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I'm trying to make an automated trading strategy based on simple 3/8 EMA crossovers
Buy when the 3 crosses above the 8
sell when the 8 crosses above the 3 (inverted)

I understand that the variables dont get carried over to the next bar.
I'm not understand how to make it buy at the current limit bid/ask inter candle
and limit sell right when a cross happens

Quoting 

inputs: dailyloss(10); // daily loss maximum Has to be positive! variables: //todaynet(0),yesterdaynet(0); double EMAFast(0), EMASlow(0), EMASell(0); EMAFast = XAverage(close,3); EMASlow = XAverage(close,8); EMASell = XAverage(close,8); Condition1 = EMAFast crosses above EMASlow; // buy condition Condition2 = EMASell crosses above EMAFast; // sell condition //{ +++++++++++++++++++++ } //{ +++ Entries +++++++++ } //{ +++++++++++++++++++++ } if Condition1 then begin Buy 1 shares this bar ; // InsideBid Alert( "" ); end; //{ +++++++++++++ } //{ ++ Exits ++++ } //{ +++++++++++++ } if Condition2 then begin Sell all shares this bar ; Alert( "" ); end; //if netprofit <= dailyloss then sell all shares next bar at market; // I want to completely exit the script, dont know how //if positionprofit < -2 then sell all shares next bar at market; // trying to be like a drawdown maximum

I've tried several different ways on several different time frames. I cant get it to work right
Maybe someone can help.
Thanks

Quoting 

// watch out for overnight gap downs ///// This code ends trading once the Daily Net Points are achieved or end time constraint is met. //// Designed for use on futures contracts /// If used within an Auto Execution Strategy, you may elect to revisit the "marketposition" terms. //// Co-written by ZAC & RANGER 2010 Rev 0 / tested and found operational inputs: DailyNetPoints(9), StopLossTicks(12), ProfitTargetTicks(12), BreakEvenTicks (6), NumberContracts(4), start_time(0830), end_time(1445), ExitOnClose( true ); variables: Prior_Date(date), Prior_Net_Profit(0), StopPx_Amt(0), Daily_NP_Amt(0), ownshares(0), Profit_Target_Amt(111110), Break_Even_Amt(0); StopPx_Amt = ((StopLossTicks/4)*BigPointValue) * NumberContracts; Daily_NP_Amt = (DailyNetPoints * BigPointValue) * NumberContracts; Profit_Target_Amt = ((ProfitTargetTicks/4)*BigPointValue) * NumberContracts; Break_Even_Amt = ((BreakEvenTicks/4)*BigPointValue) * NumberContracts; once begin Prior_Date = Date - 1; end; if Time > start_time and Time < end_time then BEGIN if Date > Prior_Date then begin Prior_Date = Date; Prior_Net_Profit = netprofit; end; if netprofit - Prior_Net_Profit <= Daily_NP_Amt then begin ///////////START ENTRY/EXIT SIGNALS HERE inputs: dailyloss(30); // daily loss maximum Has to be positive! inputs: FastLength( 12 ), SlowLength( 26 ) , MACDLength( 9 ) ; variables: //todaynet(0),yesterdaynet(0); double EMAFast(0), EMASlow(0), EMASell(0), stats(0); EMAFast = XAverage(close,3); EMASlow = XAverage(close,8); EMASell = XAverage(close,1); variables: MovAvg1(0), MovAvg2(0); MovAvg1 = Average(Close,10); MovAvg2 = Average(Close,20); variables: MyMACD( 0.000 ), MACDAvg( 0.000 ); MyMACD = MACD( Close, FastLength, SlowLength ); MACDAvg = XAverage( MyMACD, MACDLength ); Condition1 = EMAFast crosses above EMASlow; // buy condition Condition2 = EMASell crosses below EMAFast; // sell condition Condition3 = (MyMACD > MACDAvg); // bullish //if ownshares = 1 then Condition4 = MACDAvg < MyMACD; // bearish Condition5 = MovAvg1 > MovAvg2; Condition6 = MovAvg2 > MovAvg1; //{ +++++++++++++++++++++ } //{ +++ Entries +++++++++ } //{ +++++++++++++++++++++ } if ownshares = 0 then begin if Condition5 {and Condition3} then begin Buy ("cond1") 1 shares this bar at close ; ownshares = ownshares + 1; //Alert( "" ); end; end; //{ +++++++++++++ } //{ ++ Exits ++++ } //{ +++++++++++++ } if ownshares = 1 then begin //If Close < Close[1] and Close[1] < Close[2] then begin if Condition6 {or Condition4} then begin Sell ("cond2 sell") all shares this bar; ownshares = 0; //Alert( "" ); end; end; //if netprofit <= dailyloss then begin // I want to completely exit the script // sell all shares next bar at market; // end; // end; if ownshares = 1 then begin //if positionprofit < -100 {or Condition4} then sell all shares next bar at market; // trying to be like a drawdown maximum / panic sell end; ///////////////END ENTRY EXIT SIGNALS HERE end else {ends when daily profit objective is reached} begin if marketposition = 1 then sell ("ProfitMax") next bar on Open; if marketposition = -1 then buytocover ("ProfitMaxx") next bar on Open; ownshares = 0; end; END else if Time > end_time then {ends when time limit is hit} begin if marketposition = 1 then sell ("EOD-0") this bar on Close; if marketposition = -1 then buytocover ("EOD-1") this bar on Close; ownshares = 0; end; if ExitOnClose = true then SetExitOnClose ; {exit on close of market - this can be rem if desired} if marketposition <> 0 then begin SetDollarTrailing( StopPx_Amt ) ; SetBreakeven( Break_Even_Amt ) ; if Profit_Target_Amt > 0 then SetProfitTarget(Profit_Target_Amt ) ; end; //while stats < 1 begin print ("Profit: " , GrossProfit , " Profit: " , NetProfit , " Loss: " , GrossLoss , " Losers: " , NumLosTrades , " Win Percent: " , PercentProfit , "% Total Trades: " , TotalTrades, " pos profit ",positionprofit); //stats = stats + 1; //end; {if High > High[1] AND Close < Close[1] Then Plot1(High, “Key Rev Dn”);if Low < Low[1] AND Close > Close[1] Then Plot2(Low, “Key Rev Up”);}

I'm new to NT and C#, but you seem to have a typo in this line:

Condition2 = EMASell crosses above EMAFast; // sell condition

Should EMASell actually be EMASlow?

No, it was just a 3rd condition I was using to try to get out of a trade but it wasnt working right and I didnt like it.
I guess I dont like how you cant buy interbar
Gonna try more stuff.

Tradestation is designed to evaluate the conditions at the end of the bar and execute orders at the beginning of the next bar. One way to get around this is to use smaller time frame bars. If necessary have a second data sources. ie Data1 60mins bar, Data2 Daily Bars. You can actually execute orders during the bar but you will need to use intrabar order generation. Also you may want to look up setstoploss