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Projecting a Moving Average
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Projecting a Moving Average

  #1 (permalink)
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Projecting a Moving Average

Hi,

What would the logic be to create a dataseries where the close of the current bar is estimated as the current price and the close of the next bar is estimated as the current price for purposes of projecting a moving average one bar forward?

For example, if selecting a moving average period of 4, the dataseries would be represented by close[2], close[1], close[0], close[0].

Or if you can refer me to an indicator where this has been done that would also help. It seems like it should be simple, but I can't wrap my head around this. I found this for MC, which seems like what I am trying to do, but it's not helping me do it in c

https://futures.io/download/multicharts/385-download.html?view

Thanks for any help.

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  #2 (permalink)
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I thought Ninja Trader couldn't project a plot in the future .....

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #3 (permalink)
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ThatManFromTexas View Post
I thought Ninja Trader couldn't project a plot in the future .....

You are thinking too much. Just do it!



Hint: You can select the displacement feature with any indicator. You can also use the Draw() methods and use negative values for barsAgo.

Below is a chart with a displaced MACD overlayed on the price bars.

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Fat Tails View Post
You are thinking too much. Just do it!



Hint: You can select the displacement feature with any indicator. You can also use the Draw() methods and use negative values for barsAgo.

Below is a chart with a displaced MACD overlayed on the price bars.

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@Fat Tails

But if you displace an indicator [-1] , aren't you just shifting the whole thing forward as opposed to
drawing a plot one bar ahead of price?

And just so you know.... no one has ever accused me of thinking....

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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ThatManFromTexas View Post
@Fat Tails

But if you displace an indicator [-1] , aren't you just shifting the whole thing forward as opposed to
drawing a plot one bar ahead of price?

That is the same. Shifting the plot allows you to calculate future indicator values from current input values. If you wish to calculate futures indicator values without without using current input values, you can always use one of the Draw() methods to fill that empty space on the right side of the current bar....

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Fat Tails View Post
That is the same. Shifting the plot allows you to calculate future indicator values from current input values. If you wish to calculate futures indicator values without without using current input values, you can always use one of the Draw() methods to fill that empty space on the right side of the current bar....

@Fat Tails

Can an indicator calculate a future co-ordinate value and plot it?

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ThatManFromTexas View Post
@Fat Tails

Can an indicator calculate a future co-ordinate value and plot it?

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Yes, provided you make up your mind, which algorithm you want to use for forecasting the indicator values.

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The simplest projection of the next ma value would probably be

ma[i+1] = ma[i] + ( ma[i]-ma[i-1] )

You could get a lot more complicated but are probably not going to be any more accurate.

You can project future values with Sierra Chart.

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Indicator for Linear Forecast

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cusp View Post
The simplest projection of the next ma value would probably be

ma[i+1] = ma[i] + ( ma[i]-ma[i-1] )

You could get a lot more complicated but are probably not going to be any more accurate.

You can project future values with Sierra Chart.

Here is a little indicator that adds a linear forecast to any indicator plot that is selected as input series. The chart below shows the LinearForecast indicator applied to each of the 3 MACD Plots.

Of course it is possible to recode any indicator to include this little feature. You can also modify the linear forecast indicator to allow for different algorithms to extrapolate the plot values.

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Register to download File Type: zip LinearForecast.zip (2.0 KB, 96 views)
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Fat Tails View Post
Yes, provided you make up your mind, which algorithm you want to use for forecasting the indicator values.

@Fat Tails,

So you are saying the projected value (next bar or whatever) would simply be stored under the current bar index [0], but simply offset on the chart? Is there a parameter that can be loaded in the Init to set the offset?

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