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Date/Time: Wed, 27 Nov 2024 04:32:28 +0000
[User Discussion] - Exploring the Reverse Function In Spreadsheet Trading
View Count: 4156
| [2014-08-04 19:47:41] |
| infpz - Posts: 826 |
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The intra-bar reversal, I should add - works great.
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| [2014-08-04 20:38:47] |
| Sawtooth - Posts: 4120 |
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Tom, quick question using option 1 - everything works well until I get into a trade - then I get a signal each bar no matter what.
Using the settings I posted, I don't get a signal each bar when in a trade. If you are in a trade, J8<>0, so the first half of the formula is FALSE, and the second half takes over. It works the same on long-duration and short-duration bars. Please explain further
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| [2014-08-05 11:40:11] |
| infpz - Posts: 826 |
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OK. Please see attached - I copied the formula from your posting. You can see the repeated "true" conditions that show multiple entries each time a bar is created. This is only a 10 second chart (I set it this way for effect). It should be noted that when I flatten manually, and then reload and recalculate, everything looks as it should - the repeated historical fills go away, and the system waits for the next trade. As soon as I get into a trade, the signals start coming through each bar. Let me know what I might have out of order. Thanks again |
 123456.png / V - Attached On 2014-08-05 11:35:47 UTC - Size: 161.56 KB - 498 views |
| [2014-08-05 12:08:46] |
| User021827 - Posts: 174 |
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I thought you wanted intrabar order generation ? Everytime that price crosses the ema in that spreadsheet, an order will be generated. It seems to be doing exactly what it is supposed to. Visually , on the chart, it may not appear that the price crosses the ema historically, but that doesnt matter. It is whether the price crosses the ema numbers in the spreadsheet. It is possible for these to appear different. What am I missing ? you may have to run a long strategy with exit signals separately to achieve what you want. And the same with a short strategy. This response on a 10 second chart seems appropriate to me. Date Time Of Last Edit: 2014-08-05 12:12:44
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| [2014-08-05 12:12:43] |
| infpz - Posts: 826 |
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I agree and you're right - the orders are actually being sent just fine. What I'm confused about is why do I get an arrow (say a down arrow, a short signal) if I am already short? If I'm short, I am continually getting short signals as time goes on, until the price crosses the EMA and I end up long (which is what I want), but then I continually get buy signals for each bar that the price remains above the EMA (until it crosses again).
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| [2014-08-05 12:17:29] |
| User021827 - Posts: 174 |
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If you used that second formula you mentioned, the one where you are long if price is above ema instead of crossing the ema, then arrows will appear whenever the conditions are met. Not just on the ema crossing. With ema crossover as the signal, then the arrow appears only upon crossover. I suspect you may be using the price>ema formula which would generate constant arrows. Otherwise, if you are using the crossfrombelow formula, then that is how many times the price is crossing the ema. try it on a 2 hour chart to check when the signals occur. IF the arrows are constant, then the > formula is the cause. |
| [2014-08-05 12:23:02] |
| infpz - Posts: 826 |
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I am using these two: K3: =IF($J$8=0,CROSSFROMBELOW(E3:E4,AA3:AA4),E3>AA3) M3: =IF($J$8=0,CROSSFROMABOVE(E3:E4,AA3:AA4),E3<AA3) Do your comments still apply or do you think it's just a setting I have incorrect? |
| [2014-08-05 12:44:36] |
| User021827 - Posts: 174 |
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yes , you have the > option in your formula. That explains the constant arrows. An arrow will appear whenever the > or < condition appears, as well as when the crossover occurs. It does not necessarily mean an order will follow. The arrows represent the condition being met for a signal and an arrow appears. Does that formula mean that both crossover and > conditions have to be met ? Try it without the > option and see what happens. Date Time Of Last Edit: 2014-08-05 12:46:27
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| [2014-08-05 12:47:51] |
| infpz - Posts: 826 |
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Noted thank you. Perfect.
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| [2014-08-05 13:55:49] |
| Sawtooth - Posts: 4120 |
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OK. Please see attached - I copied the formula from your posting. You can see the repeated "true" conditions that show multiple entries each time a bar is created. This is only a 10 second chart (I set it this way for effect).
You get arrows on every bar when you are in a trade because the second half of the formula is active, the first is not. When flat, only the first half of the formula is active.It should be noted that when I flatten manually, and then reload and recalculate, everything looks as it should - the repeated historical fills go away, and the system waits for the next trade. As soon as I get into a trade, the signals start coming through each bar. Let me know what I might have out of order. Thanks again It should be noted that historical arrows, when flat, are based on the Close only. What happened intrabar is not revealed by the arrows. If you want to show the first-half-of-the-formula historical arrows when the second-half-of-the-formula is active, you'll need to use two other formula columns for the arrows, and set the Draw Style of the K(SG1) and M(SG3) to Hidden: O3 for up arrows: =IF(CROSSFROMBELOW(E3:E4,AA3:AA4),D3,0) P3 for down arrows: =IF(CROSSFROMABOVE(E3:E4,AA3:AA4),C3,0) Set the Draw Styles of O(SG5) and P(SG6) to Arrow Up and Arrow Down, respectively. Date Time Of Last Edit: 2014-08-05 14:09:12
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| [2014-08-05 13:56:49] |
| infpz - Posts: 826 |
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OK great Tom thanks, I will give that a try too. Learned a lot here, thanks to everyone who contributed.
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| [2014-08-05 15:10:48] |
| User021827 - Posts: 174 |
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Thanks Tom That is good information ! regards |
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