very simple MA filter

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  • 04/28/2019 at 3:39 PM #97302 quote
    jebus89
    Participant
    Master
    p1 = average[t1](close)
p2 = average[t1*2](close)
p3 = average[t1*4](close)
p4 = average[t1*8](close)

a1 = p1 > p2 and p2 > p3 and p3 > p4
a2 = p1 < p2 and p2 < p3 and p3 < p4

if a1 then
b=1
elsif not a1 and not a2 then
b=0
elsif a2 then
b=-1
endif

return b

    Made this today and found some good use for it. Do with it as u may 🙂

     

    t1 = 2 as default

    (giving u averages = 2, 4, 8, 16)

    04/28/2019 at 3:49 PM #97303 quote
    GraHal
    Participant
    Master

    Thank you … I added it to here

    Snippet Link Library

    jebus89 thanked this post
    04/28/2019 at 10:50 PM #97311 quote
    GraHal
    Participant
    Master

    Hey thanks again Jebus, I’ve already worked your filter into 2 of my Systems that were marginal and it has improved the stats overall.

    Lowered the final profit on one System, but better Gain to Loss and Av Gain to Av Loss etc.

    I’ll run the originals alongside and see if the good stuff works out in Forward Test

    Cheers

    04/29/2019 at 7:19 AM #97319 quote
    Vonasi
    Moderator
    Master

    Here is a similar version that I wrote a while back for progression of powers averages. In this version you can choose an average type and customclose to base the average on as well as a maximum average period to calculate up to. If converted to a strategy filter this gives us plenty of variables to test.

    type = 1
maxaverage = 32

j = 1
while j < maxaverage
j = j * 2
ave1 = average[j,type](customclose)
ave2 = average[j*2,type](customclose)
if ave1 > ave2 then
upflag = 1
else
upflag = 0
break
endif
wend

j = 1
while j < maxaverage
j = j * 2
ave1 = average[j,type](customclose)
ave2 = average[j*2,type](customclose)
if ave1 < ave2 then
downflag = -1
else
downflag = 0
break
endif
wend

return upflag coloured(0,128,0) style(histogram,2), downflag coloured(128,0,0) style(histogram,2)
    GraHal and Fabiano thanked this post
    04/29/2019 at 7:43 AM #97320 quote
    jebus89
    Participant
    Master

    Glad u found usage of the indicator grahal.

    Will check out ur ma filter Vonasi 🙂

    04/29/2019 at 8:01 AM #97324 quote
    Vonasi
    Moderator
    Master
    jebus89 wrote:

    Will check out ur ma filter Vonasi

    I just noticed that my return of +1 or -1 is the opposite way round to yours.

    04/29/2019 at 10:01 AM #97328 quote
    GraHal
    Participant
    Master

    Vonasi I added yours to here

    Snippet Link Library

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very simple MA filter


ProBuilder: Indicators & Custom Tools

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jebus89 @jebus89 Participant
Summary

This topic contains 6 replies,
has 3 voices, and was last updated by GraHal
6 years, 9 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 04/28/2019
Status: Active
Attachments: No files
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