- ago
I could not find the Gaussian smoothing function within the code editor. If not available, how to go about to implement it with EMA?
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Glitch8
 ( 12.10% )
- ago
#1
There is a Gaussian indicator in the TASC Indicators library. Here's an example using it in the code editor:

CODE:
using WealthLab.Backtest; using WealthLab.Core; using WealthLab.TASC; namespace WealthScript3 { public class MyStrategy : UserStrategyBase { //create indicators and other objects here, this is executed prior to the main trading loop public override void Initialize(BarHistory bars) {          indicator = new Gaussian(bars.Close,50,3);     PlotIndicator(indicator); } //execute the strategy rules here, this is executed once for each bar in the backtest history public override void Execute(BarHistory bars, int idx) { }       //declare private variables below       private Gaussian indicator; } }
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- ago
#2
Thanks Glitch. How do use this indicator on an equity curve?
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- ago
#3
QUOTE:
How do use this indicator on an equity curve?

Your question has already been answered before and you accepted the solution:

https://www.wealth-lab.com/Discussion/More-averaging-indicator-choices-to-operate-on-backtest-results-Equity-curve-6268
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- ago
#4
I mentioned to use yours and Glitch codes to perform equity plotting, which I did but got stuck when try to implementing the particular indicator for the equity curve.
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- ago
#5
Just follow the code by Glitch. It's illustrative to teach you how to apply a TimeSeries like Gaussian to another TimeSeries like equity. If you're certain about having exhausted all the possibilities, please use the linked discussion to show your actual code with Gaussian indicator applied to equity and tell us where you got stuck:

https://www.wealth-lab.com/Discussion/More-averaging-indicator-choices-to-operate-on-backtest-results-Equity-curve-6268
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