Distance between two SMAs

• 01/03/2022 at 7:22 PM #184439
  phoentzs

  The distance of 2 moving averages … if both are on top of each other … can I somehow code them in percent?

  For example:

  SMA20> SMA200

  And of that the distance in percent?

  

  phoentzs

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  01/03/2022 at 7:39 PM #184444
  robertogozzi

  There you go:

  PerCent = (Sma20 * 100 / Sma200) - 100

  1	PerCent = (Sma20 * 100 / Sma200) - 100

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  phoentzs

  

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  01/03/2022 at 7:45 PM #184448
  phoentzs

  And how exactly can I use this calculated number for long or short entries? My idea is to only enter into trades when the two SMAs are not too far apart.

  

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  01/03/2022 at 8:10 PM #184451
  JS

  If PerCent > x then => Buy

  If PerCent < y then => SellShort

  x for example 0.5%

  y for example -0.5%

  Crossing MA’s at x = 0 or y = 0

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  phoentzs

  

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  01/03/2022 at 9:19 PM #184455
  GraHal

  phoentzs wrote:

  distance in percent?

  Distance in  percent of what … the faster average / SMA20?

  So where SMA20 > SMA200 …

  ((SMA20-SMA200)/SMA20)*100

   

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  GraHal

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  01/03/2022 at 9:29 PM #184456
  JS

  Distance in percent of the Close

  PerCent is the same as:

  S1 = Average[20](Close)
  S2 = Average[200](Close)

  Dist = S1 – S2
  DistPerc = (Dist / Close) * 100

   

  

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  01/03/2022 at 10:24 PM #184463
  phoentzs

  I was always very good at math … I’m trying to understand which formula is better. I’ll just try it out. Thank you very much.

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  phoentzs

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  01/06/2022 at 8:16 AM #184697
  SnorreDK

  Hi. New to this forum. Such a great comunity.
  My firt try with an algo. Inspiration from Phoentzs

  Is this someting to build on or what do u think, Too much time in market? How to improve thos without curvefitting?

  // Wallstreet 1H - SMA Distance // SnorreDK @ prorealcode.com //2022-01-06 //To do - Better entrys - more standard filters? //Try other trailing //****************************************** ************************************** DEFPARAM CumulateOrders = False // Cumulating positions deactivated ONCE sl = 1.5 ONCE sl2 = 1.0 ONCE A1 = 70.0 ONCE A2 = 60.0 ONCE tsm = 4.0 ONCE tst = 4.6 ONCE tst1 = 1.5 ONCE st = 0.28 ONCE A11 = 10.0 ONCE A22 = 20.0 ONCE y1 = -3.1 positionsize = 1 Timeframe(4h, updateonclose) AA=RSI[14](close) Timeframe(default) CB2 = (AA<A1 and AA>A11) //4H RSI filter CS2 = (AA<A2 and AA>A22) //4H RSI filter S1 = Average[20](Close) S2 = Average[200](Close) Dist = S1 - S2 DistPerc = (Dist / Close) * 100 CB1 = DistPerc > y1 CS1 = DistPerc < y1 If not (DayOfWeek = 2) then If CB1 and CB2 and not shortonmarket then BUY positionsize contracts AT MARKET Endif If CS1 and CS2 and not longonmarket then SELLSHORT 1 CONTRACTS AT MARKET Endif endif //**************************************************************************************** // trailing stop atr once trailingstoptype = 1 // trailing stop - 0 off, 1 on once tsincrements = st // typically between 0 and 0.25 once tsminatrdist = tsm // typically between 1 and 4 once tsatrperiod = 14 // ts atr parameter once tsminstop = 12 // ts minimum stop distance, set to IG min value once tssensitivity = 1 // [0]close;[1]high/low if trailingstoptype then if barindex=tradeindex then trailingstoplong = tst // ts atr distance, typically between 4 and 10 trailingstopshort = tst1 // ts atr distance, typically between 4 and 10 else if longonmarket then if tsnewsl>0 then if trailingstoplong>tsminatrdist then if tsnewsl>tsnewsl[1] then trailingstoplong=trailingstoplong else trailingstoplong=trailingstoplong-tsincrements endif else trailingstoplong=tsminatrdist endif endif endif if shortonmarket then if tsnewsl>0 then if trailingstopshort>tsminatrdist then if tsnewsl<tsnewsl[1] then trailingstopshort=trailingstopshort else trailingstopshort=trailingstopshort-tsincrements endif else trailingstopshort=tsminatrdist endif endif endif endif tsatr=averagetruerange[tsatrperiod]((close/10)*pipsize)/1000 //tsatr=averagetruerange[tsatrperiod]((close/1)*pipsize) // (forex) tgl=round(tsatr*trailingstoplong) tgs=round(tsatr*trailingstopshort) if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then tsmaxprice=0 tsminprice=close tsnewsl=0 endif if tssensitivity then tssensitivitylong=high tssensitivityshort=low else tssensitivitylong=close tssensitivityshort=close endif if longonmarket then tsmaxprice=max(tsmaxprice,tssensitivitylong) if tsmaxprice-tradeprice(1)>=tgl*pointsize then if tsmaxprice-tradeprice(1)>=tsminstop then tsnewsl=tsmaxprice-tgl*pointsize else tsnewsl=tsmaxprice-tsminstop*pointsize endif endif endif if shortonmarket then tsminprice=min(tsminprice,tssensitivityshort) if tradeprice(1)-tsminprice>=tgs*pointsize then if tradeprice(1)-tsminprice>=tsminstop then tsnewsl=tsminprice+tgs*pointsize else tsnewsl=tsminprice+tsminstop*pointsize endif endif endif if longonmarket then if tsnewsl>0 then sell at tsnewsl stop endif if tsnewsl>0 then if low crosses under tsnewsl then sell at market // when stop is rejected endif endif endif if shortonmarket then if tsnewsl>0 then exitshort at tsnewsl stop endif if tsnewsl>0 then if high crosses over tsnewsl then exitshort at market // when stop is rejected endif endif endif endif If shortonmarket then SET STOP %loss SL2 endif If Longonmarket then SET STOP %loss SL endif

