NexusFi: Find Your Edge


Home Menu

 





Predicting a crossover or moving average for next bar


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one Trader.Jon with 4 posts (8 thanks)
    2. looks_two Big Mike with 2 posts (1 thanks)
    3. looks_3 zikonc with 1 posts (4 thanks)
    4. looks_4 cbritton with 1 posts (0 thanks)
      Best Posters
    1. looks_one zikonc with 4 thanks per post
    2. looks_two Trader.Jon with 2 thanks per post
    3. looks_3 WoodyFox with 1 thanks per post
    4. looks_4 Big Mike with 0.5 thanks per post
    1. trending_up 11,953 views
    2. thumb_up 14 thanks given
    3. group 6 followers
    1. forum 11 posts
    2. attach_file 1 attachments




 
Search this Thread

Predicting a crossover or moving average for next bar

  #11 (permalink)
 
Trader.Jon's Avatar
 Trader.Jon 
Near the BEuTiFULL Horse Shoe
 
Experience: Beginner
Platform: NinjaTrader
Broker: MBTrading Dukascopy ZenFire
Trading: $EURUSD when it is trending
Posts: 473 since Jul 2009
Thanks Given: 401
Thanks Received: 184


Richard View Post
For the range bar case in particular, you can give 100% accurate minimum and maximum bounds on an event, as described here:

RWT-006

... which to me makes it the most interesting case. There are times when your price indicators basically have no choice but to go somewhere within n-bars, because there is a strict bound on where price itself can go within n-bars. I think this is an under-utilized phenomenon in TA .... since if you are trying to identify the explosions it won't do at all to assume price never moves
[P.S. I don't mind being called Gary as long as you keep linking to my site ]

oops ... did I mention the lack of caffein??

Thanks for your work, RICHARD !

Mike: about those different moving average types ... lol

I think I'll go play with that 'under-utilized phenomenon' ... RICHARD's 'predictive' algo is about to be downloaded ... let's see if aggressive or conservative can also be predicted

Thanks to all
TJ

Started this thread Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Are there any eval firms that allow you to sink to your …
Traders Hideout
NexusFi Journal Challenge - April 2024
Feedback and Announcements
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
need some ninjascript help
Traders Hideout
Deepmoney LLM
Elite Quantitative GenAI/LLM
 

  #12 (permalink)
 
WoodyFox's Avatar
 WoodyFox 
Columbus, Ohio
 
Experience: Intermediate
Platform: NinjaTrader
Trading: Futures
Posts: 409 since May 2016
Thanks Given: 196
Thanks Received: 876

I can't wrap my head around this. So lets say we want the close[0] where a 200 SMA will Cross the 50 SMA one bar (Period) ahead of time. Couldn't we just set them equal to each other using:
X = Close Needed
A = SUM of prior 199 Closes
B = SUM of prior 49 Closes

(A + X) / 200 = (B + X) / 50

Solve for X or (New Close)

X = ( A - 4B ) / 3

***Or is this really bad algebra? What am I doing wrong, or is this the wrong approach?

CrossClose[0] = ( SUM(199)[0] - 4*SUM(49)[0] ) / 3

Reply With Quote
Thanked by:





Last Updated on September 16, 2019


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts