I have uploaded my starting work on a strategy. I thought I could finish it but there is an important problem I've come across. Here is the explanation of the strategy first:

The user can select two EMA lengths, say 50 and 150. At any one point one MA will be above the other MA. The strategy is simple: Buy when price goes even one pip above the MA that is on top, and sell when price goes below the lower MA.

So the first thing I do in the strategy is to distinguish which MA is where. Still however, I have a problem because the way I have it right now it will go into a buy order if the price is just above the top MA for example. I want to go into a buy order if the price was below the top MA, and then crossed it. I am using the OnTIck event, this is why this is a problem. But I don't want to use the OnBar event, because I want to catch intraday movements on the daily. So I can't wait for the current bar to finish to check where my MA's are with respect to price.

I hope this all makes sense. And I can of course answer questions if something is not clear. If someone can help me I would be very grateful.

Hi,

thanks for reaching out in this forum !
First of all, any block that is not linked to a start point is not considered by the the strategy at all. So you have to link all your blocks (is serial way or in parallel).
Second, the indicators are built in away to use candle periods. So the minimum period that a candle could take is 10 sec but the update frequency of its output cans be on tick basis. check the attached example and you'll see that indicators are calculated on 10 sec and updated on tick basis as they are linked to OnTick method.

I think this can meet your requirements, up to you to fine tune the conditions ...

ps: I've added a condition to limit the number of opened orders and changed the SL and TP values for testing purpose. feel free to adjust these as per your needs.

Thank you very much for the help. So I see that the MA's are calculated on the 150 and 50, 10 second candle periods. Would it be possible to calculate in that small time period the daily 150 and 50 MA's instead? And then be checking if the current price exceeded these MA's on the 10 second candles?

Hi,

Yes indeed ! Simply change the MA period to daily and plug it directly to the OnCandle Start: The result is a daily MA checked every minimum candle length which is obviously 10 sec
Cheers