EMA across multi timeframes
EMA across multi timeframes
20 Jan 2022, 11:44
Hi, wondering if someone can help me with this?
I’m trying to write an EMA over multiple timeframes, but it is not working. When I run it on one timeframe it looks like this
[Parameter("Fast EMA", DefaultValue = 9, Group = "EMA")]
public int FastEMAPeriod { get; set; }
[Parameter("Fast EMA Source", DefaultValue = "Close", Group = "EMA")]
public DataSeries SourceClose { get; set; }
private ExponentialMovingAverage _fastEMA;
_fastEMA = Indicators.ExponentialMovingAverage(SourceClose, FastEMAPeriod);
_fastEMA.Result.Last(1) > _fastEMA.Result.Last(1)
But if I try to do over multiple time frames – Daily, 1 Hour & 5 minute… I’m doing the following, but something is wrong
private ExponentialMovingAverage _fastEMADaily;
private ExponentialMovingAverage _fastEMAHourly;
private ExponentialMovingAverage _fastEMAFiveM;
_dailyBars = MarketData.GetBars(TimeFrame.Daily);
_hourlyBars = MarketData.GetBars(TimeFrame.Hour);
_m5Bars = MarketData.GetBars(TimeFrame.Minute5);
_fastEMADaily = Indicators.ExponentialMovingAverage(SourceClose, FastEMAPeriod);
_fastEMAHourly = Indicators.ExponentialMovingAverage(SourceClose, FastEMAPeriod);
_fastEMAFiveM = Indicators.ExponentialMovingAverage(SourceClose, FastEMAPeriod);
_fastEMADaily.Result.Last(1) > _fastEMADaily.Result.Last(1)
This doesn’t work either. I think there is something wrong with this section
_fastEMADaily = Indicators.ExponentialMovingAverage(_dailyBars, SourceClose, FastEMAPeriod);
_fastEMAHourly = Indicators.ExponentialMovingAverage(_hourlyBars, SourceClose, FastEMAPeriod);
_fastEMAFiveM = Indicators.ExponentialMovingAverage(_m5Bars, SourceClose, FastEMAPeriod);
I appreciate any assistance please
Thanks
Sue
sue.bugg
21 Jan 2022, 07:50
No need to respond, I've figured it out
@sue.bugg