SMA / JMA cross over

[kalachnikov]

Hello,

Would you please help me with this code that is not working ?
Thank you

/*---------------------------------------------------------------------------------------------------
INDICATOR: PIERRE JMA JMA crossover

DESCRIPTION: Plots two SMA and two JMA moving averages.
Trades on both SMA crossing JMA

----------------------------------------------------------------------------------------------------*/

function preMain() {
setStudyTitle("PIERRE MA5-JMA5 MA10 JMA10 CO V4");
setDefaultBarFgColor(Color.cyan, 0);
setDefaultBarFgColor(Color.blue, 1);
setDefaultBarFgColor(Color.red, 2);
setDefaultBarFgColor(Color.yellow, 3);
setDefaultBarThickness(2,0);
setPlotType(PLOTTYPE_INSTANTCOLORLINE);
setPriceStudy(true);
}

var vJMA1, vJMA2, vSMA1, vSMA2;
var vHigh;
var vLow;
var BarCntr = 0;
var study1 = null
var study2 = null
function main(Price, JMA_len1, JMA_phase1, JMA_len2, JMA_phase2, offset, _BGcolor) {

//{{Action 1 condition
if (
vJMA1 >= vSMA1
&&
vJMA2 >= vSMA2
) onAction1()
//}}End Action 1

//{{Action 2 Condition
else if (
vJMA1 < vSMA1
&&
vJMA2 < vSMA2
) onAction2();
//}}End Action 2


/* input validation */

if (Price == null) Price = "Close"; else if (typeof(Price) != "string") return;
if (JMA_len1 == null) JMA_len1 = 5; else if (JMA_len1 < 0) JMA_len1 = 0;
if (JMA_phase1 == null) JMA_phase1 = 0; else JMA_phase1 = Math.min(100,Math.max(-100,JMA_phase1)) ;
if (JMA_len2 == null) JMA_len2 = 10; else if (JMA_len2 < 0) JMA_len2 = 0;
if (JMA_phase2 == null) JMA_phase2 = 0; else JMA_phase2 = Math.min(100,Math.max(-100,JMA_phase2)) ;
if (offset == null) offset = 0; else offset = Math.round(offset) ;
if (_BGcolor == null) _BGcolor = 1;

/* initialization */
if (getBarState() == BARSTATE_ALLBARS) {
myJMAstudy1 = new JurikJMAStudy(JMA_len1,JMA_phase1,0,Price);
myJMAstudy2 = new JurikJMAStudy(JMA_len2,JMA_phase2,offset,Price);
mySMAstudy1 = new MAStudy(5, 0, "Close", MAStudy.SIMPLE);
mySMAstudy2 = new MAStudy(10, 0, "Close", MAStudy.SIMPLE);
}
/* core program */

vJMA1 = myJMAstudy1.getValue(JurikJMAStudy.JMA) ;
vJMA2 = myJMAstudy2.getValue(JurikJMAStudy.JMA) ;

if(study1 == null) study1 = sma(5);
var vSMA1 = study1.getValue(0);
if(vSMA1 == null)
return;

if(study2 == null) study2 = sma(10);
var vSMA2 = study2.getValue(0);
if(vSMA2 == null)
return;

/* trading conditions */

if (vJMA1 == null || vJMA2 == null || vSMA1 == null || vSMA2 == null) return;
function onAction1() {
if(!Strategy.ishort()) {
Strategy.doCover("CrossUp cut shorts", Strategy.OPEN, Strategy.NEXTBAR);
}
if(!Strategy.isLong()) {
setBarFgColor(Color.cyan) ;
}
else Strategy.doLong("Crossing Up", Strategy.OPEN, Strategy.NEXTBAR);
setBarFgColor(Color.cyan) ;
}

function onAction2() {
if(!Strategy.isLong()) {
Strategy.doSell("CrossDn cut longs", Strategy.OPEN, Strategy.NEXTBAR);
}
if(!Strategy.isShort()) {
setBarFgColor(Color.red) ;
}
else Strategy.doShort("Crossing Down", Strategy.OPEN, Strategy.NEXTBAR);
setBarFgColor(Color.red) ;
}
return new Array(vJMA1, vJMA2, vSMA1, vSMA2);
}

[eSignal_JasonK]

Hello kalachnikov,

There are several logic errors that need to be addressed. Start with the following corrections and run the test again.

1. In your trade conditions, which are at the top of main(), you are referring to variables that will not have valid data assigned to them at the beginning of the test. Add a null check for the variables, vJMA1, vSMA1, vJMA2 and vSMA2 to validate that they contain valid data before allowing your trade conditions from being evaluated.

if (vJMA1 != null && vSMA1 != null && vJMA2 != null && vSMA2 != null) {
    // your trade conditions for onAction1 and onAction2 here
} 

2. Your variables, vSMA1 and vSMA2 need to be only declared with the var keyword in the global scope, which the currently are. The problem is inside main() where you are assigning the values to these variables. You are declaring them again as local variables when you assign their values. This is causing a logic problem for the trade conditions because they are seeing them as null values.

3. Your onAction functions are currently inside main(). Move them outside of main().

4. In your onAction1() function you have a typo in your first condtion. You are missing a capital S in the .isShort() method. Currently it is .ishort().

5. In your strategy calls, you are specifying Strategy.OPEN, when is not one of the available fill type constants. Please see our reference articles on the Back Testing Functions for the available constants that can be used.

