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Does anyone know how to get the moving averages to give consistent values?
I use a long EMA as a part of a mechanical trading system on the ES contracts, and have seen the values of the 150 period EMA on a 15 minute chart change by a point or so from session to session, which leaves me in doubt at times about the validity of a trigger.
On Friday last, I got a long signal at the end of the day, yet now when I look at the chart it isn't there, since the EMA is about 3/4 of a point higher than it was.
The amount of data pulled into the chart will influence the longer lines, so I try to be consistent about that. I use the #f suffix to keep down the effects of the contract changeover. And sometimes the server will give me a closing price that is different by a tick than it showed in the last session.
Still, it's aggravating being long when the chart says (now) that I should be flat. Anyone have any suggestions?
I use a long EMA as a part of a mechanical trading system on the ES contracts, and have seen the values of the 150 period EMA on a 15 minute chart change by a point or so from session to session, which leaves me in doubt at times about the validity of a trigger.
On Friday last, I got a long signal at the end of the day, yet now when I look at the chart it isn't there, since the EMA is about 3/4 of a point higher than it was.
The amount of data pulled into the chart will influence the longer lines, so I try to be consistent about that. I use the #f suffix to keep down the effects of the contract changeover. And sometimes the server will give me a closing price that is different by a tick than it showed in the last session.
Still, it's aggravating being long when the chart says (now) that I should be flat. Anyone have any suggestions?
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