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Profile: traderc
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User Name: traderc
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Joined: Thursday, October 07, 2004
Last Visit: Sunday, December 09, 2018 12:33:01 PM
Number of Posts: 85
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Last 10 Posts
Topic: Starting Moving Average at the beginning of the graph
Posted: Friday, December 07, 2018 9:57:36 AM

Makes sense  thanks for the explaination., maybe something you guy's can put on the bin list for future enhansements.

Have a good weekend,

rctrade

Topic: Starting Moving Average at the beginning of the graph
Posted: Friday, December 07, 2018 8:56:03 AM

Bruce, how can you start the moving average Indicator , see below the 200d SMA and 200d DEMA,

  at the beginning date of the graph instead of the offset time to construct the moving average..

Would setting a negative offset be the way? Or is it just shifting the average to a different place in time.

thnx

rctrade

 

 

Topic: Latest and Greatest TTM Squeeze
Posted: Wednesday, November 21, 2018 8:51:30 AM

Bruce,could you please  send  me  the latest TTM squeeze, mine is  from 2016.

Thankyou, Happy Thanksgiving

rctrade

Topic: Moving Average Crossover using trend strength
Posted: Wednesday, October 24, 2018 7:10:07 AM

Thanks Bruce I will go through through your  great analysis. Be back in about a month or so... :-)

rctrade

Topic: Moving Average Crossover using trend strength
Posted: Monday, October 22, 2018 7:19:03 PM

Bruce  you are  amazing, I went  through the  code to understand, since  worden has  ADX as a built in didn't  know how to handle it. But let me see if I understand it.

So,

1. ADX = 100* EMA(ABS((+DI minus - DI)/+DI plus -DI))

2. +DM = C(H)-C(H,1)      - Positive Directional movement

3. - DM =  C(l)-C(l,1)         - Negative Directional Movement

4. If +DM>0 and -DM then + DM, else 0

5. If -DM >0 and +DM then -DM, else 0

6. +DI = 100* EMA(+DM/ATR(x))  where ATR is XAVG(ABS(XAVG(MACD12.26, 9) - XAVG(MACD12.26.1, 9)), 27), 27)????  - is this the Average True Range formula?

7. The MACD's are used as the moving average crossovers I presume.

If you look at the plot it doesn't make sense at  #1 and #2.

Maybe #1 needs more data prior to the swing up. But 2 looks divergent with what I expected.

I did not modify any time frames until I understand the logic.

Any thoughts on the plot?

Thanks

rctrade

 

Topic: Moving Average Crossover using trend strength
Posted: Friday, October 19, 2018 2:54:36 PM

 Thanks Bruce and next time you are on vacation don't check this site.... :-)

Will give it a shot...

rctrade

Topic: Moving Average Crossover using trend strength
Posted: Friday, October 19, 2018 10:55:10 AM

Bruce  - here's what I did,  I must of misunderstood your directions cause I'm not getting an indicator display.

rctrade

 

Topic: Moving Average Crossover using trend strength
Posted: Thursday, October 18, 2018 6:26:49 PM

Will do    thanks

rctrade

Topic: Moving Average Crossover using trend strength
Posted: Thursday, October 18, 2018 2:47:11 PM

Bruce, sorry for not providing more details.. 

"The filter(ADX) is applied to the slow moving average and reduces the likelihood of reducing false crossovers signals. Because minor fluctuations about the slow average are relatively constant in amplitude,  the filter is calculated as a percentage slightly greater than the normal amplitude fluctuation". 

ref: Market Timing and walk foward optimizing, Charles D Kirkpatrick

So as I read this and try to answer your question, I beleive it's ADX applied to SMA of Price.

Hopefully this helps...

Thanks

rctrade

 

Topic: Moving Average Crossover using trend strength
Posted: Wednesday, October 17, 2018 3:31:53 PM

Bruce, in my qwest in finding the holy grail market timing, ha,ha I am looking at a filtered dual moving average crossover. The filter to remove false signals is the ADX for trend strength. There would be different settings for Market up or Market down signals against the major indexes(SPX,QQQ,VTI). What I was wondering is whether you could frame this out so I could test the differnet length variables, for now pick the easiest and shortest lengths. I'm not sure how to smooth the Slow moving average with the ADX. Any guidence you could shed would be a great help. I will keep researching as well.

thanks,

rctrade