MACD Crossover Strategy

How to create strategies and indicators
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johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

MACD Crossover Strategy

#1 Postby johntester » Sun Sep 14, 2008 5:42 pm

Dear Mike,

your forum is highly informative.

I need help getting values (of fast ema, slow ema and signal sma) from an MACDnew indicator.

1- i want to buy/sell when a fast ema crosses above/below the slow ema.
2- i want to buy/sell when both ema's cross above/below the zero line.
3- after either of the above conditions are met, i want to wait for a candle to close above/below a certain price(eg an ema) before i place the order.

bundle of thanks in advance.

Sheraz

User avatar
Terranin
Site Admin
Posts: 833
Joined: Sat Oct 21, 2006 4:39 pm

Re: MACD Crossover Strategy

#2 Postby Terranin » Sun Sep 14, 2008 10:08 pm

johntester wrote:Dear Mike,

your forum is highly informative.

I need help getting values (of fast ema, slow ema and signal sma) from an MACDnew indicator.

1- i want to buy/sell when a fast ema crosses above/below the slow ema.
2- i want to buy/sell when both ema's cross above/below the zero line.
3- after either of the above conditions are met, i want to wait for a candle to close above/below a certain price(eg an ema) before i place the order.

bundle of thanks in advance.

Sheraz


You need to create indicator first and get its handle, they you can request values by GetIndicatorValue(handle, index, buffer)
MACD has 4 buffers, 0 - Fast EMA, 1 - Slow EMA, 2 - MACD, 3 - SMA
index is an index in the buffer

Code: Select all

(ResetStrategy procedure)
handle := CreateIndicator("EURUSD", PERIOD_M15, "MACD", "8;20;12;Close");

....

(GetSingleTick procedure)

//condition 1 if fast ema crosses slow ema from below to above
var
  v1, v2, v3, v4: double;

v1 := GetIndicatorValue(handle, 1, 0);
v2 := GetIndicatorValue(handle, 1, 1);
v3 := GetIndicatorValue(handle, 0, 0);
v4 := GetIndicatorValue(handle, 0, 1);

if (v1 < v2) and (v3 > v4) then
  // this is our case
Hasta la vista
Mike

johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

#3 Postby johntester » Mon Sep 15, 2008 7:57 am

thanks mike,

that helped a lot.

johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

#4 Postby johntester » Mon Sep 15, 2008 1:18 pm

Dear Mike,

the buy order does take place but not when at the crossover.

Please take a look at the simple code and tell me the problem.

Please elaborate.

regards,

Sheraz

Code: Select all

library mike;


uses
  SysUtils,
  StrategyInterfaceUnit,
  TechnicalFunctions;

var
  handle : integer;
  fastemaprevious, slowemaprevious, fastemacurrent, slowemacurrent : double;
  OrderHandle : integer;
  LotSize: double;
  OrderStyle: TTradePositionType;
  OpenTime: TDateTime;


  {=========================================================================}
procedure InitStrategy; stdcall;
begin
  StrategyShortName('mike');
  StrategyDescription('mike');
end;
{=========================================================================}
procedure DoneStrategy; stdcall;
begin

end;
{=========================================================================}
procedure ResetStrategy; stdcall;
begin
OrderHandle := -1;
handle := CreateIndicator('EURUSD', PERIOD_M15, 'MACDnew', '12;26;9;Close');
end;
{=========================================================================}
procedure GetSingleTick; stdcall;
begin


fastemaprevious := GetIndicatorValue(handle, 1, 0);   //getindicatorvalue(handle, index, index buffer)
slowemaprevious := GetIndicatorValue(handle, 1, 1);
fastemacurrent := GetIndicatorValue(handle, 0, 0);
slowemacurrent := GetIndicatorValue(handle, 0, 1);


//condition 1 if fast ema crosses slow ema from below to above
if (OrderHandle = -1) and (fastemaprevious < slowemaprevious) and (fastemacurrent > slowemacurrent) then
      begin
  //    SendInstantOrder(Symbol, op_buy, 0.1, 0, 0, '', 0, OrderHandle);
        SendInstantOrder(Symbol, op_Buy, 0.1, Ask - 100*Point, Ask + 50*Point, '', 0, OrderHandle);

      OrderStyle := tp_Sell;
      OpenTime := Time(0);
      end;
end;




{=========================================================================}
exports
  InitStrategy,
  DoneStrategy,
  ResetStrategy,
  GetSingleTick;

end.
Attachments
screen_00001.gif
screen_00001.gif (13.37 KiB) Viewed 35225 times

johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

#5 Postby johntester » Mon Sep 15, 2008 7:42 pm

almost forgot!

the buy order takes place only once and the next signals (crossovers) are ignored and no other order takes place. how should i reset the 'orderhandle'?

best regards

Sheraz

User avatar
Terranin
Site Admin
Posts: 833
Joined: Sat Oct 21, 2006 4:39 pm

#6 Postby Terranin » Tue Sep 16, 2008 9:38 am

If you use MACDnew - it uses 5 buffers, and only 3 from the are visible. Blue line is a MACD line buff 2, red line is a SMA line buff 3, and histogram is difference between these two lines - buff 4.

