TMA True Slope

[babalu4u]

Hi,

The indicator calculate TMA True Slope and SMA of TMA. You must have also Average True Range indicator instaled!
This was my first experience with C# and cAlgo and I must say that is izzy to migrate.

[babalu4u]

And here is the code:

Code: Select all

 //#reference: AverageTrueRange.algo

    using System;
    using cAlgo.API;
    using cAlgo.API.Indicators;

    namespace cAlgo.Indicators
    {
        [Indicator(IsOverlay = false)]
        public class TMASlope_01 : Indicator
        {
          private AverageTrueRange _averageTrueRange;
          private WeightedMovingAverage _weightedMovingAverage;
          private SimpleMovingAverage _simpleMovingAverage;
          
            [Parameter(DefaultValue = 14)]
        	public int smaPeriod { get; set; }
        	
            [Output("TMA", Color = Colors.Gray, PlotType = PlotType.Histogram)]
            public IndicatorDataSeries TMA { get; set; }

            [Output("Positive TMA", Color = Colors.Green, PlotType = PlotType.Histogram)]
            public IndicatorDataSeries TMA_Up { get; set; }
            
            [Output("Negative TMA", Color = Colors.Red, PlotType = PlotType.Histogram)]
            public IndicatorDataSeries TMA_Down { get; set; }

			[Output("Sma", Color = Colors.Red)]
        	public IndicatorDataSeries Sma { get; set; }
        	
            protected override void Initialize()
            {
                _weightedMovingAverage = Indicators.WeightedMovingAverage(MarketSeries.Close, 21);
                _averageTrueRange = Indicators.GetIndicator<AverageTrueRange>(100);
                _simpleMovingAverage = Indicators.SimpleMovingAverage(TMA, smaPeriod );
            }
           
          double calcPrevTrue( int index )
          {
             double dblSum  = MarketSeries.Close[ index - 1] * 21;
                double dblSumw = 21;
                int jnx, knx;
       
                dblSum  += MarketSeries.Close[ index ] * 20;
                dblSumw += 20;

                for ( jnx = 1, knx = 20; jnx <= 20; jnx++, knx-- )
                {
                   dblSum  += MarketSeries.Close[index - 1 - jnx ] * knx;
                   dblSumw += knx;
                }
             return ( dblSum / dblSumw );
          }


            public override void Calculate(int index)
            {
                double dblTma, dblPrev;
                double atr =_averageTrueRange.Result[index - 10] / 10;
                double gadblSlope = 0.0;

                if ( atr != 0 )
                {
                   dblTma =_weightedMovingAverage.Result[index];
                   dblPrev = calcPrevTrue( index );
                   gadblSlope = ( dblTma-dblPrev ) / atr;
                }
                
                TMA[index] = gadblSlope ;

                if( TMA[index]>0)
                {
                TMA_Up[index] = TMA[index] ;
                TMA_Down[index] = 0 ;
                }
                if(TMA[index]<0)
                {
                TMA_Down[index] = TMA[index] ;
                TMA_Up[index] = 0 ;
                }
                Sma[index] = _simpleMovingAverage.Result[ index ] ;
            }
        }
    }

[excalibre30]

What does TMA mean bro? Trying to understand this but can not find a reference to it's meaning. Is this what Nanningbob uses?

[milanese]

What does TMA mean bro? Trying to understand this but can not find a reference to it's meaning. Is this what Nanningbob uses?

TMA=Triangular moving average

Cheers

Tommaso

[excalibre30]

What does TMA mean bro? Trying to understand this but can not find a reference to it's meaning. Is this what Nanningbob uses?

TMA=Triangular moving average

Cheers

Tommaso

Thanks Tommaso.

I read that it is the origin of CSS but I also read that TMA has to be used in conjuction with css. I'm confused.

[milanese]

Thanks Tommaso.

I read that it is the origin of CSS but I also read that TMA has to be used in conjuction with css. I'm confused.

yes this is right the TMA-Slope is base for the CSS, CSS is the TMA slope calculation using all selected pairs for the calculation, too you can look at the TMA bands, if you read the 10.7 thread http://www.stevehopwoodforex.com/phpBB3 ... =38&t=3549 and the CSS thread http://www.stevehopwoodforex.com/phpBB3 ... =38&t=3556 you will understand it better..

Cheers

Tommaso

[SpiderX]

TMA=Triangular moving average

Cheers

Tommaso

Hi Tommaso

Can you point to a discussion specifically on this or maybe write an article on this ?
The forum seems to assume everyone knows about this.

Cheers

[milanese]

TMA=Triangular moving average

Cheers

Tommaso

Hi Tommaso

Can you point to a discussion specifically on this or maybe write an article on this ?
The forum seems to assume everyone knows about this.

Cheers

I will take a look if I find some time ..

Cheers

Tommaso

[milanese]

TMA=Triangular moving average

Cheers

Tommaso

Hi Tommaso

Can you point to a discussion specifically on this or maybe write an article on this ?
The forum seems to assume everyone knows about this.

Cheers

I will take a look if I find some time ..

Cheers

Tommaso

I added some information about the TMA to the KnowLedge base http://www.stevehopwoodforex.com/phpBB3/kb.php?a=16

Cheers

Tommaso