expanding the selection of moving average types

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Posts
04/21/2021 at 7:53 AM #167663 quote
nonetheless
Participant

Master
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?
04/21/2021 at 8:05 AM #167665 quote

Vonasi
Moderator

Master

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

Average Filter Regression

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

robertogozzi
Moderator

Legend

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.

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

robertogozzi
Moderator

Legend

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

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

Vonasi
Moderator

Master

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

Average tester – are averages any good?

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

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

nonetheless
Participant

Master

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

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expanding the selection of moving average types

ProOrder: Automated Strategies & Backtesting

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Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/21/2021
Status:	Active
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