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Hello,
Couple of newbie questions...
How do I get the Exponential moving average of the prior day / time period ?
For example, something like:=
Avg1 = XAverage(close,40);
And then we can compare Avg1 with Avg1[1]...
(Where Avg1 is current and Avg1[1] is prior)
And, how can I setup a stop loss order ? I see that there is a StopMarketOrder class,
Is that what I have to use ?
I would like to set a stop using the average true range.
I am using the clone of the exponential moving average cross-over
strategy as a starting point.
Thanks
Nicholas Stein
private RollingWindow Avg1;
Then you canAvg1.Add(new IndicatorDataPoint(this.time, XAverage.Current.Value);and access it withif (Avg[0].Value == Avg[1].Value){ // do something }Michael Handschuh
var ema = EMA("SPY", 40);We can put the old emas into a rolling window as suggested by @Nicholas:int historyLength = 10; var window = new RollingWindow(historyLength);
// this next line says each time we get a new ema value, add it to our window
ema.Updated += (sender, args) => window.Add(args); Now we can access and compare the way @Nicholas shows:// if today's ema is greater than yesterday's ema if (window[0] > window[1]){ // do something magic }Nicholas Stein
Mark Axmann
I know this is an old thread, but would this code go in the initialize or the OnData event. Specifically for the .Updated event to fire. Does that happen no matter where you call EMA()? Thanks
Michael Manus
on the right there are some examples provided by the QC team.
check them out
there is for example one file called MovingAverageCrossAlgorithm. which you can copy paste into the algo lab and play with that.
(its an ema crossover example)
Roger Doss
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