01-07-2018, 11:04 AM
Hi lasseb,
There is no need for you to re-write the strategy as it works just the way you have described it, you just need to adjust the parameters to the ones below:
short = 12
long = 26
[thresholds]
down = -0.005
up = 0.005
The thresholds stops the system from selling at the crossover but waits for a threshold, (in your case it would be 0.5%). This would mean that when it crosses at 12,000 it would not buy until it reaches 12,060 and similarly it would not sell when the lines cross again, but wait for it to go under by 0.5%.
There is no need for you to re-write the strategy as it works just the way you have described it, you just need to adjust the parameters to the ones below:
short = 12
long = 26
[thresholds]
down = -0.005
up = 0.005
The thresholds stops the system from selling at the crossover but waits for a threshold, (in your case it would be 0.5%). This would mean that when it crosses at 12,000 it would not buy until it reaches 12,060 and similarly it would not sell when the lines cross again, but wait for it to go under by 0.5%.