Hi everyone, I have to backtest a trading strategy based on the cross of 3 simple moving average of 4,9 and 18 periods. The script I wrote down is the foloowing:
SMA.sma4 = tsmovavg(EURUSD.price.pt1,'s',20,1);
SMA.sma9 = tsmovavg(EURUSD.price.pt1,'s',45,1);
SMA.sma18 = tsmovavg(EURUSD.price.pt1,'s',90,1);
if SMA.sma4 >= SMA.sma9 && SMA.sma18 >= SMA.sma9;
SIGNALS.buy = 1;
else SIGNALS.buy = 0;
end
if SMA.sma4 <= SMA.sma9 && SMA.sma18 <= SMA.sma9; SIGNALS.sell = 1; else SIGNALS.sell = 0; end My problem consists on the fact that the SIGNALS.buy vector is always equal to 0 and I do not get signals for buying/selling assets.
Is there something wrong in the the script or the trading strategy does not work? Thanks for help.
