Help with Simple recursive statement

[jjjjfff]

Hi, new to the trading world.


I tried to use the money from selling the stock to re-invest in the next buy. But seems my code doesn't work. How should I fix it?

input SMA_Length = 120;  # Length of the SMA
input initialCash = 10000;


# Calculate the Simple Moving Average
def SMA = Average(close, SMA_Length);

# Detect buy and sell signals based on slope transitions
def BuySignal = close > SMA;
def SellSignal = close < SMA;

def cash;
def shares;

shares = if BuySignal and IsNaN(shares[1]) then floor(initialCash/close)  # first trade
else if BuySignal then floor(cash[1]/close)
else if SellSignal then 0
else shares[1];

cash = if IsNaN(cash[1]) then initialCash # before first trade
else if BuySignal then 0
else if SellSignal then shares[1]*close
else cash[1];

# Add buy and sell orders
addOrder(OrderType.BUY_TO_OPEN, BuySignal, price = open[-1], tradeSize = shares);
addOrder(OrderType.SELL_TO_CLOSE, SellSignal, price = open[-1], tradeSize = shares);

addchartbubble(1, 10, "c:" + cash + "\n" + "s:" + shares + "\n" + "i:" + initialCash);

 

[Svanoy]

def cash;
def shares;

if BuySignal and IsNaN(shares[1]) then {
shares = floor(initialCash/close);  # first trade;
}else if BuySignal then {
shares = floor(cash[1]/close);
}else if SellSignal then {
shares = 0;
}else{
shares = shares[1];}

if IsNaN(cash[1]) then {
cash = initialCash; # before first trade
}else if BuySignal then {
cash = 0;
}else if SellSignal then {
cash = shares[1]*close;
}else{
cash = cash[1];}

 

[halcyonguy]

Hi, new to the trading world.


I tried to use the money from selling the stock to re-invest in the next buy. But seems my code doesn't work. How should I fix it?

input SMA_Length = 120;  # Length of the SMA
input initialCash = 10000;


# Calculate the Simple Moving Average
def SMA = Average(close, SMA_Length);

# Detect buy and sell signals based on slope transitions
def BuySignal = close > SMA;
def SellSignal = close < SMA;

def cash;
def shares;

shares = if BuySignal and IsNaN(shares[1]) then floor(initialCash/close)  # first trade
else if BuySignal then floor(cash[1]/close)
else if SellSignal then 0
else shares[1];

cash = if IsNaN(cash[1]) then initialCash # before first trade
else if BuySignal then 0
else if SellSignal then shares[1]*close
else cash[1];

# Add buy and sell orders
addOrder(OrderType.BUY_TO_OPEN, BuySignal, price = open[-1], tradeSize = shares);
addOrder(OrderType.SELL_TO_CLOSE, SellSignal, price = open[-1], tradeSize = shares);

addchartbubble(1, 10, "c:" + cash + "\n" + "s:" + shares + "\n" + "i:" + initialCash);

for a transition, you may want to use 'crosses above' and 'crosses below' instead of > and <
def BuySignal = close > SMA;
def SellSignal = close < SMA;

you may want to use shares[1] in the sell addorder, because on a sell, shares goes to 0