Smoothing time series data in order to remove noise usually produces an indicator that moves slower than the original time series. For example, a 30 day MA has 15 days of delay. Lots of people tried to solve this problem. This is my (and A.Kondakov) variant (Blue and White lines). Red line - 14 MA.
Lines
- Thread starter UM_manager
- Start date
The code for White line.
)Strategy)
Inputs: Level1(0), Level2(0), Level3(0);
If C-UMline>Level1 then Sell ("UMS") At Market;
If C-UMLine < level2 then ExitShort from entry ("UMS") At Market;
If C-UMline<-Level1 then Buy ("UMB") At Market;
If C-UMLine>level3 then ExitLong from entry ("UMB") At Market;
GBP/USD report. Grail?
Inputs: Level1(0), Level2(0), Level3(0);
If C-UMline>Level1 then Sell ("UMS") At Market;
If C-UMLine < level2 then ExitShort from entry ("UMS") At Market;
If C-UMline<-Level1 then Buy ("UMB") At Market;
If C-UMLine>level3 then ExitLong from entry ("UMB") At Market;
GBP/USD report. Grail?
