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catching dataseries from DoubleMA


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max-td's Avatar
 max-td 
Frankfurt
 
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Hi,
the DMA is all arround here in new modifications now.
I just "came over" from the old original version - now looking for to use that new thing in strategys. Therefor we need to have different dataseries to catch
If there are ideas to this, here we can make a code-sample-collection !

max-td

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 Big Mike 
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max-td,

There is a version of DoubleMA posted here:


There are a few more tweaks being made, but you can download that one for now to get the "latest" build.

There should be a Signal dataseries and a DMV dataseries. Signal would be -1 for short, 0 for neutral, and 1 for long. DMV dataseries will show the DoubleMA value no matter which plot it is occuring on.

Here is some code that I wrote earlier tonight that may be of use. I've not tested it!

 
Code
//
// determine last DoubleMA neutral plot
//

// DMAneutral is a dataseries you need to define
// dmantemp is a double you need to define
// DMAadxvma is optimizable param you need to define
// DMAzlema is optimizable param you need to define


if (DoubleMA(DMAzlema, NinjaTrader.Indicator.MAV.MAType.ZeroLagEMA, DMAadxvma, NinjaTrader.Indicator.MAV.MAType.ADXVMA).Signal[0] != 0)

if (DoubleMA(DMAzlema, NinjaTrader.Indicator.MAV.MAType.ZeroLagEMA, DMAadxvma, NinjaTrader.Indicator.MAV.MAType.ADXVMA).Signal[1] == 0)

                {
                    DMAneutral.Set(DoubleMA(DMAzlema, NinjaTrader.Indicator.MAV.MAType.ZeroLagEMA, DMAadxvma, NinjaTrader.Indicator.MAV.MAType.ADXVMA).NeutralPlot[1]);
                }
            
            if (DMAneutral[0] != 0)
                dmantemp = DMAneutral[0];
            else
                DMAneutral.Set(dmantemp);
Mike

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Last Updated on June 12, 2009


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