HI,
Looking at the exit conditions as follows:
1) Sell @ Market when EMA (Close,10) is less than EMA (Close,30) - this condition is ALWAYS ON
2) Sell @ATR 10,4.00 only when Close is less than EMA (Close,10) FOR SPY
So in essence ATR trailing stop would only become active is SPY EMA 10 is lower than SPY close.
The only way I can see to do this with building blocks is to have ATR trailing stop as a condition as opposed to exit block.
So I guess, there are three questions...
1) Is my request possible using building blocks
2) Is my approach to have ATR Trailing Stop as Condition possible (I tried using ATR Trail but getting funny results) and if so, how do I do it?
Many thanks,
Peter
Looking at the exit conditions as follows:
1) Sell @ Market when EMA (Close,10) is less than EMA (Close,30) - this condition is ALWAYS ON
2) Sell @ATR 10,4.00 only when Close is less than EMA (Close,10) FOR SPY
So in essence ATR trailing stop would only become active is SPY EMA 10 is lower than SPY close.
The only way I can see to do this with building blocks is to have ATR trailing stop as a condition as opposed to exit block.
So I guess, there are three questions...
1) Is my request possible using building blocks
2) Is my approach to have ATR Trailing Stop as Condition possible (I tried using ATR Trail but getting funny results) and if so, how do I do it?
Many thanks,
Peter
Rename
Is this what you are looking for? I did not change the parameters but you get it.
Many thanks.
I used the same logic but the results don't seem to correspond. If you look at the image below, trailing stops are higher than the entry price on the next candle (I only have one exit for testing in this one)
I am not sure if this is a bug or am I missing something in the logic.
I used the same logic but the results don't seem to correspond. If you look at the image below, trailing stops are higher than the entry price on the next candle (I only have one exit for testing in this one)
I am not sure if this is a bug or am I missing something in the logic.
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