So it depends what you want to check. If you want to check intersection between blue and red line - it is enough to check buffer 4, if it bigger 0 or smaller. If it is bigger then blue line is higher then red line and vice versa.

You have only 1 order because you need to track it with OrderClosed(OrderHandle) and when it is closed set OrderHandle := -1 to allow new order come.
Hasta la vista

Mike

johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

#7 Postby johntester » Tue Sep 16, 2008 11:41 am

great, it works.

although i don't wish the order to be executed until the candle closes(because the moving averages can cross/uncross many times before the candle closes but not after that. the cross is concrete after candle close. right?)

how can i stall the order until the current candle closes so that the cross could be confirmed.

one more thing.
// if (Bars < period1) then exit; does it mean the total number of ticks generated in edit mode for test mode or just the number of bars loaded so far during the test mode?

thanks in advance.

User avatar
Terranin
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#8 Postby Terranin » Thu Sep 18, 2008 3:56 pm

johntester wrote:great, it works.

although i don't wish the order to be executed until the candle closes(because the moving averages can cross/uncross many times before the candle closes but not after that. the cross is concrete after candle close. right?)

how can i stall the order until the current candle closes so that the cross could be confirmed.

one more thing.
// if (Bars < period1) then exit; does it mean the total number of ticks generated in edit mode for test mode or just the number of bars loaded so far during the test mode?

thanks in advance.


You can detect when candle is closed with next construction:

Code: Select all

var
  time: TDateTime;

...

if Time(0) <> time then
  begin
    time := Time(0);
    // previous bar was closed
  end;


if (Bars < period1) then exit; it means that if total bars on the chart for selected timeframe is less then some number we don't do anything because we do not have enough information
Hasta la vista

Mike

johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

#9 Postby johntester » Sat Sep 20, 2008 10:08 am

Dear Mike,

I am using "Heiken Ashi" indicator. I want to make the original candles completely disappear as if they weren't even there. I want to see just the heiken ashi candles in perfect shape.

I tried setting the original candle colors to transparent but instead of being invisible the became white and tear up the indicator candles.

how can i turn the original candles invisible.


thanks in advance.

User avatar
Terranin
Site Admin
Posts: 833
Joined: Sat Oct 21, 2006 4:39 pm

#10 Postby Terranin » Sat Sep 20, 2008 10:38 am

johntester wrote:Dear Mike,

I am using "Heiken Ashi" indicator. I want to make the original candles completely disappear as if they weren't even there. I want to see just the heiken ashi candles in perfect shape.

I tried setting the original candle colors to transparent but instead of being invisible the became white and tear up the indicator candles.

how can i turn the original candles invisible.


thanks in advance.


You can just set visual mode for a chart to lines, so the price will be painted as line connecting close values. Also uncheck option "Chart on the foregroung" in options, and your indicator will be painted over the price line. But you can not make it total invisible.
Hasta la vista

Mike

johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

#11 Postby johntester » Mon Sep 22, 2008 5:33 am

Dear Mike,

I used

Code: Select all

print(format('ma current value= %.4f',[movingaverage] )); //movingaverage is a double.


I used getindicatorvalues the proper way but in the journal the moving average values printed are no way near the actual moving average displayed on the chart.

I have also tried it with MACD and MACDnew.
the journal values have gone completely insane.
I have attached the file. please have a look at it.

thanks in advance.

johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

#12 Postby johntester » Mon Sep 22, 2008 5:36 am

oops here's the file.