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  // Wallstreet 1H - SMA Distance // SnorreDK @ prorealcode.com //2022-01-06   //To do - Better entrys - more standard filters? //Try other trailing //****************************************** **************************************   DEFPARAM CumulateOrders = False // Cumulating positions deactivated ONCE sl = 1.5 ONCE sl2 = 1.0 ONCE A1 = 70.0 ONCE A2 = 60.0 ONCE tsm = 4.0 ONCE tst = 4.6 ONCE tst1 = 1.5 ONCE st = 0.28 ONCE A11 = 10.0 ONCE A22 = 20.0 ONCE y1 = -3.1 positionsize = 1   Timeframe(4h, updateonclose) AA=RSI[14](close)     Timeframe(default) CB2 = (AA<A1 and AA>A11) //4H RSI filter CS2 = (AA<A2 and AA>A22)  //4H RSI filter     S1 = Average[20](Close) S2 = Average[200](Close) Dist = S1 - S2 DistPerc = (Dist / Close) * 100 CB1 = DistPerc > y1 CS1 = DistPerc < y1     If not (DayOfWeek = 2) then If CB1 and CB2 and not shortonmarket then BUY positionsize contracts AT MARKET Endif   If CS1 and CS2 and not longonmarket then SELLSHORT 1 CONTRACTS AT MARKET Endif endif     //**************************************************************************************** // trailing stop atr once trailingstoptype     = 1    // trailing stop - 0 off, 1 on once tsincrements = st          // typically between 0 and 0.25 once tsminatrdist = tsm         // typically between 1 and 4 once tsatrperiod    = 14         // ts atr parameter once tsminstop      = 12         // ts minimum stop distance, set to IG min value once tssensitivity        = 1    // [0]close;[1]high/low if trailingstoptype then if barindex=tradeindex then trailingstoplong     = tst   // ts atr distance, typically between 4 and 10 trailingstopshort    = tst1   // ts atr distance, typically between 4 and 10 else if longonmarket then if tsnewsl>0 then if trailingstoplong>tsminatrdist then if tsnewsl>tsnewsl[1] then trailingstoplong=trailingstoplong else trailingstoplong=trailingstoplong-tsincrements endif else trailingstoplong=tsminatrdist endif endif endif if shortonmarket then if tsnewsl>0 then if trailingstopshort>tsminatrdist then if tsnewsl<tsnewsl[1] then trailingstopshort=trailingstopshort else trailingstopshort=trailingstopshort-tsincrements endif else trailingstopshort=tsminatrdist endif endif endif endif tsatr=averagetruerange[tsatrperiod]((close/10)*pipsize)/1000 //tsatr=averagetruerange[tsatrperiod]((close/1)*pipsize) // (forex) tgl=round(tsatr*trailingstoplong) tgs=round(tsatr*trailingstopshort) if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then tsmaxprice=0 tsminprice=close tsnewsl=0 endif if tssensitivity then tssensitivitylong=high tssensitivityshort=low else tssensitivitylong=close tssensitivityshort=close endif if longonmarket then tsmaxprice=max(tsmaxprice,tssensitivitylong) if tsmaxprice-tradeprice(1)>=tgl*pointsize then if tsmaxprice-tradeprice(1)>=tsminstop then tsnewsl=tsmaxprice-tgl*pointsize else tsnewsl=tsmaxprice-tsminstop*pointsize endif endif endif if shortonmarket then tsminprice=min(tsminprice,tssensitivityshort) if tradeprice(1)-tsminprice>=tgs*pointsize then if tradeprice(1)-tsminprice>=tsminstop then tsnewsl=tsminprice+tgs*pointsize else tsnewsl=tsminprice+tsminstop*pointsize endif endif endif if longonmarket then if tsnewsl>0 then sell at tsnewsl stop endif if tsnewsl>0 then if low crosses under tsnewsl then sell at market // when stop is rejected endif endif endif if shortonmarket then if tsnewsl>0 then exitshort at tsnewsl stop endif if tsnewsl>0 then if high crosses over tsnewsl then exitshort at market // when stop is rejected endif endif endif endif   If shortonmarket then SET STOP %loss SL2 endif If Longonmarket then SET STOP %loss SL endif

