Moving average question with tradestation

Discussion in 'Strategy Development' started by Robert Weinstein, Jul 16, 2009.

  1. I would like to do a comparision with moving averages in radar.

    currently I look at the 200 day moving average with the following syntax

    average(close,200)

    I would like to do a comparison with the current MA and the MA from 20 bars ago.

    I am hoping for something that looks like

    average(close,200) - average(close,200,20) with the final 20 in the syntax to indicate that I want to look at the value of the MA 20 bars ago

    Any idea on how to get this done?
     
  2. I don't use TS, but it's fairly easy in a spreadsheet like excel. Just take MA(n) in any column, then copy and paste special(values) the data into another column shifted up or down 20 cells; subtract the two columns. DONE.
     
  3. Worst e'trader post of all time - ?
     
  4. if barnumber >= 220 then value1 = (( average(close,200) - average(close,200)[20] ) / average(close,200)[20] ) * 100;

    this litle calcuation will give you the percentage difference
    between current ma and the 20bar back ma


    if you only wish to have the difference as price you allready
    gave the example yourself

    if barnumber >= 220 then value1 = average(close,200) - average(close,200)[20]; // the nr between the displacements is the amount of bars you wish to look back to compare both value's
     
  5. Next to your post and handle, maybe?:D
     
  6. Maybe you meant to post to the "Moving average question with Excel" thread - ?
     
  7. Thank you for all your responses.

    Let me take this one step further and ask if this would be the correct syntax to get the value of the 200MA from 20 bars ago

    value1 = average(close,200[20])

    so that I could further use it in this way

    if average(close,200,[20]) - average(close,200)
    then
    X = 1
    end


    does this work? Thank you
     
  8. yes, but your displacement is in the wrong area
    it comes either emediatly behind close or behind
    the ma's declaration

    example

    value1 = average(close,200);
    value2 = ( value1 - value1[20] );

    in this case value2 is the difference between the both of them

    from here you could go further

    if value2 >= somenumber then begin
    go get some beer
    end;
     
  9. Thank you for pointing that out.

    I tried average(CLOSE[20],200) in my EL and did not get an error.

    As I understand

    average(CLOSE[20],200) = 200MA 20 bars ago ?

    Thanks again

    Robert
     
  10. [ yes whatever number you write between these 2 displacements is the amount of bars back you wish to make your calculation ]

    so no displacements is current value [0] is also current value
    [50] is value of 50 bars back

    PHP:
    close close[10]
    would mean close minus close of 10 bars back
     
    #10     Jul 16, 2009