First derivative of SMA

• 10/12/2017 at 3:50 PM #49154
  Greguigreg

  hey everybody

  i’m new to proorder (not to trading hopefully).

  came here to code a strategy based on SMA first derivative (i.e. Current SMA versus previous SMA). Seems pretty basic to follow the trend but I don’t see anything on the strategies nor screeners … it’s always relative values of SMA between themselves

  did i miss something ? Shall I store the previous value in a WHILE loop ?

  thx for ur help,

  Greg

  

  Greguigreg

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  10/12/2017 at 4:09 PM #49160
  Nicolas

  To access the value of a variable of the past, it is simply necessary to choose the backward period that one wishes to observe, for example with a moving average SMA 20 periods:

  //moving average 20 periods sma20 = average[20] //value of SMA20, 1 period before myValue = sma20[1] return sma20, myValue

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  //moving average 20 periods sma20 = average[20]   //value of SMA20, 1 period before   myValue = sma20[1]   return sma20, myValue

  .. and please don’t double post 🙂

  

  Nicolas

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  10/18/2017 at 12:03 PM #49816
  Leo

  In case you need the secon derivate I use this:

  SMA second derivate

  P=20 mySMA=average[P](close) SecondDerivate= mySMA-2*mySMA[1]+mySMA[2]

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  P=20 mySMA=average[P](close) SecondDerivate= mySMA-2*mySMA[1]+mySMA[2]

   

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  Leo

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