very simple MA filter

• 04/28/2019 at 3:39 PM #97302
  jebus89

  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

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  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)

  

  jebus89

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

  Thank you … I added it to here

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  jebus89

  

  GraHal

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  04/28/2019 at 10:50 PM #97311
  GraHal

  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

  

  GraHal

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

  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)

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  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)

   

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  Vonasi

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  04/29/2019 at 7:43 AM #97320
  jebus89

  Glad u found usage of the indicator grahal.

  Will check out ur ma filter Vonasi 🙂

  

  jebus89

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  04/29/2019 at 8:01 AM #97324
  Vonasi

  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.

  

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

  Vonasi I added yours to here

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  GraHal

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