Code: Select all

//-------------------------------------------------------------------------
// Example of strategy based on 2 crossing SMA (c) Koshelev M.A.
//-------------------------------------------------------------------------
library SMAStrategy;

uses
  SysUtils,  Classes,  StrategyInterfaceUnit;

var
  // External parameters
  Currency: PChar = nil;
  TimeFrame: integer;
  LotSize: double;
  period1: integer;
  period2: integer;

  // custom variables
  OrderHandle: integer;
  OrderStyle: TTradePositionType;
  OpenTime: TDateTime;


{-----Init strategy---------------------------------------------------------}
procedure InitStrategy; stdcall;
begin
  StrategyShortName('Move');
  StrategyDescription('Mov');

  // Register external parameters
  RegOption('Currency', ot_Currency, Currency);
  ReplaceStr(Currency, 'EURUSD');

  RegOption('Timeframe', ot_Timeframe, TimeFrame);
  TimeFrame := PERIOD_H1;

  RegOption('LotSize', ot_Double, LotSize);
  SetOptionDigits('LotSize', 1);
  lotSize := 0.1;

  RegOption('SMA1 period', ot_Integer, period1);
  SetOptionRange('SMA1 period', 2, MaxInt);
  period1 := 16;

  RegOption('SMA2 period', ot_Integer, period2);
  SetOptionRange('SMA2 period', 2, MaxInt);
  period2 := 32;
end;

{-----Done strategy---------------------------------------------------------}
procedure DoneStrategy; stdcall;
begin
  FreeMem(Currency); 
end;

{-----Reset strategy--------------------------------------------------------}
procedure ResetStrategy; stdcall;
begin
  OrderHandle := -1;
end;

{-----Calculate SMA---------------------------------------------------------}
function GetSMA(period: integer): double;
var
  i: integer;
  sum: double;
begin
  sum := 0;
  for i:=0 to period - 1 do
    sum := sum + Close(i);
  result := sum/period;
end;

{-----Process single tick---------------------------------------------------}
procedure GetSingleTick; stdcall;
var
  sma1, sma2: double;
begin
  // check our currency
  if Symbol <> string(Currency) then exit;

  // set currency and timeframe
  SetCurrencyAndTimeframe(Symbol, TimeFrame);

  // check number of bars and SMA period
  if (Bars < period1) or (Bars < period2) then exit;

  // calculate SMA
  sma1 := GetSMA(period1);

  sma2 := GetSMA(period2);
  print(format('sma1 value: %.5f sma2 value: %.5f', [sma1, sma2]));

  // if BUY order exists and fast SMA crosses slow SMA from top
  // then close order
  if (OrderHandle <> -1) and (OrderStyle = tp_Buy) and
     (OpenTime <> Time(0)) and (sma1 < sma2) then
    begin
      CloseOrder(OrderHandle);
      OrderHandle := -1;
    end;

  // if SELL order exists and fast SMA crosses slow SMA from bottom
  // then close order
  if (OrderHandle <> -1) and (OrderStyle = tp_Sell) and
     (OpenTime <> Time(0)) and (sma1 > sma2) then
    begin
      CloseOrder(OrderHandle);
      OrderHandle := -1;
    end;

  // if there is no order and fast SMA crosses slow SMA from top
  // then open SELL order
  if (OrderHandle = -1) and (sma1 < sma2) then
    begin
      SendInstantOrder(Symbol, op_Sell, LotSize, 0, 0, '', 0, OrderHandle);
      OrderStyle := tp_Sell;
      OpenTime := Time(0);
    end;

  // if there is no order and fast SMA crosses slow SMA from bottom
  // then open BUY order
  if (OrderHandle = -1) and (sma1 > sma2) then
    begin
      SendInstantOrder(Symbol, op_Buy, LotSize, 0, 0, '', 0, OrderHandle);
      OrderStyle := tp_Buy;
      OpenTime := Time(0);
    end;
end;

exports

InitStrategy,
DoneStrategy,
ResetStrategy,
GetSingleTick;

end.

johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

#13 Postby johntester » Mon Sep 22, 2008 5:47 am

for MACD the same problem is there. please help.

thanks in advance.


Code: Select all

library mike;


uses
  SysUtils,
  StrategyInterfaceUnit,
  TechnicalFunctions;

var
  handle : integer;
  LotSize: double;
  Currency: PChar = nil;
  TimeFrame: integer;
//  period1: integer;

  //Custome Global Variable
  OrderHandle: integer;
  OrderStyle: TTradePositionType;
  OpenTime: TDateTime;
  period1: integer;




  {=========================================================================}
procedure InitStrategy; stdcall;
begin
  StrategyShortName('mike');
  StrategyDescription('mike');

   // Register external parameters
  RegOption('Currency', ot_Currency, Currency);
  ReplaceStr(Currency, 'EURUSD');

  RegOption('Timeframe', ot_Timeframe, TimeFrame);
  TimeFrame := PERIOD_H1;

