Moving averages clustering

• 07/02/2018 at 4:14 AM #75044
  Bullets

  I posted this previously in the wrong section – see below if anyone can assist?

  Does anyone know how to program up a clustering of moving averages.

  I.e. I don’t want to take a trade if for example the following moving averages are within X pips together

  MA(5)

  MA(20)

  MA(50)

  MA(100)

  MA(200)

  Any assistance would be appreciated.

  Thanks

  

  Bullets

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  07/02/2018 at 7:54 AM #75053
  Vonasi

  I have deleted your identical post in the Platform Support forum.

  

  Vonasi

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  07/02/2018 at 8:50 AM #75056
  robertogozzi

  Not tested

  x = 10 * pipsize //10-pip range ma5 = average[5,0](close) ma20 = average[20,0](close) ma50 = average[50,0](close) ma100 = average[100,0](close) ma200 = average[200,0](close) MaxMA = max(ma5,max(ma20,max(ma50,max(ma100,ma200)))) MinMA = min(ma5,min(ma20,min(ma50,min(ma100,ma200)))) IF (MaxMA - MinMA) <= x THEN //they are within X pips ENDIF

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  x     = 10 * pipsize           //10-pip range ma5   = average[5,0](close) ma20  = average[20,0](close) ma50  = average[50,0](close) ma100 = average[100,0](close) ma200 = average[200,0](close) MaxMA = max(ma5,max(ma20,max(ma50,max(ma100,ma200)))) MinMA = min(ma5,min(ma20,min(ma50,min(ma100,ma200)))) IF (MaxMA - MinMA) <= x THEN    //they are within X pips ENDIF

   

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  Nicolas

  

  robertogozzi

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  07/02/2018 at 9:47 AM #75065
  GraHal

  Added to here Snippet Link Library

  2 users thanked author for this post.

  Andre Vorster, robertogozzi

  

  GraHal

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  07/02/2018 at 11:25 AM #75083
  Bullets

  Awesome, that works perfectly! thank you

  

  Bullets

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  11/08/2018 at 6:55 AM #84382
  Leo

  Hi.

  Have someone tried to implement this in a robot?

  Like entry if close > maxMA?

  Thanks in Advace

  

  Leo

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  11/08/2018 at 9:32 AM #84397
  robertogozzi

  I never tried, but it can be worth trying.

  

  robertogozzi

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  11/08/2018 at 9:56 AM #84399
  robertogozzi

  This is some quick code (see attached pic):

  DEFPARAM CumulateOrders = false ONCE Sl = 0 ONCE Tp = 0 ONCE Multiplier = 2.0 //2.0 multiplies SL to set TP ONCE LookBack = 2 //2 candles to set SL to low/high ONCE PipRange = 10 * pipsize //10-pip range ONCE AvgType = 6 //6 = time series ma5 = average[5,AvgType](close) ma20 = average[20,AvgType](close) ma50 = average[50,AvgType](close) ma100 = average[100,AvgType](close) ma200 = average[200,AvgType](close) MaxMA = max(ma5,max(ma20,max(ma50,max(ma100,ma200)))) MinMA = min(ma5,min(ma20,min(ma50,min(ma100,ma200)))) IF (MaxMA - MinMA) <= PipRange THEN IF close CROSSES OVER MaxMA THEN Sl = close - lowest[LookBack](low) BUY 1 CONTRACT AT MARKET ELSIF close CROSSES UNDER MinMa THEN Sl = highest[LookBack](high) - close SELLSHORT 1 CONTRACT AT MARKET ENDIF Tp = Sl * Multiplier SET TARGET PROFIT Tp SET STOP LOSS Sl ENDIF

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  DEFPARAM CumulateOrders = false ONCE Sl         = 0 ONCE Tp         = 0 ONCE Multiplier = 2.0                        //2.0  multiplies SL to set TP ONCE LookBack   = 2                          //2    candles to set SL to low/high ONCE PipRange   = 10 * pipsize               //10-pip range ONCE AvgType    = 6                          //6 = time series ma5             = average[5,AvgType](close) ma20            = average[20,AvgType](close) ma50            = average[50,AvgType](close) ma100           = average[100,AvgType](close) ma200           = average[200,AvgType](close) MaxMA           = max(ma5,max(ma20,max(ma50,max(ma100,ma200)))) MinMA           = min(ma5,min(ma20,min(ma50,min(ma100,ma200)))) IF (MaxMA - MinMA) <= PipRange THEN    IF close CROSSES OVER MaxMA THEN       Sl = close - lowest[LookBack](low)       BUY 1 CONTRACT AT MARKET    ELSIF close CROSSES UNDER MinMa THEN       Sl = highest[LookBack](high) - close       SELLSHORT 1 CONTRACT AT MARKET    ENDIF    Tp = Sl * Multiplier    SET TARGET PROFIT Tp    SET STOP   LOSS   Sl ENDIF

   

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  Nicolas

  

  robertogozzi

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  11/08/2018 at 10:47 AM #84402
  Leo

  Looks awesome!

  Thanks!

  

  Leo

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