MA Advisor (corrected version)

[rjm354]

When trading the trend using MA Advisor , In an uptrend I want to only buy , and in a downtrend I want the strategy to just sell.
The problem I have is I want the strategy to simply close for example the open buy position at the next cross down. Just close the open buy. Don't open a sell.
Is it possible to add this feature to the MA Advisor ?

If I want to run this strategy in an up trend I want to ...

Allowed direction---- BUY
Close open position at next cross ----- Yes

If I run BUY ONLY Or SELL ONLY the only way to close the position is with a stop or limit.
I also want the option of closing the position at the next cross . BUT NOT OPENING ANOTHER POSITION IN THE OPPOSITE DIRECTION. Like I chose "ALLOWED DIRECTION ..... BOTH " I dont want that.

And is it possible to add NonLag Confirmation from a different time frame?

If NonLag is Blue and turns Red on the daily chart for example, I want my sell strategy to begin selling only with the added feature of closing the open sell at the next cross

If Nonlag is Red and turns Blue on the daily chart I want my Buy only strategy to start buying only with the added feature of closing the open buy at the next cross.

Thanks .

[Apprentice]

Your request is added to the development list.

[rjm354]

Thank You Apprentice,

I thought of something today maybe it is possible and maybe easier.

When using the MA Advisor in the "ALLOWED SIDE" section and a trader chooses "BOTH"
It would be great if we can set different stops and limits for each side " buy stops and limits" and
"sell stops and limits"
So when using the strategy to trade an up trend for example. I may want larger limits then the selling side of the strategy. Or I can just use the sell side to close the buy side. Or vise versa in a down trend.
Separating the limits and stops for someone who chooses "BOTH" would be awesome.

Thanks

[Apprentice]

Strategy has been revised and updated.

[tmccravy]

OK, I am a trading newbie, so please forgive any ignorant questions. I have been backtesting the MA Advisor (and MA Advisor 2) strategies, using only buy (no sell), 5 and 10 MVA speeds. Testing the period Jan 1 2015 to Mar 13 2018. For both strategies the profit seems unusually high, but can't figure out the logic for entry and close of trades. When the MVA5 crosses the MVA10 upward, the strategy buys. But the strategy also randomly open trades where there has been no crossover of the MVA. Trades seemed to be closed in groups with no rationale that I can see. Maybe I am missing something here - or just don't understand the strategy at all?

Can someone help me figure out the trading rules for this strategy? I've attached screenshots of sample trades + an excel worksheet of all trades for ease of reference...

Many thanks

This is an example of some buy trades executed

This is an example of some close trades executed (about 15 together)

These are the parameters for MA Advisor backtest

This is the big picture of the backtest

[tmccravy]

Hello all,

Process is the best teacher. I think in explaining my problem to the forum and going through it again, i have identified my own errors. In terms of the strategy buys not lining up with the moving averages, I was using MVA in the strategy and EMA 10,5 as my indicator. So that explains the slightly off phenomenon I was experiencing. When I re-calibrated to EMA, the buys seem to be on target every time.

2nd mystery - in terms of the 'odd closes' - I think it has to do with my account margin. I started with 50k account opening, and 3,200 margin minimum. Trading min-lots of 10k each. I think this means that after about 15 trades, my used margin reaches 0, and then all trades are closed. Problem is the strategy backtesterdoesn't show this as an event, but I can see it in the declining margin balance.

Question: Am I correct?

Thanks for any support

[Apprentice]

Affirmative.
One more thing.
Special notice about price simulation.
viewtopic.php?f=31&t=3036