Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

What type of mathmatics is this issue most relevant to ?

  1. Dec 6, 2011 #1
    I would love to say I am mathematically gifted ...but it just wouldn't be true:wink: .
    Can someone possibly point me in the right direction in regards to which type of mathematics this issue is most relevant to.


    I am trying to improve on the accuracy of my current logic for smoothing the color defining transitions in a moving average without disturbing the entry and exit points of blatant directional changes?

    Due to the standard way of coding a color alternating signal line being an either or approach, minuet changes in the direction are approached as pretty much True or False in nature. All of this ultimately allowing for what I personally refer to as micro chop or false signals.


    I have had some success in limiting the issue by replacing the standard price input with (High + Low)/2 as opposed to Close, as well as changing the number of prior bars referenced from 1 to 2 (This creates further lag by one bar, but does a provide a subtle improvement)

    Code (Text):

    { Color criteria }
    if (Value1 > Value1[2]) then
        SetPlotColor[colourDeltaBar](1, upColour)
    else if (Value1 < Value1[2]) then
        SetPlotColor[colourDeltaBar](1, downColour);
    I have contemplated using a percentage of variance or some form of a slope calculation to allow for a margin of error, but I just can't seem to wrap my head around which would be more effective and adaptive to various circumstances.

    Any suggestions would be much appreciated.
  2. jcsd
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?