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60 ema trading #409738
10/21/12 19:50
10/21/12 19:50
Joined: Oct 2012
Posts: 75
H
hughbriss Offline OP
Junior Member
hughbriss  Offline OP
Junior Member
H

Joined: Oct 2012
Posts: 75
This is possibly the best one yet...

Code:
function run() 
{   
   set(PARAMETERS);
  	BarPeriod = 1440;
  	LookBack = 99;
  	
  	while(asset(loop("EUR/USD","AUD/USD","USD/CHF","GBP/USD")))
  	{
  	Stop = optimize(2,0.5,4,0.5,0)*ATR(20);
	Profit = optimize(6,1,10,0.5,0)*ATR(20);
	
	var *ClosePrice = series(priceClose());
	var *EMA60 = series(EMA(ClosePrice,60));
		
	if(ClosePrice[0] > EMA60[0])
	  enterLong();
	if(ClosePrice[0] < EMA60[0])
	  enterShort();
   }    
}


Re: 60 ema trading [Re: hughbriss] #409757
10/22/12 07:17
10/22/12 07:17
Joined: Jul 2000
Posts: 28,024
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,024
Frankfurt
Make it a habit to always test out of sample, the fastest way is horizontal splitting. In sample tests give too optimistic results, even when you only manually optimized the parameters.

For checking the consistency you can test and train also with different split combinations, f.i. SKIP1 for training and SKIP2+SKIP3 for testing.


Moderated by  Petra 

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