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Shifted SMA Crossover
 Post subject: Shifted SMA Crossover Post rating: 0   New post Posted: Thu 15 May, 2014, 03:11 

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Joined: Mon 16 Dec, 2013, 23:25
Posts: 9
Location: United StatesUnited States
Greetings,

I have been working with the attached SMA cross strategy with a fast period of 10 and a slow period of 30. The strategy works but I would like to shift the slow average forward in time by 5 bars and the fast average back in time 5 bars and then buy and sell the crosses as in the non-shifted moving average version. I have not been able to shift the moving averages and have the crosses detected, is it possible to shift the moving averages?

Thank you kindly,

gmoney7


Attachments:
SMACROSSTEST.vfs [34.72 KiB]
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 Post subject: Re: Shifted SMA Crossover Post rating: 0   New post Posted: Thu 15 May, 2014, 14:17 
Visual JForex expert at Dukascopy
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User rating: 288
Joined: Thu 18 Apr, 2013, 09:26
Posts: 1496
Location: Switzerland, Geneva
Greetings,

Thanks for your post.
In visual Jforex, the shift value that is available in some indicators is defined as the given number of previous values of the indicator with regards to the current one (Last price). When you set shift = 5 on a 10mn chart, you're currently looking into the indicator level of 5 candles ago and so on...

What you're talking about is the feature available in Jforex called also 'shift' which is basically the capability of dragging the indicator along (forward/backward). This is unfortunately not available in Visual and neither planned in the near future.

Rgds


 
 Post subject: Re: Shifted SMA Crossover Post rating: 0   New post Posted: Fri 16 May, 2014, 01:51 

User rating: 0
Joined: Mon 16 Dec, 2013, 23:25
Posts: 9
Location: United StatesUnited States
Thank you Sir,

I appreciate your prompt answer...


Best regards,

gmoney


 

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