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Closing trades at end of candle
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Old 07-21-2005, 09:32 PM
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Default Closing trades at end of candle
I'm trying a very simple system.
Buy if EMA(5) crosses EMA(13) --> using opening prices
Close all open positions at close of current candle or at open of next candle.
Opening goes ok but somehow it never closes on the same bar.

I know backtesting is flawed but not for simple OHLC data I think/hope...

Can someone please help me with this weird problem?



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Old 09-22-2005, 01:18 PM
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bumping this one as well to see if anyone can fix it now
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It's easy as 123
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Old 09-22-2005, 02:53 PM
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Default It's easy as 123
This is best to program in zerocode.

First, setup EMA 5. Parameters: Method = EMA, Period = 5, Applied Price = PRICE_OPEN
Second, setup EMA 13.
Third, add logics as seen in attached screenshot below.

That's it!
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File Type: png zerocode_trader7_close.png (19.5 KB, 36 views)
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