|01-24-2008, 06:25 PM||#1|
Join Date: Dec 2007
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EMA Entries and Exits
I am not a programer and consequently have to rely on the GUI approach to creating strategies. I created a 5, 13 EMA crossover as per the video. Basically I have the fast 5 crossing above the slow 13 looking one bar back. The command is to enter LONG. I created a SHORT crossover ema using the step2 on the first strategy (as per the video). However, neither would work when backtested. Removing the step 2 allowed the Long EMA crossover to work for backtesting.
I created a separate short " 5 cross below13" strategy as well.
The strategy backtested the 12/10/07 thru 1/20/08, 15 minute interval.
My problem is the entries appear to pick the Cross above (5 over 13) entries irratically. The closings have the same irregularities. I had 8, possibly 9 entries that should have occurred and the program did only three and those wrong. I tried to send a picture of the chart but was denied on bytes. Thanks
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