6. The logic used within the onAction functions are problematic. I do not have a specific solution to this because I do not know what you are attempting to accomplish. You have a condition, if (!Strategy.isShort()) { Strategy.doCover() }. This reads; "if not short then cover short position." When the strategy is not holding a short position, it cannot cover one. Likewise you also have a condition that first checks to see if you are not long and then adds to the long positions in the else statement associated with this condition. Essentially, every time the condition sees that it is long it will try to add to the long position. I think what might be most helpful to you is to go through our Back Testing Tutorials to see some working examples of how to create trading logic for back testing.


If you continue to have trouble post your updated code and we'll go from there.

[kalachnikov]

Thank you Jason for your reply.
I corrected the code according to your advice as well as downloaded the tutorials. It is still not working.
Below, the modified code.
Pierre

/*---------------------------------------------------------------------------------------------------
INDICATOR:    PIERRE JMA JMA crossover                                                                      
                                                                                                     
DESCRIPTION:  Plots two SMA and two JMA moving averages.                                                                                      
              Trades on both SMA crossing JMA
                                                                                                                 
----------------------------------------------------------------------------------------------------*/

function preMain() {
    setStudyTitle("PIERRE MA5-JMA5 MA10 JMA10 CO V4");
    setDefaultBarFgColor(Color.cyan, 0);
    setDefaultBarFgColor(Color.blue, 1);
    setDefaultBarFgColor(Color.red, 2);
    setDefaultBarFgColor(Color.yellow, 3);
    setDefaultBarThickness(2,0);
    setPlotType(PLOTTYPE_INSTANTCOLORLINE);
    setPriceStudy(true);
    }

    var vJMA1, vJMA2, vSMA1, vSMA2;
    var vHigh;
    var vLow;
    var BarCntr = 0;
    var study1 = null
    var study2 = null

if (vJMA1 != null && vSMA1 != null && vJMA2 != null && vSMA2 != null) {
    //{{Action 1 condition
        if (
            vJMA1 >= vSMA1 
            &&
            vJMA2 >= vSMA2
        ) onAction1()
    //}}End Action 1
    
    //{{Action 2 Condition
        else if (
            vJMA1 < vSMA1
            &&
            vJMA2 < vSMA2
        ) onAction2();
    //}}End Action 2
}    
         

function main(Price, JMA_len1, JMA_phase1, JMA_len2, JMA_phase2, offset, _BGcolor) {


/* input validation */

    if (Price == null) Price = "Close";              else if (typeof(Price) != "string") return;  
    if (JMA_len1 == null) JMA_len1 = 5;             else if (JMA_len1 < 0) JMA_len1 = 0;
    if (JMA_phase1 == null) JMA_phase1 = 0;         else JMA_phase1 = Math.min(100,Math.max(-100,JMA_phase1)) ;
    if (JMA_len2 == null) JMA_len2 = 10;            else if (JMA_len2 < 0) JMA_len2 = 0;
    if (JMA_phase2 == null) JMA_phase2 = 0;         else JMA_phase2 = Math.min(100,Math.max(-100,JMA_phase2)) ;
    if (offset == null) offset = 0;                 else offset = Math.round(offset) ;
    if (_BGcolor == null) _BGcolor = 1;

/* initialization */
if (getBarState() == BARSTATE_ALLBARS) {
        myJMAstudy1  = new JurikJMAStudy(JMA_len1,JMA_phase1,0,Price);
        myJMAstudy2  = new JurikJMAStudy(JMA_len2,JMA_phase2,offset,Price);
        mySMAstudy1  = new MAStudy(5, 0, "Close", MAStudy.SIMPLE);
        mySMAstudy2  = new MAStudy(10, 0, "Close", MAStudy.SIMPLE);   
     }
/* core program */

    vJMA1 = myJMAstudy1.getValue(JurikJMAStudy.JMA) ;
    vJMA2 = myJMAstudy2.getValue(JurikJMAStudy.JMA) ;
    
    if(study1 == null) study1 = sma(5);
    var vSMA1 = study1.getValue(0);
    if(vSMA1 == null)
    return;

    if(study2 == null) study2 = sma(10);
    var vSMA2 = study2.getValue(0);
    if(vSMA2 == null)
    return;

/* trading conditions */

  if (vJMA1 == null || vJMA2 == null || vSMA1 == null || vSMA2 == null) return; 
    function onAction1() {
        if(Strategy.isShort()) {
            Strategy.doCover("Cut Short", Strategy.MARKET, Strategy.THISBAR);
        }
        Strategy.doLong("Long Signal", Strategy.CLOSE, Strategy.THISBAR);
        nEntryPrice = close(0);
        setBarFgColor(Color.cyan) ;
        
    }
    function onAction2() {
        if(Strategy.isLong()) {
            Strategy.doSell("Cut Longs", Strategy.MARKET, Strategy.THISBAR);
        }
        Strategy.doShort("Crossing Down", Strategy.CLOSE, Strategy.THISBAR);
        setBarFgColor(Color.red) ;
        nEntryPrice = close(0);
    }
    return new Array(vJMA1, vJMA2, vSMA1, vSMA2); }
} 

[eSignal_JasonK]

Hello Pierre,

1. The trade conditions were moved outside of main(). You need to move them back inside the main() function as the first set of instructions.

2. This step has not been completed. You are still declaring vSMA1 and vSMA2 inside main(). Remove the "var" keyword inside main where you are assigning their values. They need to be global variables. You currently do have them declared globally (i.e. outside of main) with the var keyword.

3. Your onAction functions are still inside main(). Move them outside of main().

[kalachnikov]

Thank you Jason for your help.
This seems to be working now.
Pierre

[eSignal_JasonK]

You're most welcome.