Quantreex Documentation

Complex expressions

The following strategy uses more complex expressions which are combinations of different types of logics. For details for each type of logic please refer to the previous sections.

Complex Strategy 1

Rule:

  • Stochastic Slow %K crosses above the 20 threshold, .
  • Actual EMA 50 greater than previous EMA 50 period, any time within the 5 previous periods (i.e. bar in a row function).
  • Close price greater than the EMA 50.

Legend:

  • EMA50 5 Orange Line
  • Stochastic 10,3,3, Slow %K Blue Line (lower chart)

EMA 50 in Orange. Stochastic 10,3,3, Slow %K in blue. (lower part)

Image 0 Source: Dukascopy

The equivalent logic using the Strategy Designer can be defined as follows:

Image 0

Complex Strategy 2

Rule:

  • EMA 5 - EMA 10 (i.e. the distance between the moving averages) greater than EMA 10 - EMA 100.
  • The current close price 2% greater than the previous close price.

Legend:

  • EMA 5 Green Line
  • EMA 10 Blue Line
  • EMA 100 Orange Line

Image 0 Source: Dukascopy

The equivalent logic using the Strategy Designer can be defined as follows:

Image 0