Line crosses - Best Practices

#1
First Post: Jan 19, 2007 9:49am Jan 19, 2007 9:49am

Halcyon
| Joined Jul 2006 | Status: Board member | 48 Posts

OK here is the next challenge.

When is it best to use the crossed function as opposed to the before-after way to know if lines crossed. Here is what I mean:

When is it best to use this:

Inserted Code

if ( (Short_ema_shift2 < Long_ema_shift2) && (Short_ema_shift1 > Long_ema_shift1) ) // Short EMA crossed Long EMA upwards
         { 
            ticket=OrderSend(........)
          }

As opposed to this........

Inserted Code

int Crossed (double line1 , double line2) // Declaring the Crossed function
   {
      static int last_direction = 0;
      static int current_direction = 0;
         
         if(line1>line2)current_direction = 1; 
         if(line1<line2)current_direction = 2; 

         if(current_direction != last_direction) 
      {
            last_direction = current_direction;
                       return (last_direction);
      }
      else
      {
         return (0);
   }
   }

//---
//---

int isCrossed1 = Crossed (line1, line2); 
         if (isCrossed1 == 1)
            {
           cross1=1;
            }
         else if (isCrossed1 == 2)
            {
            cross1=2;
            }
         else
            {
            cross1=0;
            }
//
   if (cross1==1)
    {
       ticket=OrderSend(........)

#2
Last Post: Jan 19, 2007 11:04am Jan 19, 2007 11:04am

tesla
| Joined Oct 2006 | Status: Friendly Neighborhood Programmer | 533 Posts

Using a separate 'Crossed' function they way that you are would require either passing in line arrays or tracking values between calls. I think you're doing the later (last_direction isn't declared, is it global?). This makes the code much more complex than it needs to be.

Something worth mentioning is that the code should really take into account the possibility that the lines are exactly equal, otherwise you can end up with a cross that didn't trigger anything.

Now... I prefer to separate my signal triggers from order placement code, so I'd probably do this:

PHP Code

#define    LONG    1
#define    SHORT  -1

int start() {
  int iEntrySignal1 = getEntrySignal1();
  if (iEntrySignal1 == LONG) {
    // Do something here
  }
  else if (iEntrySignal1 == SHORT) {
    // Do something here
  }
}

// Entry Signal 1 Function
int getEntrySignal1() {

  double dSlowEma1 = whatever
  double dSlowEma2 = whatever
  double dFastEma1 = whatever
  double dFastEma2 = whatever

  if (dSlowEma1 < dFastEma1 && dSlowEma2 >= dFastEma2)
     return(LONG);

  if (dSlowEma1 > dFastEma1 && dSlowEma2 <= dFastEma2)
     return(SHORT);

  return(0);
}

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Line crosses - Best Practices
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