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ema cross strategy with trailing stop, help please
 Post subject: ema cross strategy with trailing stop, help please Post rating: 0   New post Posted: Tue 15 Sep, 2015, 04:14 
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Hello

Somebody could help me with my ema cross - trailing stop strategy please.
(ema 35, ema 2)
I can't make it work, many weeks trying.
Thank you


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EMA_TEST_reneV10.vfs [44.63 KiB]
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 Post subject: Re: ema cross strategy with trailing stop, help please Post rating: 0   New post Posted: Tue 15 Sep, 2015, 14:01 
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Hi,

What is not working exactly in your strategy ?
I've had a quick look and just found that your trailing stop is not plugged correctly to be reached by the flow in the right time. As you can see, I move it so that it will be checked each 10 seconds (candle based) instead of daily checking


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EMA_TEST_reneV10_V2.vfs [43.63 KiB]
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 Post subject: Re: ema cross strategy with trailing stop, help please Post rating: 0   New post Posted: Tue 15 Sep, 2015, 22:32 
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Thank you
But still doesn`t work properly.
There are many crosses that my strategy doesn't open a position. I made a backtesting in EUR/USD Daily. It supposed to open a position in each ema cross.


 
 Post subject: Re: ema cross strategy with trailing stop, help please Post rating: 0   New post Posted: Wed 16 Sep, 2015, 12:33 
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Hi,

Your strategy is trading on daily period. If you test only for the last day, you won't be able to see any cross as the back-testing range is too short. Try last month for instance and you'll see trades submitted.


 
 Post subject: Re: ema cross strategy with trailing stop, help please Post rating: 0   New post Posted: Wed 16 Sep, 2015, 16:16 
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Thank you for your quick response
I've tested two year
Attached results
There are no open positions in many crossess

Image
Image


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Chart_EUR_USD_Daily_snapshot2.png [19.29 KiB]
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Chart_EUR_USD_Daily_snapshot.png [25.31 KiB]
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 Post subject: Re: ema cross strategy with trailing stop, help please Post rating: 0   New post Posted: Thu 17 Sep, 2015, 10:32 
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Hi,

In order to be able to help you, I need a clear description of what you're expecting from the strategy to do: "Open positions at each cross" is not sufficient. What about the trailing block that you implemented ??

Thx


 
 Post subject: Re: ema cross strategy with trailing stop, help please Post rating: 0   New post Posted: Thu 17 Sep, 2015, 16:06 
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Hello again, and thanks for your help
The strategy:
Open a position each cross. (ema 35 ema2)
Only one open position is possible. It means when opposed cross happened, firstly close the first one.
Stop loss 95 pips
No Take Profit, instead: Trailing stop (95 SL, 19 Trailing Step)
Its an strategy in order to setup indicators.

Thank you


 
 Post subject: Re: ema cross strategy with trailing stop, help please Post rating: 0   New post Posted: Fri 18 Sep, 2015, 13:10 
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Hi,

I've rebuilt the strategy from scratch.
Please test and let me know your comments if any.

Thx


Attachments:
EMA_Cross.vfs [53.54 KiB]
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 Post subject: Re: ema cross strategy with trailing stop, help please Post rating: 0   New post Posted: Thu 24 Sep, 2015, 03:35 
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Im trying to understand the flow
Thank you


 
 Post subject: Re: ema cross strategy with trailing stop, help please Post rating: 0   New post Posted: Mon 12 Oct, 2015, 20:21 
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Two questions, if its still possible:
1. Is that another kind of MA cross? because your strategy open a position only when the emas follows the same direction, no when them crosses.
2. Why you are not using the trailing stop block? its a mistake? i thought the last block in the left it would be trailing stop block.
Thank you


 
 Post subject: Re: ema cross strategy with trailing stop, help please Post rating: 0   New post Posted: Tue 13 Oct, 2015, 15:12 
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Hi,

Quote:
1. Is that another kind of MA cross? because your strategy open a position only when the emas follows the same direction, no when them crosses.


No; the strategy opens positions when the cross occurred BUT at the candle that comes afterwards. Also it doesn't matter if the trend is goinf upwards or downwards. You check this easily if you test based on 5 mn for example (for testing speed purposes)


Quote:
2. Why you are not using the trailing stop block? its a mistake? i thought the last block in the left it would be trailing stop block.


Well you're right, I believe I missed that detail. You can replace the "Set Stop loss by the trailing stop one and make sure you set your trailing step to 19 and the SL to 95 as per the original order.

Thanks


 

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