   

  

  SnorreDK

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  01/06/2022 at 2:49 PM #184764
  phoentzs

  Personally, I think it’s been on the market for a long time, maybe too long. I can see that the setup is modeled on my H4 breakout. This type of setup works very well for me. But my little timeframe is M1. At the moment I’m also working on a setup with RSI. But with RSI2 in the H4 as a reversal. Build it yourself with the timeframes like H4 breakout. But it is still in progress.

  

  phoentzs

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  01/09/2022 at 12:41 PM #184930
  SnorreDK

  Sorry. My aproach with sma-distance doesnt make any sense.

  MA20 and MA200 are close together buy signal ?, far apart buy signal ??

  it’s because distperc never goes above 3 or below -3 so the condition is always true

  

  SnorreDK

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  01/09/2022 at 12:57 PM #184935
  phoentzs

  I’ve put this type of calculation aside for now. Even if it would be nice to calculate it so easily, it somehow doesn’t work that way. I continue to use my classic pullbacks. So MACD pullback or RSI pullback in connection with the MAs. That works pretty well.

  

  phoentzs

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  01/09/2022 at 2:15 PM #184946
  JS

  Distance MA

  S1 = Average[20](Close) S2 = Average[200](Close) Dist = S1 - S2 DistPerc = (Dist / Close) * 100 CB1 = DistPerc > y1 CS1 = DistPerc < y1

  1 2 3 4 5 6

  S1 = Average[20](Close) S2 = Average[200](Close) Dist = S1 - S2 DistPerc = (Dist / Close) * 100 CB1 = DistPerc > y1 CS1 = DistPerc < y1

  The distance between the MA’s can be positief or negatief and zero for the crossing of the MA’s
  For a Long signal use DistPerc > “Positief Value” (for example yl = 0.5)
  For a Short signal use DistPerc < "Negative Value" (for example ys = -0.5) In your code there is only a negative value y1 = -3.1

  

  JS

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