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Date/Time: Wed, 25 Dec 2024 06:47:32 +0000



[User Discussion] - Moving average formula help

View Count: 825

[2015-11-06 02:27:14]
User314747 - Posts: 7
I have a particular formula im trying to define. Im currently implementing an 8 moving average strategy (ID11.SG1) and I want to avoid divergences in a minute by minute time frame. Meaning not taking prior trades based on price, for instance if at 9:32:00 price action averages 50.31 and price action at 9:33:00 averages 50.30 I would want to negate (false) the 9:33:00 time frame due to the price action being lower based on the 8 moving average. Below is what I currently am using that has failed to bring results.

Thanks for the help,

=IF(ID11.SG1@3-62> ID11.SG1@63-122, TRUE, FALSE)
[2015-11-06 02:45:12]
User314747 - Posts: 7
One more thing...Im also utilizing an underlay on the second chart that is the reasoning for the multiple cells within the formula.
[2015-11-06 04:12:05]
Sawtooth - Posts: 4142
You'll need to use the OFFSET function to get the MA value 62 bars previous. (And you can do it without the IF function when you only need a real-time Boolean result.) Try this:

=OFFSET(ID11.SG1@3,62,0)>OFFSET(ID11.SG1@63,62,0)
[2015-11-11 18:00:46]
User713273 - Posts: 409
Wouldnt it be =OFFSET(ID11.SG1@3,62,0)>OFFSET(ID11.SG1@63,122,0) since 3-62 would be referencing the 9:32:00 time frame while 63-122 would be referencing the 9:33:00 timeframe?

Thx
[2015-11-11 23:54:24]
Sawtooth - Posts: 4142
=OFFSET(ID11.SG1@63,122,0) would reference 122 rows(bars) earlier than row 63.
(The spreadsheet array is in descending order by time).

On a 1 second chart: To reference the first second of the previous minute from the current first second of the current minute (in row 3), the offset is 60:
=OFFSET(ID11.SG1@3,60,0)

If the current first second of the current minute (in row 3) is 09:34:00 then =OFFSET(ID11.SG1@3,60,0) references the 09:33:00 bar.
=OFFSET(ID11.SG1@63,60,0) would reference the 09:32:00 bar.
=OFFSET(ID11.SG1@63,120,0) would reference the 09:31:00 bar.

This assumes there is a bar printed each second. To assure this, go to Chart Settings >> Advanced Settings and check 'Include Columns With No Data'.

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