Trend Indicator optimisation

• 03/24/2025 at 11:16 AM #245196
  hercules

  Looking for code for indicator optimisation.   For a simplistic example  – I am looking for the code to run a routine to optimise which two moving average lookbacks to use to maximise the gains from a moving average crossover strategy.

  

  hercules

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  03/24/2025 at 12:34 PM #245198
  JS

  Here is a simple “CrossOver” system that can be optimized…
  You have two optimization parameters here: “FastPeriod” and “SlowPeriod”…
  Import the “itf-file” (in the section “BackTesting & Auto Trading”)…

  Simple CrossOver System

  DefParam CumulateOrders=False //no cumulating orders FastAvg=Average[FastPeriod](Close)//Fast Average SlowAvg=Average[SlowPeriod](Close)//Slow Average If FastAvg Crosses Over SlowAvg then Buy 1 contract at Market EndIf If FastAvg Crosses Under SlowAvg then SellShort 1 contract at Market EndIf

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  DefParam CumulateOrders=False //no cumulating orders   FastAvg=Average[FastPeriod](Close)//Fast Average SlowAvg=Average[SlowPeriod](Close)//Slow Average   If FastAvg Crosses Over SlowAvg then Buy 1 contract at Market EndIf   If FastAvg Crosses Under SlowAvg then SellShort 1 contract at Market EndIf

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  robertogozzi, Iván

  

  JS

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  03/24/2025 at 6:04 PM #245224
  LucasBest

  i think he wants a code that optimize itself… something like Nicolas with HalfTrend adaptive length.
  https://www.prorealcode.com/prorealtime-indicators/fifty-shades-halftrend-indicator/

  

  LucasBest

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