Bolton Smith TMA

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  • #65057
    Jonathan
    • Topics: 37
    • Replies: 57
    • Posts: 94

    Hey,
    I’d like to play around with a new script idea.

    I’d like to test out Bolton Smith’s TMA.

    My understand is that we need to wait for a clustering of the triple moving average (5,15,30)… Clustering to me is when they come, perhaps within 0.5% of each other.

    Then I want to see when the 15 period moves above 30, with the 5 on top. And then I want to see where the 5 falls below the 15.
    is this something that can also be backtested. ?

    • This topic was modified 1 month ago by Jonathan. Reason: tag
    #65063
    Darren
    • Topics: 66
    • Replies: 634
    • Posts: 700

    Thanks Jonathan. Sure – you can use a couple of WITHINRANGE() functions for when any values are within X% of each other:

    For the other test you can use something like this:

    1 user thanked author for this post.
    #65083
    Jonathan
    • Topics: 37
    • Replies: 57
    • Posts: 94

    Thanks Jonathan. Sure – you can use a couple of WITHINRANGE() functions for when any values are within X% of each other:

    For the other test you can use something like this:

    • This reply was modified 1 month ago by Jonathan.
    #65087
    Jonathan
    • Topics: 37
    • Replies: 57
    • Posts: 94

    Also this one came up.

    #65091
    Darren
    • Topics: 66
    • Replies: 634
    • Posts: 700

    You can only have two variables in a WITHINRANGE() function, so if using three MAs you would need two WITHINRANGE() functions.

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