StockFetcher Forums · General Discussion · Angle of a Moving Average<< >>Post Follow-up
novacane32000
273 posts
msg #107529
Ignore novacane32000
8/10/2012 3:07:23 PM

Does anyone know how to determine the angle of a (ma)?

I am thinking this can be used as a gauge to quickly determine Up-Flat -Down markets using longer (ma) such as the 50.

Cheese
118 posts
msg #107530
Ignore Cheese
8/10/2012 3:20:32 PM

There are some clever ideas here:
http://forums.stockfetcher.com/sfforums/?q=view&tid=55214&start=0&isiframe=


four
3,995 posts
msg #107531
Ignore four
8/10/2012 3:25:39 PM

using SLOPE...

Fetcher[
Show stocks where the 20 day slope of the ma(50) is between 0.001 and -0.001
Show stocks where the 20 day slope of the ema(50) is between 0.001 and -0.001
close > 10
volume > 123123
]



novacane32000
273 posts
msg #107537
Ignore novacane32000
8/11/2012 9:52:26 AM

Four-Cheese Thanks. Very helpful.

Kevin_in_GA
4,538 posts
msg #107539
Ignore Kevin_in_GA
modified
8/11/2012 4:35:44 PM

The angle of a moving average is sort of irrelevant in that unless it is normalized by percent gain you cannot compare one to another since the abscissa (x-axis) is always the same and the ordinate (y-axis) values are different. Think about comparing AAPL at $620 to MSFT at $30. The angle of the 5 - day slope cannot be compared unless it is in percent move; therefore I would suggest using ROC instead.

One further comment - ROC is calculated just by the begin and end values, and does not take into account the volatility or "bumpiness" of the ride. The reason I say this is that you are talking about the slope of the MA, but that's not what you are buying when you enter the trade. SF has a little used indicator called "rsquared" (the syntax is rsquared(close,days)) that might be of interest to folks here. It basically looks for stocks that are trending in a straight line.

StockFetcher Forums · General Discussion · Angle of a Moving Average<< >>Post Follow-up

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