D1 - 20 EMA & 50 EMA

Quoting koko

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I have a quistion please why you don't go short for the GBP/JPY & EUR/JPY the daly close under the ema 20 and 50 {image}

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Quoting Purec

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{quote} i did , 128,54 short . SL 130,04 , TP 125,54

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Quoting koko

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{quote} sorry other question are you open manual or the expert open the positions

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Quoting Purec

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{quote} i'm not using MT4 so i can't use EA i trade manually , but like EA does ... so is not a big difference ...

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Quoting 100PipsADay

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{quote} How about you add it to one of your demos? How about you show us how your PSar entries and exits produce far better returns?

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#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// D1 - 20 EMA & 50 EMA Trend Strategy Rules & Parameters  1) Price needs to be above or below BOTH the 20 EMA and 50 EMA on the Daily chart. Above = BUY Below = SELL  2) New positions are opened up using H1 Williams % Indicator when price is Over Bought or Over Sold. We do not need to wait for H1 to close in OB or OS area. Once price moves into OB or OS area then 1 position opens up.  3) IF price moves in between the 20 EMA and the 50 EMA then NO positions should be opened until price breaks out above or below BOTH the 20 & 50 EMAs. If price is stuck in between the two EMA's then this tells us that market is probably ranging so it is best not to add any more positions.  4) NO opposing positions should be opened no matter what (no hedging same currency pair with buy and sell positions)  5) Time Delay in between new positions should be at least 6-12 hours apart. Different time delays between opening new positions are currently being tested on multiple currency pairs.  6) SL 250 & TP 350 (Recommended SL & TP Parameters)   7) Max Positions 8 
    /// </summary>
    [Description("D1 - 20 EMA & 50 EMA Trend Strategy Rules & Parameters  1) Price needs to be above or below BOTH the 20 EMA and 50 EMA on the Daily chart. Above = BUY Below = SELL  2) New positions are opened up using H1 Williams % Indicator when price is Over Bought or Over Sold. We do not need to wait for H1 to close in OB or OS area. Once price moves into OB or OS area then 1 position opens up.  3) IF price moves in between the 20 EMA and the 50 EMA then NO positions should be opened until price breaks out above or below BOTH the 20 & 50 EMAs. If price is stuck in between the two EMA's then this tells us that market is probably ranging so it is best not to add any more positions.  4) NO opposing positions should be opened no matter what (no hedging same currency pair with buy and sell positions)  5) Time Delay in between new positions should be at least 6-12 hours apart. Different time delays between opening new positions are currently being tested on multiple currency pairs.  6) SL 250 & TP 350 (Recommended SL & TP Parameters)   7) Max Positions 8 ")]
    public class D1EMA20EMA50 : Strategy
    {
        #region Variables
        // Wizard generated variables
        private int stopsize = 3; // Default setting for Stopsize
        private int targetsize = 5; // Default setting for Targetsize
        private int aTRPeriod = 60; // Default setting for ATRPeriod
        private int timeBetweenTrades = 6; // Default setting for TimeBetweenTrades
        private int williamsOverbought = -20; // Default setting for WilliamsOverbought
        private int williamsOversold = -80; // Default setting for WilliamsOversold
        private int slowEMA = 50; // Default setting for SlowEMA
        private int fastEMA = 20; // Default setting for FastEMA
        // User defined variables (add any user defined variables below)
        #endregion

        /// <summary>
        /// This method is used to configure the strategy and is called once before any strategy method is called.
        /// </summary>
        protected override void Initialize()
        {
 // AUDCAD (0 and 1)
 // Primary chart should be set to AUDCAD 60 minutes. This instrument will have index 0 assigned.
 // The following line adds the daily for AUDCAD having index 1.
 Add(PeriodType.Day, 1);
 
 // AUDJPY (2 and 3)
 Add("$AUDJPY", PeriodType.Minute, 60);
 Add("$AUDJPY", PeriodType.Day, 1);
 
 // AUDNZD (4 and 5)
 Add("$AUDNZD", PeriodType.Minute, 60);
 Add("$AUDNZD", PeriodType.Day, 1);

 // AUDUSD (6 and 7)
 Add("$AUDUSD", PeriodType.Minute, 60);
 Add("$AUDUSD", PeriodType.Day, 1);

 // CADJPY (8 and 9)
 Add("$CADJPY", PeriodType.Minute, 60);
 Add("$CADJPY", PeriodType.Day, 1);

 // CHFJPY (10 and 11)
 Add("$CHFJPY", PeriodType.Minute, 60);
 Add("$CHFJPY", PeriodType.Day, 1);

 // EURAUD (12 and 13)
 Add("$EURAUD", PeriodType.Minute, 60);
 Add("$EURAUD", PeriodType.Day, 1);

 // EURCAD (14 and 15)
 Add("$EURCAD", PeriodType.Minute, 60);
 Add("$EURCAD", PeriodType.Day, 1);

 // EURGBP (16 and 17)
 Add("$EURGBP", PeriodType.Minute, 60);
 Add("$EURGBP", PeriodType.Day, 1);

