Entry Modes

There are 9 entry modes,



CrossoversingleLevel is new in version 53.39.

It is slightly improved over Crossover in results.

If you build say 50,000 systems, you likely will find that the top 250 systems use one specific entry type.

The exception is Crossover and CrossOverSingleLevel which are extremely close in operation.

For S&P500 with CloseD secondary filter, CrossOverSingleLevel was the best. (Slightly better than CrossOver)


Note if crossover single level is used, the entry level values should be very small. For example -2 to 2 step 0.25.

What crossover single level in effect does is change the bias a little to long or short.



CrossoverDualLevels is new in version 55.08.

What crossover dual level in effect does is change the bias to be different for long vs  short.


CrossCloseD, any indicators cross, no conflicts cross, all indicators cross are new in build 54.75


More testing needs to be done, but likely the best entry modes are Cross, CrossSingleLevel, AnyIndicatorsCross,NoconflictsCross


Later testing on S&P 500 futures showed that CrossSingleLevel is the best. (pre CrossDualLevel release)


The over simplified code looks like this for crossSingleLevel.


if result crossesover>Entrylevel then buy {Enter long}

if result crossesover<Entrylevel then Sell {Enter short}



The original crossover code (not single level) was

if result crossesover> Entrylevel then buy {Enter long}

if result crossesover<-Entrylevel then Sell {Enter short}




The over simplified code looks like this for crossDualLevel.


if result crossesover> Entrylevel1 then buy {Enter long}

if result crossesover<-Entrylevel2 then Sell {Enter short}





It is important to know that AnyIndicatorsCrossed, NoConlictsCross and Allinidicators cross do not use the Entrylevel variable.

This means it should not be optimized. parameters / Weights and WF parameters should also be changed to use -90 to 90 step 5