  RegOption('LotSize', ot_Double, LotSize);
  SetOptionDigits('LotSize', 1);
  lotSize := 0.1;

  RegOption('minimum bars', ot_Integer, period1);
  SetOptionRange('minimum bars', 2, MaxInt);
  period1 := 10;
                           
end;
{=========================================================================}
procedure DoneStrategy; stdcall;
begin
  FreeMem(Currency);
end;
{=========================================================================}
procedure ResetStrategy; stdcall;
begin
OrderHandle := -1;
handle := CreateIndicator('EURUSD',  PERIOD_H1 , 'MACDnew', '12;26;9;Close');
Print('strategy is reset');
end;


{=========================================================================}
procedure GetSingleTick; stdcall;

Var

  period1, MACDprevious, zero, one, two, three, four, MACDcurrent : double;


begin
// check our currency
  if Symbol <> string(Currency) then exit;

// set currency and timeframe
  SetCurrencyAndTimeframe(Symbol, TimeFrame);

// check number of bars and SMA period
  if (Bars < period1) then exit;

//Get CCI value


//  MACDprevious := GetIndicatorValue(handle, 1, 4);
  MACDcurrent := GetIndicatorValue(handle, 0, 4);
  zero := GetIndicatorValue(handle, 0, 0);
  one := GetIndicatorValue(handle, 0, 1);
  two := GetIndicatorValue(handle, 0, 2);
  three := GetIndicatorValue(handle, 0, 3);
  four := GetIndicatorValue(handle, 0, 4);
  print(format('%.5f %.5f %.5f %.5f %.5f', [zero, one, two, three, four]));




// if BUY order exists and MACD is < 0
// then close order
  if (OrderHandle <> -1) and (OrderStyle = tp_Buy) and
     (OpenTime <> Time(0)) and (MACDcurrent <0 ) then
    begin
      CloseOrder(OrderHandle);
      OrderHandle := -1;
      Print('buy order closed');
    end;

// if SELL order exists and MACD is > 0
// then close order
  if (OrderHandle <> -1) and (OrderStyle = tp_Sell) and
     (OpenTime <> Time(0)) and (MACDcurrent > 0) then
    begin
      CloseOrder(OrderHandle);
      OrderHandle := -1;
      Print('Sell order closed');
   end;

// if there is no order and cc < 0
// then open SELL order
  if (OrderHandle = -1) and (MACDcurrent <0) then
    begin
      SendInstantOrder(Symbol, op_Sell, LotSize, 0, 0, '', 0, OrderHandle);
      OrderStyle := tp_Sell;
      OpenTime := Time(0);
       Print(format('Interface version: %.5f', [MACDcurrent]));

    end;
 {
// if there is no order and MACD > 0
// then open SELL order
  if (OrderHandle = -1) and (MACDcurrent > 0) then
    begin
      SendInstantOrder(Symbol, op_buy, LotSize, 0, 0, '', 0, OrderHandle);
      OrderStyle := tp_buy;
      OpenTime := Time(0);
    end;
 }

end;




{=========================================================================}
exports
  InitStrategy,
  DoneStrategy,
  ResetStrategy,
  GetSingleTick;

end.

User avatar
Terranin
Site Admin
Posts: 833
Joined: Sat Oct 21, 2006 4:39 pm

#14 Postby Terranin » Mon Sep 22, 2008 9:11 am

johntester wrote:Dear Mike,

I used

Code: Select all

print(format('ma current value= %.4f',[movingaverage] )); //movingaverage is a double.


I used getindicatorvalues the proper way but in the journal the moving average values printed are no way near the actual moving average displayed on the chart.

I have also tried it with MACD and MACDnew.
the journal values have gone completely insane.
I have attached the file. please have a look at it.

thanks in advance.


On the first file I do not see an indicator created, and what is wrong with values in the journal? Attach some log here to see.
Hasta la vista

Mike

johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

#15 Postby johntester » Tue Sep 23, 2008 2:25 am

Dear Mike,

i have attached the log file(none matches the current screenshot) below along with the screenshot(none of the numeric figures are visible completely).

PS: do i have to use "createindicator" even after explicitly defining the getsma() function and acquiring its values to a double variable?
(as i have done in the first file)

Thanks in advance.

