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Date/Time: Wed, 27 Nov 2024 08:43:40 +0000

Post From: Exploring the Reverse Function In Spreadsheet Trading

[2014-08-04 19:15:29] Link To Thread - Link To Post [Go To First Post]
Sawtooth - Posts: 4120
If you want to reverse position intrabar, this will do it: K3: =IF($J$8=0,CROSSFROMBELOW(E3:E4,AA3:AA4),E3>AA3) M3: =IF($J$8=0,CROSSFROMABOVE(E3:E4,AA3:AA4),E3<AA3) This will enter when flat comparing current values to those in the previous bar, then reverse intrabar thereafter. But this will cause multiple successive reversals as price oscillates across the EMA. This is not a winning strategy. To mitigate this, you could reverse position when price has moved n ticks beyond the EMA: K3: =IF($J$8=0,CROSSFROMBELOW(E3:E4,AA3:AA4),E3>AA3+$J$21*1) M3: =IF($J$8=0,CROSSFROMABOVE(E3:E4,AA3:AA4),E3<AA3-$J$21*1) See attached for the settings I used.
0x Thank you
infpz.PNG / V - Attached On 2014-08-04 19:14:17 UTC - Size: 48.03 KB - 471 views