MA_Advisor Out of The Box -Triggers Orders late?

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MA_Advisor Out of The Box -Triggers Orders late?

Postby AuthenticTrader » Thu Nov 13, 2014 7:33 am

Hi,

While I patiently wait for my strategy to develop 8-) I am trying to learn more about how some of the "standard" indicators and strategies work.

Since my custom strategy request is based on a simple mod of MA_ Advisor ( just adds a couple of filters ), I have been testing this strategy. Observations and questions:

Orders don't trigger on the higher time frames. Changing the setting to m1, the strategy triggers orders, but it triggers them several bars too late? Is that the way it works or is there something wrong:

Ma_Advisor Test - Triggers Late.png


I only changed the settings in the strategyto use the (5) and (10) EMA for my crosses. I have the Price parameter set to "open" on the fast MA and "close" for the slow MA.

Thank you,

Kevin
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Re: MA_Advisor Out of The Box -Triggers Orders late?

Postby Apprentice » Sat Nov 15, 2014 10:07 am

Your strategy is likely to use the End of turn execution.
Therefore, any order will be executed at the end of the candle,
order will be shown at the beginning of the following.

Alternatively Live executions can be implemented.

Both algorithm have certain advantages or disadvantages.
Traders will sometimes prefer end of turn or Live execution.
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Re: MA_Advisor Out of The Box -Triggers Orders late?

Postby AuthenticTrader » Sun Nov 16, 2014 10:58 pm

This is not my strategy....it is a standard strategy provided by you guys. "MA_Advisor"

Strategy didn't execute until four candles after the cross, as shown by the pic. And it also doesn't trigger on the higher time frames.

How do you change the setting from end of turn to live execution?

Thank you
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Re: MA_Advisor Out of The Box -Triggers Orders late?

Postby Apprentice » Mon Nov 17, 2014 4:06 am

MA_Advisor.png

I have tested this strategy.
Everything was as expected.
Strategy uses the End of Turn execution.
The delay is one period.

MA_Advisor_Higher Time Frames.png

If you use higher time frame.
Trade is to be delayed by end of higher time frame candle.
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Re: MA_Advisor Out of The Box -Triggers Orders late?

Postby p_maltsev » Mon Nov 17, 2014 9:01 am

Hi AuthenticTrader,

AuthenticTrader wrote:Orders don't trigger on the higher time frames. Changing the setting to m1, the strategy triggers orders, but it triggers them several bars too late?

This Parameter determines when the condition is going to be checked. For m1 Parameter, the condition is checked at the closing of the minute bar. For H1 parameter the condition is checked at the closing of the hour bar.
AuthenticTrader wrote:I only changed the settings in the strategyto use the (5) and (10) EMA for my crosses.

The EMA gives different results for collections with different sizes. For example, for the collection with 300 bars the final value of the EMA differs from the final value for the collection with 1000 bar. The strategy is not associated with the chart, it downloads the history of prices independently, and therefore the strategy has another collection size than the chart.
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