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Hi everyone...
Okay, here it is; I want to code a moving average of the last x bars,
except for a bar which actually passed through that ma. On that bar, I want
the calculation to be on the point where the bar actually passed the ma.
Meaning, on a 10 period ma, I`m following the market with 60min bars,ma
being updated every tick. If the price is still under the ma, then the
current ma value consists of the last 9 closes and the current price. But
should the price actually touch this value, the ma would stop updating, and
would for the next bar consist of 8 closes, 1 "touched" value, and the
current price of that price. Is this feasible? Is this possible? Is this
sane......?
Thanks in advance,
Philip
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