This indicator is a Walk Forward Optimizer for a pair of moving averages. The moving averages in this case is the Ahrens Moving Averages that I have previously posted in the elite section. Pay attention to the output window as I print the results of the optimization there.
HOW IT WORKS
At the beginning of each session it will optimize the two variables (Moving Average Periods) for the last three sessions and draw the optimized moving averages for the current session. So the optimized variables are never tested on the current session that it is being drawn. Optimized prices takes place after the moving average cross on the open of the next bar.
I used the walk forward method to avoid CPU lag and massive curve fitting.
It works only on minute charts at the moment, but i am exploring solutions for other chart types.
I created a thread to post ideas or general discussion around said indicator here: https://nexusfi.com/elite-trading-journals/36833-walk-forward-optimized-moving-average-indicator.html
Cheers,
Sody
Category The Elite Circle
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