MACD onBar / HasCrossed issue

Created at 11 Dec 2012, 19:42
Subscribe
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
ER

ErykSosenka

Follow

Joined 22.09.2012

MACD onBar / HasCrossed issue
11 Dec 2012, 19:42

Hi All,


I'm runnig a robot that uses the HasCrossedAbove/ Below function to check whether Main series of the MACD Histogram has crossed the Signal series (periods = 4). It's set to run on EURUSD 1H onBar.

The problem I have is that it tends to take into account the bar that has just opened. This is an issue as on occasion the first tick of a new bar (i.e. onBar) takes the MACD Main above or below the Signal, thus causing the robot to open a position. Eventually the bar closes in such a way that the two series end up 'uncrossed'.

Example: The attached pic @ 10:00 today when my robo opened a sell order - Main = 0.000531; Signal = 0.000539. On close of this bar the values were 0.00056 and 0.00055


So my q is: is there a way to have the same functionality as the HasCrossedAbove/ Below function but have it ignore the bar that has just opened so that false signals are filtered out?

Cheers

@ErykSosenka
Replies

ErykSosenka
11 Dec 2012, 19:45

sorry don't seem to be able to attach it to the post...

----->   http://fxpro.ctrader.com/c/DfP5n

@ErykSosenka

admin
12 Dec 2012, 14:28

You may insert images by clicking on the last button of this editor and entering the Image URL in the Remote tab. In this case it would be http://fxpro.ctrader.com/images/screens/DfP5n.png

 

 

@admin

ErykSosenka
12 Dec 2012, 18:09

Thanks for the tip...

Any suggestions with regards to the actual problem?

Cheers

@ErykSosenka

admin
13 Dec 2012, 16:07

You could use a for loop

For example:

 

            for(int i = 1; i < 4; i++)
            {
                if (_macdHistogram.Histogram[index - i] > _macdHistogram.Signal[index - i])
                {
                    // do something
                    break;
                }
            }



@admin
Copyright © 2024 Spotware Systems Ltd. All rights reserved.
The services provided by Spotware Systems Ltd. are not available to citizens or residents of the USA. Neither is the information on our websites directed toward soliciting citizens or residents of the USA.