(Relative) Angle of moving average

eckaw · 2021-11-14T15:33:15+00:00

Hi all How would one code the following? – Angle of moving average > angle of moving average[1] I wonder if this approach would be interesting to look at combined with relative volume as an entry condition.

Viewing 10 posts - 1 through 10 (of 10 total)

Author

Posts
11/14/2021 at 4:33 PM #181586 quote

eckaw
Participant

Veteran

Hi all

How would one code the following?

– Angle of moving average > angle of moving average[1]

I wonder if this approach would be interesting to look at combined with relative volume as an entry condition.

11/14/2021 at 5:07 PM #181589 quote

phoentzs
Participant

Master

Take a look at the topic “vectorial dax”. That could be something for you.

11/14/2021 at 5:10 PM #181590 quote

JC_Bywan
Moderator

Master

Hi,

If your moving average name is “ma”, its angle being higher than it was at previous candle is equivalent to a bigger vertical step for same horizontal step, which you can store in a boolean variable true=1 or false=0 to use within your code:

risingma = (ma-ma[1]>ma[1]-ma[2])

11/14/2021 at 5:28 PM #181594 quote
robertogozzi
Moderator

Legend
There are many ways to (try to) define angles:

https://www.prorealcode.com/reply/158329/

Let’s say we want to use (SMA (new) – SMA (old)) / SMA (old)
```
Sma   = average[20,0](close)
Angle = (Sma - Sma[1]) / Sma[1]
If Angle > Angle[1] Then
 .
 .
Endif
```
thanked this post
11/14/2021 at 5:30 PM #181597 quote

robertogozzi
Moderator

Legend

I was writing while JC_Bywan was posting 🙂

11/14/2021 at 5:57 PM #181601 quote
nonetheless
Participant

Master
this is the code I use, adapted from Balmora’s Vectorial. Similar to above with added trig function
```
//ANGLE
ONCE Period1 = p1
ONCE Period2 = p2
EMA1 = ExponentialAverage[Period1](close)
slope = (EMA1-EMA1[Period2]) / Period2
ANGLE = (ATAN(slope)) 
CB1 = ANGLE >= a1
CS1 = ANGLE <= -a2
```
11/14/2021 at 6:22 PM #181603 quote

murre87
Participant

Senior

Do u use this as entrysignal?

11/14/2021 at 6:31 PM #181605 quote

nonetheless
Participant

Master

in conjunction with other indicators, yes. often it’s more of a filter on a higher TF

11/15/2021 at 11:25 AM #181623 quote

murre87
Participant

Senior

ju set P1 and P2 ur self?

Also a1 and -a2?

11/15/2021 at 11:45 AM #181626 quote

nonetheless
Participant

Master

yes, all variables to be optimized for whatever TF you want to use.

the angle of a 5min MA will obviously be completely different from a 1 hour MA
Author

Posts