General Topics
Markets
Technical Topics
Brokerage Firms
Community Lounge
Site Support

# Centered moving average filter for ts 2000

Discussion in 'Strategy Development' started by fannerweb, Sep 25, 2008.

1. ### fannerweb

Hello guys, is there someone that have an EL code to solve the project
( or forecast), price future direction?
Example below i have a classic moving average with "displace" value;

Inputs: Price(Close) , Length(20), Displace(10) ;

If Displace >= 0 OR CurrentBar > AbsValue(Displace) Then Begin
Plot1[Displace] (AverageFC( Price, Length), "SimpAvg1");

IF Price < Plot1 AND Plot1 < Plot1[1] AND Plot1[1] > Plot1[2] Then
Alert("The Moving Average has just changed direction and is now
bullish")
Else
If Price > Plot1 AND Plot1 > Plot1[1] AND Plot1[1] < Plot1[2] Then
Alert("The Moving Average has just changed direction and is now
bearish");

If I have a Simple moving average with 20 periods and I insert the
displace value of 10, I have a MA centered but (of course) I have
always the latest bars discoveries. Is it possible to solve this
problem with a forecast until the last bar ?
I hope that I explained well my question.
Paolo

2. ### syswizard

Wow, good luck....this can be as simple or as complex as you want it to be.

Complex: use fourier analysis to determine cycle length, see where the last average price value is located in the cycle, then make the projection using the formula derived from the analysis.

Simple: take the rate of change from the last two moving average values and simply project by 10 bars:

FuturePrice = Last Moving Average + Delta Moving Average*10

ET IS FREE BECAUSE OF THE FINANCIAL SUPPORT FROM THESE COMPANIES: