Possible to use different periods for MA? (minutes and days)

Marke · 2017-12-08T08:54:48+00:00

Hi, doing some backtesting with different MA crossing on a 10 minute basis. I’d like to add a filter with the price being > 200 days MA, or possibly 12 months MA. Is it possible to use combine different periods in the code?

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12/08/2017 at 9:54 AM #55036 quote

Marke
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Hi, doing some backtesting with different MA crossing on a 10 minute basis. I’d like to add a filter with the price being > 200 days MA, or possibly 12 months MA. Is it possible to use combine different periods in the code?

12/08/2017 at 10:27 AM #55039 quote
robertogozzi
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You can use multiple averages wiyh different periods, of course (which you probably already know), something like:
```
IF average[10](close) CROSSES OVER average[30](close) THEN
```
but you cannot access multiple timeframes at the same time. If you launch your strategy for a 4h TF, you can only access data referring to that TF, you cannot combine a MA for the daily TF in a 4h TF. You could try to simulate, say, a 200-period daily MA in a 4h TF by multiplying it by 6 (there are 6 4h bars in a day), so an average[200](close) would become an average[1200](close), but it will not yield the very same results.
At least until the MTF (Multi Time Frame) version is released to traders.
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Possible to use different periods for MA? (minutes and days)

ProOrder: Automated Strategies & Backtesting

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Marke @martin_kristoffersson Participant

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This topic contains 1 reply,
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Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	12/08/2017
Status:	Active
Attachments:	No files