Projecting a Moving Average

NexusFi · 2013-05-13T19:10:48-04:00

Fat Tails, Thanks for the quick response. To answer your question, "What am I trying to achieve".. I've developed an automated Ninja Strategy based on a simple MACD crossover. It doesn't have to be the DiNapoli MACD, the standard one will do. My signals are quite good but they are, IMHO lagging by one bar; if I could get my signal one bar earlier I would have much better entries and exits. In some cases turning a loser into a B/E and good winners into exceptional ones, etc. So I was attempting …

Discussion in NinjaTrader

Updated May 13, 2013

Projecting a Moving Average

May 13th, 2013, 07:10 PM	#31 (permalink)
WolfieWolf Charlottetown, Prince Edward Island Elite Member Experience: Advanced Platform: Ninja Broker: Optimus - Rithmic Trading: GC Posts: 232 since Jul 2010 Thanks Given: 100 Thanks Received: 272	Fat Tails, You might not say that if you could see what I'm looking at. The predicted values are incredibly close to the historic values. I'm starting to think that this is just a matter of a % variance that I should be able to compensate for manually.... I'll play around with it and let you know how it goes. I think your code is actually better than you think. Thanks again for all your awesome work! /W