expanding the selection of moving average types

nonetheless · Wed, 21 Apr 2021 06:53:47 +0000

I’ve been using the following to include DEMA and TEMA in the range of moving averages to be compared when optimizing ‘t’ (0-10) ma = average[p,t](typicalprice) if t = 9 then ma = DEMA[p](typicalprice) elsif t = 10 then ma = TEMA[p](typicalprice) endif cb1 = ma > ma[1] This works well enough – my question is, are there others that can be included in this way? I know there are dozens of moving average types but will any of them work with this syntax without writing the whole formula?

This topic has 5 replies, 3 voices, and was last updated 4 years ago by nonetheless.

Viewing 6 posts - 1 through 6 (of 6 total)

04/21/2021 at 7:53 AM #167663

nonetheless

I’ve been using the following to include DEMA and TEMA in the range of moving averages to be compared when optimizing ‘t’ (0-10)

ma = average[p,t](typicalprice) if t = 9 then ma = DEMA[p](typicalprice) elsif t = 10 then ma = TEMA[p](typicalprice) endif cb1 = ma > ma[1]

1
2
3
4
5
6
7

ma = average[p,t](typicalprice)
if t = 9 then
ma = DEMA[p](typicalprice)
elsif t = 10 then
ma = TEMA[p](typicalprice)
endif
cb1 = ma > ma[1]

This works well enough – my question is, are there others that can be included in this way?

I know there are dozens of moving average types but will any of them work with this syntax without writing the whole formula?

nonetheless
Participant

Topics: 83
Replies: 1237
Been thanked: 978 times

04/21/2021 at 8:05 AM #167665

Vonasi

Not exactly in that way but you could CALL this indicator and have access to another 66 averages.

https://www.prorealcode.com/prorealtime-indicators/average-filter-regression/

Vonasi
Moderator

Topics: 192
Replies: 5088
Been thanked: 1812 times

04/21/2021 at 8:06 AM #167666

robertogozzi

Actually ALL of those at https://www.prorealcode.com/prorealtime-indicators/average-filter-regression/.

You could make a CALL to that indicator with the correct parameters and assign the returned value to ma.

robertogozzi
Moderator

Topics: 69
Replies: 18045
Been thanked: 4611 times

04/21/2021 at 8:07 AM #167668

robertogozzi

AhAhAh…. same idea Vonasi, you were just a bit quicker!

robertogozzi
Moderator

Topics: 69
Replies: 18045
Been thanked: 4611 times

04/21/2021 at 8:09 AM #167669

Vonasi

It might be interesting to put some of them through testing like this:

https://www.prorealcode.com/topic/average-tester-are-average-any-good/

I’ll leave you to do it as the sun is out here in Greece and Spring is in the air….

Vonasi
Moderator

Topics: 192
Replies: 5088
Been thanked: 1812 times

04/21/2021 at 8:12 AM #167670

nonetheless

Thanks to you both, I’ll check it out.

nonetheless
Participant

Topics: 83
Replies: 1237
Been thanked: 978 times
Author

Posts

Viewing 6 posts - 1 through 6 (of 6 total)

Find exclusive trading pro-tools on