Code: Select all

.2008.09.23 12:11:04  Connecting to history server...
 2006.09.01 00:01:12  Found indicator with same params: MACDnew.dll, (12;26;9;Close)
 2006.09.01 00:01:12  strategy is reset
 2006.09.01 00:01:12  Congratulations. Connection is successful.
 2006.09.01 00:01:12  1.28080 1.28080 0.00000 0.00000 0.00000
 2006.09.01 00:01:24  1.28080 1.28080 0.00000 0.00000 0.00000
 2006.09.01 00:01:36  1.28080 1.28080 0.00000 0.00000 0.00000
 2006.09.01 00:01:48  1.28080 1.28080 0.00000 0.00000 0.00000
 2006.09.01 00:02:12  1.28080 1.28080 0.00000 0.00000 0.00000
 2006.09.01 00:02:24  1.28080 1.28080 0.00000 0.00000 0.00000
 2006.09.01 00:02:36  1.28086 1.28083 0.00003 0.00003 0.00000
 2006.09.01 00:02:48  1.28090 1.28085 0.00005 0.00005 0.00000
 2006.09.01 00:03:12  1.28094 1.28088 0.00007 0.00007 0.00000
 2006.09.01 00:03:24  1.28097 1.28089 0.00008 0.00008 0.00000
 2006.09.01 00:03:36  1.28103 1.28093 0.00011 0.00011 0.00000
 2006.09.01 00:03:48  1.28109 1.28096 0.00013 0.00013 0.00000
 2006.09.01 00:04:12  1.28114 1.28100 0.00014 0.00014 0.00000
 2006.09.01 00:04:24  1.28113 1.28100 0.00013 0.00013 0.00000
 2006.09.01 00:04:36  1.28117 1.28103 0.00014 0.00014 0.00000
 2006.09.01 00:04:48  1.28119 1.28105 0.00014 0.00014 0.00000
 2006.09.01 00:05:12  1.28119 1.28106 0.00013 0.00013 0.00000
 2006.09.01 00:05:24  1.28120 1.28107 0.00012 0.00012 0.00000
 2006.09.01 00:05:36  1.28121 1.28109 0.00012 0.00012 0.00000
 2006.09.01 00:05:48  1.28122 1.28111 0.00012 0.00012 0.00000
 2006.09.01 00:06:12  1.28124 1.28112 0.00012 0.00012 0.00000
 2006.09.01 00:06:24  1.28125 1.28113 0.00011 0.00011 0.00000
 2006.09.01 00:06:36  1.28127 1.28115 0.00012 0.00012 0.00000
 2006.09.01 00:06:48  1.28129 1.28117 0.00012 0.00012 0.00000
 2006.09.01 00:07:12  1.28129 1.28118 0.00011 0.00011 0.00000
 2006.09.01 00:07:24  1.28129 1.28119 0.00010 0.00010 0.00000
 2006.09.01 00:07:36  1.28131 1.28121 0.00010 0.00010 0.00000
 2006.09.01 00:07:48  1.28131 1.28121 0.00009 0.00009 0.00000
 2006.09.01 00:08:12  1.28129 1.28121 0.00008 0.00008 0.00000
 2006.09.01 00:08:24  1.28126 1.28120 0.00006 0.00006 0.00000
 2006.09.01 00:08:36  1.28127 1.28121 0.00006 0.00006 0.00000
 2006.09.01 00:08:48  1.28127 1.28122 0.00006 0.00006 0.00000
 2006.09.01 00:09:12  1.28126 1.28122 0.00005 0.00005 0.00000
 2006.09.01 00:09:24  1.28122 1.28120 0.00002 0.00002 0.00000
 2006.09.01 00:09:36  1.28122 1.28120 0.00002 0.00002 0.00000
 2006.09.01 00:09:48  1.28118 1.28119 0.00000 0.00000 0.00000
 2006.09.01 00:10:12  1.28117 1.28118 -0.00001 -0.00001 0.00000
 2006.09.01 00:10:24  1.28116 1.28117 -0.00001 -0.00001 0.00000
 2006.09.01 00:10:36  1.28115 1.28117 -0.00002 -0.00002 0.00000
 2006.09.01 00:10:48  1.28114 1.28116 -0.00002 -0.00002 0.00000
 2006.09.01 00:12:12  1.28114 1.28116 -0.00002 -0.00002 0.00000
 2006.09.01 00:12:24  1.28113 1.28115 -0.00002 -0.00002 0.00000
 2006.09.01 00:12:36  1.28114 1.28116 -0.00002 -0.00002 0.00000
 2006.09.01 00:12:48  1.28114 1.28115 -0.00002 -0.00002 0.00000
 2006.09.01 00:13:12  1.28111 1.28114 -0.00003 -0.00003 0.00000
 2006.09.01 00:13:24  1.28108 1.28112 -0.00004 -0.00004 0.00000
 2006.09.01 00:13:36  1.28108 1.28112 -0.00004 -0.00004 0.00000
 2006.09.01 00:13:48  1.28107 1.28111 -0.00004 -0.00004 0.00000
 2006.09.01 00:14:12  1.28106 1.28110 -0.00004 -0.00004 0.00000
 2006.09.01 00:14:24  1.28105 1.28110 -0.00005 -0.00005 0.00000
 2006.09.01 00:14:36  1.28104 1.28109 -0.00005 -0.00005 0.00000
 2006.09.01 00:14:48  1.28104 1.28108 -0.00005 -0.00005 0.00000
 2006.09.01 00:15:12  1.28102 1.28107 -0.00005 -0.00005 0.00000
 2006.09.01 00:15:24  1.28100 1.28106 -0.00006 -0.00006 0.00000
 2006.09.01 00:15:36  1.28101 1.28106 -0.00005 -0.00005 0.00000
 2006.09.01 00:15:48  1.28103 1.28106 -0.00004 -0.00004 0.00000
 2006.09.01 00:16:12  1.28102 1.28106 -0.00004 -0.00004 0.00000
 2006.09.01 00:16:24  1.28100 1.28105 -0.00004 -0.00004 0.00000
 2006.09.01 00:16:36  1.28102 1.28105 -0.00003 -0.00003 0.00000
 2006.09.01 00:16:48  1.28102 1.28105 -0.00003 -0.00003 0.00000
 2006.09.01 00:17:12  1.28100 1.28104 -0.00004 -0.00004 0.00000
 2006.09.01 00:17:24  1.28098 1.28103 -0.00004 -0.00004 0.00000
 2006.09.01 00:17:36  1.28100 1.28103 -0.00003 -0.00003 0.00000
 2006.09.01 00:17:48  1.28100 1.28103 -0.00003 -0.00003 0.00000
 2006.09.01 00:18:12  1.28100 1.28103 -0.00003 -0.00003 0.00000
 2006.09.01 00:18:24  1.28100 1.28102 -0.00002 -0.00002 0.00000
