Crossover of EMA with shifted EMA

Author: MarioJunior

Creation Date: 5/21/2020 5:25 PM

Wealth Lab » Trading Strategies » Crossover of EMA with shifted EMA

MarioJunior

5/21/2020 5:25 PM

Hi, I'm new here using WL and, please, I need some help with that strategy code below.

It even plots the moving averages on the chart, but doesn't perform the operations.

Thanks in advance for attention!

The intention is simple: I have two 10 periods exponential moving averages, one of which is shifted by 1 period. When the non-shifted average cross over the shifted, a buy at the candle close must occur where the crossing occurs, with a stop loss below the low of this candle, being the trade exit (take profit), when the non-shifted average passes below the shifted.

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Hi, I'm new here using WL and, please, I need some help with that strategy code below.

It even plots the moving averages on the chart, but doesn't perform the operations.

Thanks in advance for attention!

The intention is simple: I have two 10 periods exponential moving averages, one of which is shifted by 1 period. When the non-shifted average cross over the shifted, a buy at the candle close must occur where the crossing occurs, with a stop loss below the low of this candle, being the trade exit (take profit), when the non-shifted average passes below the shifted.

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Indicators;

namespace WealthLab.Strategies
{
	public class test : WealthScript
	{
		
		protected override void Execute()
		{
			DataSeries maFast = EMAModern.Series(Close, 10);
			DataSeries delayedEMA = ShiftedMA.Series(Close, 10, 1, ChoiceOfMA.EMA);
			DataSeries maFast_1 = EMAModern.Series(Close, 10);
			DataSeries delayedEMA_2 = ShiftedMA.Series(Close, 10, 1, ChoiceOfMA.EMA);

PlotSeries(PricePane,maFast,Color.Blue,LineStyle.Solid,1);
			PlotSeries(PricePane,delayedEMA,Color.Black,LineStyle.Solid,1);

for(int bar = GetTradingLoopStartBar(11); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (p.EntrySignal.Contains("Group1|"))
					{
						if (CrossUnder(bar, maFast_1, delayedEMA_2))
						{
							SellAtMarket(bar + 1, p, "Group1");
						}
					}
					if (p.EntrySignal.Contains("Group2|"))
					{
						double Stop = Low[p.EntryBar] - 0;
						SellAtStop(bar + 1, p, Stop, "Group2");
					}

}
				else
				{
					if (CrossOver(bar, maFast, delayedEMA))
					{
						BuyAtClose(bar, "Group1|Group2|");
					}

}
			}
		}
	}
}[/code]

Eugene

5/21/2020 5:41 PM

Hi Mario,

The code does perform the operations and doesn't require changes. However, the entry will not trigger Alerts as it's an AtClose order. You should convert it into an AtMarket order as in code below for Alerts to work.

Check out the Wiki FAQ > Alerts are not triggered.