The Elite Circle - Walk Forward Optimized Moving Average Indicator
futures io


Categories Help    

The Elite Circle
File sharing for Elite Members only, includes any and all platforms and file types


Entries
Walk Forward Optimized Moving Average Indicator 5 *
Version 1

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:

Cheers,

Sody


Category The Elite Circle 
 
Suggest other entries I might like
Details: Walk Forward Optimized Moving Average Indicator
Category: The Elite Circle 


August 28th, 2015
Size: 4.36 KB
Downloaded: 387 times
 


 
Category
 



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.