 // EURJPY (18 and 19)
 Add("$EURJPY", PeriodType.Minute, 60);
 Add("$EURJPY", PeriodType.Day, 1);

 // EURNZD (20 and 21)
 Add("$EURNZD", PeriodType.Minute, 60);
 Add("$EURNZD", PeriodType.Day, 1);

 // EURUSD (22 and 23)
 Add("$EURUSD", PeriodType.Minute, 60);
 Add("$EURUSD", PeriodType.Day, 1);

 // GBPAUD (24 and 25)
 Add("$GBPAUD", PeriodType.Minute, 60);
 Add("$GBPAUD", PeriodType.Day, 1);

 // GBPJPY (26 and 27)
 Add("$GBPJPY", PeriodType.Minute, 60);
 Add("$GBPJPY", PeriodType.Day, 1);

 // GBPNZD (28 and 29)
 Add("$GBPNZD", PeriodType.Minute, 60);
 Add("$GBPNZD", PeriodType.Day, 1);

 // GBPUSD (30 and 31)
 Add("$GBPUSD", PeriodType.Minute, 60);
 Add("$GBPUSD", PeriodType.Day, 1);

 // NZDJPY (32 and 33)
 Add("$NZDJPY", PeriodType.Minute, 60);
 Add("$NZDJPY", PeriodType.Day, 1);

 // NZDUSD (34 and 35)
 Add("$NZDUSD", PeriodType.Minute, 60);
 Add("$NZDUSD", PeriodType.Day, 1);

 // USDCAD (36 and 37)
 Add("$USDCAD", PeriodType.Minute, 60);
 Add("$USDCAD", PeriodType.Day, 1);

 // USDJPY (38 and 39)
 Add("$USDJPY", PeriodType.Minute, 60);
 Add("$USDJPY", PeriodType.Day, 1);
 
 BarsRequired = 0;
 EntriesPerDirection = 8;
 EntryHandling = EntryHandling.UniqueEntries;
 ExitOnClose = false;
 DefaultQuantity = 1000;
            CalculateOnBarClose = false;
 TraceOrders = true;
        }

 private void PlaceOrder(int hourly, int daily, string currency, int stop, int target)
 {
     // Condition set 1 - Short
            if (Positions[hourly].MarketPosition != MarketPosition.Long
 && WilliamsR(BarsArray[hourly], 14)[0] > williamsOverbought 
 && Closes[daily][0] < EMA(BarsArray[daily], fastEMA)[0]
 && Closes[daily][0] < EMA(BarsArray[daily], slowEMA)[0])
            {
 if (BarsSinceEntry(hourly, currency + " Short", 0) >= timeBetweenTrades || Positions[hourly].MarketPosition == MarketPosition.Flat)
 {
 EnterShort(DefaultQuantity, currency + " Short");
 SetProfitTarget(currency + " Short", CalculationMode.Ticks, target);
 SetStopLoss(currency + " Short", CalculationMode.Ticks, stop, false);
 }
            }

            // Condition set 2 - Long
            if (Positions[hourly].MarketPosition != MarketPosition.Short
 && WilliamsR(BarsArray[hourly], 14)[0] < williamsOversold
 && Closes[daily][0] > EMA(BarsArray[daily], fastEMA)[0]
 && Closes[daily][0] > EMA(BarsArray[daily], slowEMA)[0])
            {
 if (BarsSinceEntry(hourly, currency + " Long", 0) >= timeBetweenTrades || Positions[hourly].MarketPosition == MarketPosition.Flat)
 {
 EnterLong(DefaultQuantity, currency + " Long");
 SetProfitTarget(currency + " Long", CalculationMode.Ticks, target);
 SetStopLoss(currency + " Long", CalculationMode.Ticks, stop, false);
 }
            }
 
 }
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
 if (Historical)
 return;
 
 // Each instrument will be watched on every tick.
 // The following method first evaluates entry conditions and then places orders:
 //
 // PlaceOrder(int hourly, int daily, string currency, int stop, int target)
 //
 // The stops and targets have been posted by 100PipsADay at:
 //
 // http://www.forexfactory.com/showthread.php?p=6675401#post6675401
 
 // AUDCAD (0 and 1)
 if (BarsInProgress == 0)
 PlaceOrder(0, 1, "AUDCAD", 160, 320);
 
 // AUDJPY (2 and 3)
 if (BarsInProgress == 2)
 PlaceOrder(2, 3, "AUDJPY", 225, 450);
 
 // AUDNZD (4 and 5)
 if (BarsInProgress == 4)
 PlaceOrder(4, 5, "AUDNZD", 175, 350);

 // AUDUSD (6 and 7)
 if (BarsInProgress == 6)
 PlaceOrder(6, 7, "AUDUSD", 200, 400);

 // CADJPY (8 and 9)
 if (BarsInProgress == 8)
 PlaceOrder(8, 9, "CADJPY", 225, 450);

