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ThirdGrader
Posted : Saturday, September 6, 2008 1:57:32 PM
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Joined: 10/7/2004
Posts: 27
 Use multiple monitors to trade Major Indexes and Index futures intrday. On TCNet the sma's generated are very different from my other data feeds. How many days back do you use to calculate the realtime intraday data/sma's?    Thank you.          
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Bruce_L
Posted : Monday, September 8, 2008 9:18:33 AM


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Joined: 10/7/2004
Posts: 65,138
 A Simple Moving Average is calculated using a number of Bars equal to the Period of the Moving Average (whatever the Time Frame - the Moving Average Period is in Bars, not Days). There is no limit beyond this. You may wish to review the following:

Things to check if your moving averages don't "seem right" or "seem to match"
-Bruce
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ThirdGrader
Posted : Tuesday, September 9, 2008 8:53:15 AM
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 Thank you for responding. There is no difference for a 20 period sma calculated from data starting the same day and 3 years ago?
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Bruce_L
Posted : Tuesday, September 9, 2008 8:58:54 AM


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Joined: 10/7/2004
Posts: 65,138
 A 20-Period Simple Moving Average calculated for a point from 3-years ago will use data from 3-years ago while the current value of a 20-Period Simple Moving Average will use more recent data, but both will use exactly 20 bars of data for their calculation (whatever the Time Frame). That's pretty much the definition of a Simple Moving Average.

It should probably be noted that you probably aren't going to have 3-years of intraday data available to use for your calculations in TeleChart. There are about 500-ticks available for Tick Charts, about 7-Days of data available for 1, 5 and 10-Minute Charts and about 3-Months of data available for 15, 30 and 60-Minute Charts.
-Bruce
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ThirdGrader
Posted : Tuesday, September 9, 2008 5:43:52 PM
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Joined: 10/7/2004
Posts: 27

Somehow my original question remains unanswered. Thank you for resonding. No further responce necessary.
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Bruce_L
Posted : Tuesday, September 9, 2008 6:15:08 PM


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Joined: 10/7/2004
Posts: 65,138
 Then I apologize. I unfortunately must be misunderstanding the original question. If you clarify further I'll do my best to answer it or pass the question on to somebody that can.
-Bruce
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