 2006.09.01 00:18:36  1.28100 1.28102 -0.00002 -0.00002 0.00000
 2006.09.01 00:18:48  1.28100 1.28102 -0.00002 -0.00002 0.00000
 2006.09.01 00:19:12  1.28102 1.28103 -0.00001 -0.00001 0.00000
 2006.09.01 00:19:24  1.28100 1.28102 -0.00002 -0.00002 0.00000
 2006.09.01 00:19:36  1.28101 1.28102 -0.00001 -0.00001 0.00000
 2006.09.01 00:19:48  1.28101 1.28102 -0.00001 -0.00001 0.00000
 2006.09.01 00:20:12  1.28101 1.28102 -0.00001 -0.00001 0.00000
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 2006.09.01 01:00:12  Instant order #206238 (EURUSD, sell, lot: 0.10, price: 1.2811, sl: 0.0000, tp: 0.0000) was placed at price 1.2811
 2006.09.01 01:00:12  Interface version: 0.00000
 2006.09.01 01:00:24  1.28110 1.28108 0.00002 0.00002 0.00000
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 2006.09.01 01:27:12  1.28112 1.28109 0.00003 0.00002 0.00001
 2006.09.01 01:27:24  1.28109 1.28108 0.00001 0.00002 -0.00001
 2006.09.01 01:27:36  1.28112 1.28109 0.00003 0.00002 0.00001
 2006.09.01 01:27:48  1.28109 1.28108 0.00001 0.00002 -0.00001
 2006.09.01 01:28:12  1.28110 1.28108 0.00002 0.00002 0.00000
 2006.09.01 01:28:24  1.28103 1.28105 -0.00002 0.00002 -0.00004
 2006.09.01 01:28:36  1.28110 1.28108 0.00002 0.00002 0.00000
 2006.09.01 01:28:48  1.28104 1.28105 -0.00001 0.00002 -0.00003
 2006.09.01 01:29:12  1.28103 1.28105 -0.00002 0.00002 -0.00004
 2006.09.01 01:29:24  1.28103 1.28105 -0.00002 0.00002 -0.00004
 2006.09.01 01:29:36  1.28104 1.28105 -0.00001 0.00002 -0.00003
 2006.09.01 01:29:48  1.28104 1.28105 -0.00001 0.00002 -0.00003
 2006.09.01 01:30:12  1.28104 1.28105 -0.00001 0.00002 -0.00003
 2006.09.01 01:30:24  1.28104 1.28105 -0.00001 0.00002 -0.00003
 2006.09.01 01:30:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:30:48  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:31:12  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:31:24  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:31:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:31:48  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:32:12  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:32:24  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:32:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:32:48  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:33:12  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:33:24  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:33:36  1.28109 1.28108 0.00001 0.00002 -0.00001
 2006.09.01 01:33:48  1.28109 1.28108 0.00001 0.00002 -0.00001
 2006.09.01 01:34:12  1.28109 1.28108 0.00001 0.00002 -0.00001
 2006.09.01 01:34:24  1.28109 1.28108 0.00001 0.00002 -0.00001
 2006.09.01 01:34:36  1.28109 1.28108 0.00001 0.00002 -0.00001
 2006.09.01 01:34:48  1.28109 1.28108 0.00001 0.00002 -0.00001
 2006.09.01 01:35:12  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:35:24  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:35:36  1.28109 1.28108 0.00001 0.00002 -0.00001
 2006.09.01 01:35:48  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:36:12  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:36:24  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:36:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:36:48  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:37:12  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:37:24  1.28104 1.28105 -0.00001 0.00002 -0.00003
 2006.09.01 01:37:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:37:48  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:38:12  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:38:24  1.28104 1.28105 -0.00001 0.00002 -0.00003
 2006.09.01 01:38:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:38:48  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:39:12  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:39:24  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:39:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:39:48  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:40:12  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:40:24  1.28104 1.28105 -0.00001 0.00002 -0.00003