 // CHFJPY (10 and 11)
 if (BarsInProgress == 10)
 PlaceOrder(10, 11, "CHFJPY", 250, 500);

 // EURAUD (12 and 13)
 if (BarsInProgress == 12)
 PlaceOrder(12, 13, "EURAUD", 200, 400);

 // EURCAD (14 and 15)
 if (BarsInProgress == 14)
 PlaceOrder(14, 15, "EURCAD", 200, 400);

 // EURGBP (16 and 17)
 if (BarsInProgress == 16)
 PlaceOrder(16, 17, "EURGBP", 160, 320);

 // EURJPY (18 and 19)
 if (BarsInProgress == 18)
 PlaceOrder(18, 19, "EURJPY", 250, 500);

 // EURNZD (20 and 21)
 if (BarsInProgress == 20)
 PlaceOrder(20, 21, "EURNZD", 250, 500);

 // EURUSD (22 and 23)
 if (BarsInProgress == 22)
 PlaceOrder(22, 23, "EURUSD", 225, 450);

 // GBPAUD (24 and 25)
 if (BarsInProgress == 24)
 PlaceOrder(24, 25, "GBPAUD", 225, 450);

 // GBPJPY (26 and 27)
 if (BarsInProgress == 26)
 PlaceOrder(26, 27, "GBPJPY", 300, 600);

 // GBPNZD (28 and 29)
 if (BarsInProgress == 28)
 PlaceOrder(28, 29, "GBPNZD", 300, 600);

 // GBPUSD (30 and 31)
 if (BarsInProgress == 30)
 PlaceOrder(30, 31, "GBPUSD", 250, 650);

 // NZDJPY (32 and 33)
 if (BarsInProgress == 32)
 PlaceOrder(32, 33, "NZDJPY", 225, 450);

 // NZDUSD (34 and 35)
 if (BarsInProgress == 34)
 PlaceOrder(34, 35, "NZDUSD", 200, 400);

 // USDCAD (36 and 37)
 if (BarsInProgress == 36)
 PlaceOrder(36, 37, "USDCAD", 160, 320);

 // USDJPY (38 and 39)
 if (BarsInProgress == 38)
 PlaceOrder(38, 39, "USDJPY", 225, 450);
 
        }

        #region Properties
        [Description("Stop is Stopsize times ATR")]
        [GridCategory("Parameters")]
        public int Stopsize
        {
            get { return stopsize; }
            set { stopsize = Math.Max(1, value); }
        }

        [Description("Target is Targetsize times ATR")]
        [GridCategory("Parameters")]
        public int Targetsize
        {
            get { return targetsize; }
            set { targetsize = Math.Max(1, value); }
        }

        [Description("Define the ATR period.")]
        [GridCategory("Parameters")]
        public int ATRPeriod
        {
            get { return aTRPeriod; }
            set { aTRPeriod = Math.Max(1, value); }
        }

        [Description("Number of hours in between trades")]
        [GridCategory("Parameters")]
        public int TimeBetweenTrades
        {
            get { return timeBetweenTrades; }
            set { timeBetweenTrades = Math.Max(1, value); }
        }

        [Description("Define overbought area")]
        [GridCategory("Parameters")]
        public int WilliamsOverbought
        {
            get { return williamsOverbought; }
            set { williamsOverbought = value; }
        }

        [Description("Define oversold area")]
        [GridCategory("Parameters")]
        public int WilliamsOversold
        {
            get { return williamsOversold; }
            set { williamsOversold = value; }
        }

        [Description("Define Slow EMA period")]
        [GridCategory("Parameters")]
        public int SlowEMA
        {
            get { return slowEMA; }
            set { slowEMA = Math.Max(1, value); }
        }

        [Description("Define Fast EMA period")]
        [GridCategory("Parameters")]
        public int FastEMA
        {
            get { return fastEMA; }
            set { fastEMA = Math.Max(1, value); }
        }
        #endregion
    }
}

Quoting Erebus

Disliked

Very Interesting {image}

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Quoting Britpip7

Disliked

{quote} Now that's just showing off Well done

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Quoting Erebus

Disliked

{quote} Oh that was me? I just noticed Thanks

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Quoting terminator12

Disliked

{quote} Erebus Seems D1-MACD safer than 20EMA&50EMA ? Its okay i stay with D1 as its already set up .

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Quoting aelimian

Disliked

Do we have a dashboard for the system already? Thanks

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Quoting Tedge UK

Disliked

{quote} please don't think i am being rude but why would you want a dashboard for this?

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Quoting droland

Disliked

{quote} Sure Here is a quick analysis of GBPJPY. I have only been demoing your EA since May 31 but as you can see, it just opened some short trades as it was previously trading between the EMA's and just recently fell below the EMA's. It is currently trading about breakeven. My suggestion of looking at the daily PSar, I would currently be in about 380 pips profit on my short entry dictated by the PSar change on May 22. Going back to February 13 as an example, you can see my recommended entries on the changing of the PSar indi. I would close an open...

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