basic max 2 with negative offset values

[colours]

Is it possible to program basic max2 strategy to utilize negative offset values AND update in real time ? It looks to be be historically accurate but real time does not change properly .

[Doji3333]

what do you mean "Max2"??

I'm pretty sure what you want can be accomplished. I just don't completely understand the MAX2 definition. Please explain so I can try to help.

B

[colours]

this is the max 2 strategy study



var vMA1 = null;
var vMA2 = null;
var vReturn = null;
function preMain() {

setPriceStudy(true);
setStudyTitle("MAx2");
setCursorLabelName("MA1", 0);
setCursorLabelName("MA2", 1);
setDefaultBarStyle(PS_SOLID, 0);
setDefaultBarStyle(PS_SOLID, 1);
setDefaultBarFgColor(Color.grey, 0);
setDefaultBarFgColor(Color.grey, 1);
setDefaultBarThickness(1, 0);
setDefaultBarThickness(1, 1);
setPlotType(PLOTTYPE_LINE, 0);
setPlotType(PLOTTYPE_LINE, 1);

var fp1 = new FunctionParameter("MA1Length", FunctionParameter.NUMBER);
fp1.setLowerLimit(1);
fp1.setDefault(2); //Edit this value to set a new default

var fp2 = new FunctionParameter("MA1Offset", FunctionParameter.NUMBER);
fp2.setDefault(-2); //Edit this value to set a new default

var fp3 = new FunctionParameter("MA1Source", FunctionParameter.STRING);
fp3.setName("MA1Source");
fp3.addOption("Close");
fp3.addOption("High");
fp3.addOption("Low");
fp3.addOption("Open");
fp3.addOption("HL/2");
fp3.addOption("HLC/3");
fp3.addOption("OHLC/4");
fp3.setDefault("HLC/3"); //Edit this value to set a new default

var fp4 = new FunctionParameter("MA1Type", FunctionParameter.STRING);
fp4.setName("MA1Type");
fp4.addOption("MAStudy.SIMPLE");
fp4.addOption("MAStudy.EXPONENTIAL");
fp4.addOption("MAStudy.WEIGHTED");
fp4.addOption("MAStudy.VOLUMEWEIGHTED");
fp4.setDefault("MAStudy.WEIGHTED"); //Edit this value to set a new default

var fp5 = new FunctionParameter("MA2Length", FunctionParameter.NUMBER);
fp5.setLowerLimit(1);
fp5.setDefault(6); //Edit this value to set a new default

var fp6 = new FunctionParameter("MA2Offset", FunctionParameter.NUMBER);
fp6.setDefault(-1); //Edit this value to set a new default

var fp7 = new FunctionParameter("MA2Source", FunctionParameter.STRING);
fp7.setName("MA1Source");
fp7.addOption("Close");
fp7.addOption("High");
fp7.addOption("Low");
fp7.addOption("Open");
fp7.addOption("HL/2");
fp7.addOption("HLC/3");
fp7.addOption("OHLC/4");
fp7.setDefault("HLC/3"); //Edit this value to set a new default

var fp8 = new FunctionParameter("MA2Type", FunctionParameter.STRING);
fp8.setName("MA2Type");
fp8.addOption("MAStudy.SIMPLE");
fp8.addOption("MAStudy.EXPONENTIAL");
fp8.addOption("MAStudy.WEIGHTED");
fp8.addOption("MAStudy.VOLUMEWEIGHTED");
fp8.setDefault("MAStudy.WEIGHTED"); //Edit this value to set a new default

}

function main(MA1Length,MA1Offset,MA1Source,MA1Type,MA2Leng th,MA2Offset,MA2Source,MA2Type) {

if (vMA1 == null) vMA1 = new MAStudy(MA1Length, MA1Offset, MA1Source, eval(MA1Type));
if (vMA2 == null) vMA2 = new MAStudy(MA2Length, MA2Offset, MA2Source, eval(MA2Type));

/*****************************************
Insert your code following this text block
Use vMA1.getValue(MAStudy.MA) and
vMA2.getValue(MAStudy.MA) for your code
******************************************/

if(getBarState()==BARSTATE_NEWBAR){

if(vMA1.getValue(MAStudy.MA,-1) > vMA2.getValue(MAStudy.MA,-1) && vMA1.getValue(MAStudy.MA,-2) < vMA2.getValue(MAStudy.MA,-2) && !Strategy.isLong()) {
Strategy.doLong("Crossing Up", Strategy.MARKET, Strategy.THISBAR);



}
if(vMA1.getValue(MAStudy.MA,-1) < vMA2.getValue(MAStudy.MA,-1) && vMA1.getValue(MAStudy.MA,-2) > vMA2.getValue(MAStudy.MA,-2) && !Strategy.isShort()) {
Strategy.doShort("Crossing Down", Strategy.MARKET, Strategy.THISBAR);