 2006.09.01 01:40:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:40:48  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:41:12  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:41:24  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:41:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:41:48  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:42:12  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:42:24  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:42:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:42:48  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:43:12  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:43:24  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:43:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:43:48  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:44:12  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:44:24  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:44:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:44:48  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:45:12  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:45:24  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:45:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:45:48  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:46:12  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:46:24  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:46:36  1.28107 1.28107 0.00000 0.00002 -0.00002
 2006.09.01 01:46:48  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:47:12  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:47:24  1.28103 1.28105 -0.00002 0.00002 -0.00004
 2006.09.01 01:47:36  1.28106 1.28106 0.00000 0.00002 -0.00002
 2006.09.01 01:47:48  1.28103 1.28105 -0.00002 0.00002 -0.00004
 2006.09.01 01:48:12  1.28103 1.28105 -0.00002 0.00002 -0.00004
 2006.09.01 01:48:24  1.28101 1.28104 -0.00003 0.00002 -0.00004
 2006.09.01 01:48:36  1.28103 1.28105 -0.00002 0.00002 -0.00004
 2006.09.01 01:48:48  1.28101 1.28104 -0.00003 0.00002 -0.00004
 2006.09.01 01:49:12  1.28101 1.28104 -0.00003 0.00002 -0.00004
 2006.09.01 01:49:24  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:49:36  1.28103 1.28105 -0.00002 0.00002 -0.00004
 2006.09.01 01:49:48  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:50:12  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:50:24  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:50:36  1.28099 1.28103 -0.00004 0.00001 -0.00005
 2006.09.01 01:50:48  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:51:12  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:51:24  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:51:36  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:51:48  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:52:12  1.28099 1.28103 -0.00004 0.00001 -0.00005
 2006.09.01 01:52:24  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:52:36  1.28099 1.28103 -0.00004 0.00001 -0.00005
 2006.09.01 01:52:48  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:53:12  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:53:24  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:53:36  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:53:48  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:54:12  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:54:24  1.28095 1.28101 -0.00006 0.00001 -0.00007
 2006.09.01 01:54:36  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:54:48  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:55:12  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:55:24  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:55:36  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:55:48  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:56:12  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:56:24  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:56:36  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:56:48  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:57:12  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:57:24  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:57:36  1.28098 1.28102 -0.00004 0.00001 -0.00006
 2006.09.01 01:57:48  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:58:12  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:58:24  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:58:36  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:58:48  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:59:12  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:59:24  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:59:36  1.28096 1.28102 -0.00005 0.00001 -0.00007
 2006.09.01 01:59:48  1.28096 1.28102 -0.00005 0.00001 -0.00007



