The Elite Circle - Walk Forward Optimized Moving Average Indicator
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The Elite Circle
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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.


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:



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Details: Walk Forward Optimized Moving Average Indicator
Category: The Elite Circle 

August 28th, 2015
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