/2010 2:48 PM]

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 3:27 PM
Post #21027 - In reply to #20962

I understand combinng two systems into one box instead of two separate system boxes.

Now I got an ut oh! I don't have the buy/sell reinforcement that you have on your chart. I am trying to figure out what is different...



My bad! I forgot to reduce the size of image...

[Edited by on 7/9/2010 4:52 PM]

Attached file : UtohNoReinforcement.png (80KB - 444 downloads)

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 4:23 PM
Post #21030 - In reply to #21027

I had turned it on by happenstance ... it's off now :~)

BUT, the place that is controlled is on one of those snapshots I sent earlier ... the second checkbox of the Chart Options > Trades tab.

Checked, it shows the extra triangles. Unchecked, they are hidden. I suggest you leave it unchecked for now.

Did you actually go thru the exercise I described re creating the Duplicate? I'd like to know if the steps I wrote out are effective, for future use. Please let me know, but I won't wait on your reply ...
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Jim Dean

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 4:25 PM
Post #21031 - In reply to #21030

FAVOR.

Please either just delete the attachment you made to your last post (it's too wide for convenience), or replace it with one that's <=800 pixels. This thread will probably be read by hundreds of people and I'd prefer that it not be awkward to do so.

Thanks!
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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 4:59 PM
Post #21034 - In reply to #20962

Yep. Done. The instruction is good... no problem.



[Edited by on 7/9/2010 5:07 PM]

Attached file : CompletedHomework.png (174KB - 488 downloads)

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 6:06 PM
Post #21035 - In reply to #21034

Let's move on to another variant that at least "in theory" should produce identical results.

The idea is to use ONE system block with one of the two systems, and add a Confirm block to handle the other one. Sounds simple ... but you'll (probably) find out that there are hidden gotcha's.

FIRST, please download and save the attached strategy to make SURE we are starting from the same point ... AFAIK we are, but this will make sure of it. Then, do the following:

1. Edit that aJDgyDoubleDualEMA strat and SaveAs aJDgyDualEMA-Confirm
2. Click OK, and assure the newbie is checked in the ToDo > Strategy list
3. Edit the new one: remove the System block that had the 10x40 system
4. Drag in a Confirm block and place it between Vote and Orders
5. Edit Confirm: bars before=5, after=0 and set radio button to "Any"
6. Enable only the MV2-C system and set params: 5,15,5,10 and 30,50,10,40
7. Click OK, OK to close ToDo, and set Strat dropdown to All Strat's
8. Select DJ-30. ToDo> Run Analyze to process both strats on all 30 syms
9. Set chart to 12 mo's, and collapse the strat votelines (3 lines vis)
10. Doubleclick on the first symbol (AXP), look for diff's in votelines
11. Repeat #10 for the full symbol list to find diff's in votelines

OK ... presuming that you DO find differences (mwah-ha-haa) ... you should now VERY VERY carefully, ONE thing at a time, try to discover what change(s) need to be made to the NEW strategy, so that the differences in the votelines are minimized or eliminated.

RULE #1: Don't touch the orig strat (attached). Off-limits. Verboten!
RULE #2: Don't change the Periods for the EMA's in System or Confirm.
Hint #1: Don't touch the Orders block on the new system.
Hint #2: Fiddle with the Confirm block first ... don't mess with Vote or System blocks unless/until you feel you absolutely must.

I hope you like to solve puzzles. This is the BEST WAY THAT I KNOW to learn about new stuff ... set up a plausible task and chip away at it, with each step figuring out what you think will happen, then making a change, and seeing what really DID happen, then trying something else, etc.

When you get them as close as you think is humanly possible (ie for the full list of 30, for 12 month window), let me know your results.

Remember - I'm not saying a perfect match IS possible ... but I'm also not saying that it ISN'T. Hang in there!

(mwah-ha-haaa)

Attached file : aJDgyDoubleDualEMA.ots (744KB - 203 downloads)

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This accout has been deleted
 
Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/9/2010 7:15 PM
Post #21036 - In reply to #20962

Umm... before you start acting like Rico in Hannah Montana's show... I am not sure what happened. In the beginning, the original strategy did not match the new confirm strategy... and then all of the sudden everything is exactly the same. I was changing the middle one which is one system box with two systems inside... in there the Order Exit was not the same as the other two... it was on Market on Open but your other two system was Market on Close. Once I switched that then BOOM! Everything matched without even modifiying the Confirm strategy.

In the confirm strategy, I unchecked the "use reversing signal"

Here is the snapshot and the confirm strategy.



[Edited by on 7/9/2010 7:18 PM]

Attached file : Homework2.png (93KB - 457 downloads)
Attached file : aJDgyDoubleDualEMA-Confirm.ots (744KB - 167 downloads)

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