Trend Indicator optimisation

hercules · 2025-03-24T10:16:42+00:00

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.

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03/24/2025 at 11:16 AM #245196 quote

hercules
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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.

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

Schermafbeelding-2025-03-24-om-12.06.01.png Example-CrossOver-System.itf
03/24/2025 at 6:04 PM #245224 quote

LucasBest
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Senior

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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