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Date/Time: Mon, 23 Dec 2024 12:48:28 +0000



Post From: Spreadsheet System for Trading Question

[2015-09-24 12:36:28]
infpz - Posts: 826
Hello, I am testing a spreadsheet system.

I am puzzled by the fact that if I get more than one signal per bar, the second signal will not be sent. The system is a reversal system. "Support Reversals" is set to Yes, and "Only Signal Once Per Bar" is set to no.

If I'm flat and the condition is true, the signal works fine. If the reversal happens in a subsequent bar, it too works fine. The only trouble is when a second signal comes in the same bar, the signal is not taken. I've tested this - it works fine in 10 second bars (reversing over and over) because the signal is coming in a new bar. But on a 5 or 15 minute bar, the system will not reverse if the second signal occurs in the same bar.

Any ideas on what might be causing this? Here is the buy signal:

=AND(CROSSFROMBELOW(E3:E4,AA3:AA4),AND(E3>AA3,E3>AC3))

Where E3:E4 is the last price, AA3:AA4 is a moving average, and AC3 is another moving average.

Again, it works fine every time, unless there are 2 signals in the same bar.

Thanks for your input,
PZ