Trend Indicator optimisation

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  • #245196 quote
    hercules
    Participant
    New

    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.

    #245198 quote
    JS
    Participant
    Senior

    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”)…

    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
    
    Iván González and robertogozzi thanked this post
    #245224 quote
    LucasBest
    Participant
    Junior

    i think he wants a code that optimize itself… something like Nicolas with HalfTrend adaptive length.

    Fifty shades of Half Trend indicator

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Trend Indicator optimisation


ProBuilder: Indicators & Custom Tools

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hercules @hercules Participant
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This topic contains 2 replies,
has 3 voices, and was last updated by LucasBest
10 months, 2 weeks ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 03/24/2025
Status: Active
Attachments: 2 files
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