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Portfolio123 » List all forums » Forum: Simulations and Portfolios » Thread: alternatives to Close(60) / Close(120) |
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Total posts in this thread: 3 |
[Request a Feature]
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dab
Member
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A number of technical rankings here are formed from ratios like Close(60) / Close(120). This ratio seems like it should usually work well enough, but could give you some noise if either of those end points were unusual for the period. There are lots of alternative ways to analyze a period if one end point is today, but not so much for two end points in the past. I can't see how to, for example, get an average of closes between 60 and 120 bars ago. So I'm looking for other ways to rank the period from 60 to 120 bars ago. Is there anything that could replace the Close() ratio that is softer, or less subject to a noisy end point? -- David |
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marco
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Creating a function to calculate the moving average ofsset by a number of bars is simple enough. For example SMA(60,10)/SMA(120,10) This will calculate the 10 bar moving average offset by 60 bars divided by the 10 bar avg offset by 120 bars. Would this work for you? If so a 'Feature Request' should be created. Thanks. ---------------------------------------- Portfolio123 Staff |
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dab
Member
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Okay, I figured there might be something I was missing, but if not then I'll write up a Feature Request. Thanks! -- David |
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