(Relative) Angle of moving average

• 11/14/2021 at 4:33 PM #181586
  eckaw

  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.

  

  eckaw

  Participant

  Topics: 13

  Replies: 118

  Been thanked: 61 times
  11/14/2021 at 5:07 PM #181589
  phoentzs

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

  

  phoentzs

  Participant

  Topics: 84

  Replies: 915

  Been thanked: 169 times
  11/14/2021 at 5:10 PM #181590
  JC_Bywan

  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])

  

  JC_Bywan

  Moderator

  Topics: 20

  Replies: 2546

  Been thanked: 838 times
  11/14/2021 at 5:28 PM #181594
  robertogozzi

  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

  1 2 3 4 5 6

  Sma   = average[20,0](close) Angle = (Sma - Sma[1]) / Sma[1] If Angle > Angle[1] Then . . Endif

   

  1 user thanked author for this post.

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
  11/14/2021 at 5:30 PM #181597
  robertogozzi

  I was writing while JC_Bywan was posting 🙂

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
  11/14/2021 at 5:57 PM #181601
  nonetheless

  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

  1 2 3 4 5 6 7 8

  //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

   

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  11/14/2021 at 6:22 PM #181603
  murre87

  Do u use this as entrysignal?

  

  murre87

  Participant

  Topics: 17

  Replies: 162

  Been thanked: 21 times
  11/14/2021 at 6:31 PM #181605
  nonetheless

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

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  11/15/2021 at 11:25 AM #181623
  murre87

  ju set P1 and P2 ur self?

  Also a1 and -a2?

  

  murre87

  Participant

  Topics: 17

  Replies: 162

  Been thanked: 21 times
  11/15/2021 at 11:45 AM #181626
  nonetheless

  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

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
• Author
  Posts