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NinjaTrader
May 2008 Stocks & Commodities ("The Quest For Reliable Crossovers")
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In the original formula the values assigned were 0. Imagine if you have ES trading at 1265, and the first value of the calculation for your moving average is 0.
For a period of 144, the first thousand bars - equivalent to 10 days for a 15 min chart - are completely false as the 0 that is assigned for CurrentBar = 0 is carried into the recursive formula -> see chart.
If you want to leave it false and let it use a price of zero to calculate an average, I do not mind. But open and close of the first bar are certainly better values to start the calculation.
Originally posted by NinjaTrader_Josh View PostNot sure how valid it is to just arbitrarily assume initializing values to be open/close like that, but if that is the implementation you find acceptable feel free to use it in your own usage.Last edited by Harry; 01-11-2011, 06:36 PM.
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Full list of TASC files to download
I created this html file so you can just left-click and save the zip file (or in Firefox I think it is ctrl-leftclick to do save as). There are a few missing. Did NT miss a couple of issues?
They seem to start in Dec 2007 and go to the present. There is an April 2011 download already out there.
I had to change the extension to .txt for uploading. Just take this off and load the html file into your browser.
Enjoy.Attached Files
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