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User avatar
Terranin
Site Admin
Posts: 833
Joined: Sat Oct 21, 2006 4:39 pm

#16 Postby Terranin » Tue Sep 23, 2008 8:50 am

Ok, but for MACD numbers are normal, just you do not have enough digits in your numbers, place there something like: %.7f to show enough digits. They can not match screenshot because it is intermediate calculations of indicator while bar changes on every tick.

Last 3 values should match and they matche -0.00005 0.00001 -0.00007, because -0.00007 is rounded to 5 digits it could be something like -0.0000678.

If you calculate indicator by yourself you do not need to create it directly.
Hasta la vista

Mike

johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

#17 Postby johntester » Tue Sep 23, 2008 11:11 am

Thanks Mike,

I will check it and let you know but what about moving averages? at least they should work fine with %.4f right. they give bizarre values as opposed to stable values close to current price on the chart.

please check my file # 1 regarding the ma crossover.

thanks in advance.

johntester
Posts: 17
Joined: Sun Sep 14, 2008 9:17 am

#18 Postby johntester » Wed Sep 24, 2008 7:29 am

Dear Mike,

I have got the hang of it now.

bundle of thanks

genghiz
Posts: 1
Joined: Sun Jan 10, 2010 12:00 am

MACD: How To Access Ticks

#19 Postby genghiz » Mon Jan 11, 2010 12:30 am

Mike,

I am new to this so apologies for any beginner questions.

I tried this MACD strategy as I am coding a similar one and since the MACD is calculated per tick this gives wrong results for EMA crosses. I only need it calculated for the last tick so it uses close price for this bar.

Which brings the question how do I access ticks? The iTime() function only accesses bars, is there a similar one for ticks? Or some tick index maybe?

And/Or should I generate different ticks for my 5 minute bars (currently they are OHLC)

And another issue I had is for the GBPJPY pair the prices are rounded to the second digit while my data has 3. This makes the EMA calculations differ from the actual ones. Can this be fixed and another digit added?

Last but not least I can only compile one dll from Lazarus. If I compile again FT2 does not recognize the strategy. I tried many things but the only one that works is to close Lazarus, delete the project and start over with a new library and re-do the compiler and inspector settings per your video. This takes extra 5 minutes every time I compile and is very frustrating.


Please help. Many thanks,

Svetoslav

CLAUDIX17
Posts: 1
Joined: Sun May 09, 2010 10:17 pm

#20 Postby CLAUDIX17 » Sun May 09, 2010 10:20 pm

Thanks for a lot information, but I new and is too mucho for me yet.

Can someone, compile the strategy , i am only a trader.


Regards
Claudix

HarriForexTester
Posts: 3
Joined: Wed Oct 13, 2010 11:45 am

Details

#21 Postby HarriForexTester » Wed Oct 13, 2010 12:03 pm

Terranin wrote:If you use MACDnew - it uses 5 buffers, and only 3 from the are visible. Blue line is a MACD line buff 2, red line is a SMA line buff 3, and histogram is difference between these two lines - buff 4.

So it depends what you want to check. If you want to check intersection between blue and red line - it is enough to check buffer 4, if it bigger 0 or smaller. If it is bigger then blue line is higher then red line and vice versa.

You have only 1 order because you need to track it with OrderClosed(OrderHandle) and when it is closed set OrderHandle := -1 to allow new order come.


Sorry if I am asking a stupid question, I'm only a newbie. But how can we (programmers) using the Strategy API, find out how many buffers and their positions in a pre-installed indicator (ie, that came "out-of-the-box" from ForexTester), so that we know what index to use in our code? I've looked in the help - no joy. ForexTester does not have a native programming language, like MetaTrader4, so we cannot modify the indicators, or even see the code for them.

Thanks in advance for your clarification!

FT Support
Posts: 905
Joined: Sat Jul 11, 2009 10:54 am

#22 Postby FT Support » Wed Oct 13, 2010 6:02 pm

Hello, please see indicators code in "<FT>\Examples\Indicators\Delphi\IndicatorsSrc" folder. There you can define how many buffers each indicator has and how to use that buffers.
Check our other product here:
http://www.forexcopier.com

HarriForexTester
Posts: 3
Joined: Wed Oct 13, 2010 11:45 am

#23 Postby HarriForexTester » Wed Oct 13, 2010 9:37 pm

FT Support wrote:Hello, please see indicators code in "<FT>\Examples\Indicators\Delphi\IndicatorsSrc" folder. There you can define how many buffers each indicator has and how to use that buffers.


I'm sure this is nice for people using Delphi/Lazarus. I'm using Microsoft Visual C++ 2010 Express :) . And there is no "<FT>\Examples\Indicators\C++\IndicatorsSrc" folder

P.S. - Found some documentation in Strategies API help that gives this info. "List of indicators' parameters"!


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