}
}

if(Strategy.isLong())
setPriceBarColor(Color.white);
else if(Strategy.isShort())
setPriceBarColor(Color.red);

return new Array (vMA1.getValue(MAStudy.MA),vMA2.getValue(MAStudy.M A));
vReturn = vMA.getValue(MAStudy.MA);
if (vReturn == null)
return;

if(getBarState() == BARSTATE_NEWBAR){
var nNum = 1;
}else{
var nNum = 0;
}

if(Offset < 0){
setBar(Bar.Value, Offset+nNum, vReturn);
return;
}else{
return vReturn;
}

}


It does not update in real time . You are forced to reload and even then the results are not consistent .This study is my attempt to assimilate 2 studies into 1 . The 2 studies were basic max 2(strategy) and builtin MA (offset) 2

[Doji3333]

First off..

You code is offsetting the MAs BACK by -1 or -2 - with the offsets. When in RT this equates to -2 and -3 as there is a new bar forming which takes up space 0.

Then you code is asking for values at -1 and -2 for comparisons of entry triggers. In RT, these values are going to be -2 and -3. Thus, some of your realtime values are "null".

You would greatly benefit from using the "debugPrintln()" function in your code so you could see what it is doing and what the values of your MAs are in RT/BT.

You will probably have to include two types of entry triggers in your main entry statements - like below...

if(getBarState()==BARSTATE_NEWBAR){

if (getCurrentBarIndex() != 0) {
debugPrintln(vMA1.getValue(MAStudy.MA,-1)+" : "+vMA1.getValue(MAStudy.MA,-2));
if(vMA1.getValue(MAStudy.MA,-1) > vMA2.getValue(MAStudy.MA,-1) && 
vMA1.getValue(MAStudy.MA,-2) < vMA2.getValue(MAStudy.MA,-2) && 
!Strategy.isLong()) {
 Strategy.doLong("Crossing Up", Strategy.MARKET, Strategy.THISBAR);
}
if(vMA1.getValue(MAStudy.MA,-1) < vMA2.getValue(MAStudy.MA,-1) && 
vMA1.getValue(MAStudy.MA,-2) > vMA2.getValue(MAStudy.MA,-2) && 
!Strategy.isShort()) {
 Strategy.doShort("Crossing Down", Strategy.MARKET, Strategy.THISBAR);
}
}


if (getCurrentBarIndex() == 0) {
debugPrintln(vMA1.getValue(MAStudy.MA,-2)+" : "+vMA1.getValue(MAStudy.MA,-3));
if(vMA1.getValue(MAStudy.MA,-2) > vMA2.getValue(MAStudy.MA,-2) && 
vMA1.getValue(MAStudy.MA,-3) < vMA2.getValue(MAStudy.MA,-3) && 
!Strategy.isLong()) {
 Strategy.doLong("Crossing Up", Strategy.MARKET, Strategy.THISBAR);
}
if(vMA1.getValue(MAStudy.MA,-2) < vMA2.getValue(MAStudy.MA,-2) && 
vMA1.getValue(MAStudy.MA,-3) > vMA2.getValue(MAStudy.MA,-3) && 
!Strategy.isShort()) {
 Strategy.doShort("Crossing Down", Strategy.MARKET, Strategy.THISBAR);
}
}

} 

B

[Doji3333]

One other thing I just thought of..

I'm not sure of this... but...
the BARSTATE_NEWBAR may be called before the MAs complete their calculations, thus, you are potentially testing for entry triggers before the MAs have completed calculating the current values. This would obviously cause a problem.

Someone from esignal could verify this better than I could.

If this is the case, then you would need to switch from BARSTATE_NEWBAR to another form of bar counter. You could use the one I use (which waits for a new bar to form, then you would run your entry conditions on the previous bar). Code example below..

var nLastRawTime = 0;

function main() {

   if (getValue("rawtime", 0) != nLastRawTime) {
  //  NEW BAR FORMED
     nLastRawTime = getValue("rawtime", 0);


  }

} 

[shogun]

colours,

also if you are using this for backtest ,to get a accurate result you need to change

Strategy.doLong("Crossing Up", Strategy.MARKET, Strategy.THISBAR);

to

Strategy.doLong("Crossing Up", Strategy.MARKET, Strategy.NEXTBAR);

or

Strategy.doLong("Crossing Up", Strategy.CLOSE, Strategy.THISBAR);

also the Strategy.doShort, as the MARKET function will execute at the open price of the bar.

[ACM]

colours
You may want to see a similar efs posted in this thread.
In your case however it may end up being simpler to set the offset of the first MA to 0 and offset forward the second MA by the same amount you are currently offsetting backwards the first one.
The result is the same besides being easier to code because you now have returned values for both MAs on the current bar
Alex

[colours]

so far ,so good

thanks to all for the help . I am testing a modified version of the strategy I originally posted (modified with DOJI3333 's advice ) . At this time it looks like a winner .