First derivative of SMA

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10/12/2017 at 3:50 PM #49154 quote

Greguigreg
Participant

Junior

hey everybody

i’m new to proorder (not to trading hopefully).

came here to code a strategy based on SMA first derivative (i.e. Current SMA versus previous SMA). Seems pretty basic to follow the trend but I don’t see anything on the strategies nor screeners … it’s always relative values of SMA between themselves

did i miss something ? Shall I store the previous value in a WHILE loop ?

thx for ur help,

Greg

10/12/2017 at 4:09 PM #49160 quote
Nicolas
Keymaster

Master
To access the value of a variable of the past, it is simply necessary to choose the backward period that one wishes to observe, for example with a moving average SMA 20 periods:
```
//moving average 20 periods
sma20 = average[20]

//value of SMA20, 1 period before  
myValue = sma20[1]

return sma20, myValue
```
.. and please don’t double post 🙂
10/18/2017 at 12:03 PM #49816 quote
Leo
Participant

Veteran
In case you need the secon derivate I use this:
```
P=20
mySMA=average[P](close)
SecondDerivate= mySMA-2*mySMA[1]+mySMA[2]
```
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First derivative of SMA

ProOrder: Automated Strategies & Backtesting

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Greguigreg @greguigreg Participant

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This topic contains 2 replies,
has 3 voices, and was last updated by Leo
8 years, 4 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	10/12/2017
Status:	Active
Attachments:	No files

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