May 2008 Stocks & Commodities ("The Quest For Reliable Crossovers")

[NinjaTrader_JoshP]

Not sure how valid it is to just arbitrarily assume initializing values to be open/close like that, but if that is the implementation you find acceptable feel free to use it in your own usage.

[Harry]

In the original formula the values assigned were 0. Imagine if you have ES trading at 1265, and the first value of the calculation for your moving average is 0.

For a period of 144, the first thousand bars - equivalent to 10 days for a 15 min chart - are completely false as the 0 that is assigned for CurrentBar = 0 is carried into the recursive formula -> see chart.

If you want to leave it false and let it use a price of zero to calculate an average, I do not mind. But open and close of the first bar are certainly better values to start the calculation.

Not sure how valid it is to just arbitrarily assume initializing values to be open/close like that, but if that is the implementation you find acceptable feel free to use it in your own usage.

[cashinvestor]

Full list of TASC files to download

I created this html file so you can just left-click and save the zip file (or in Firefox I think it is ctrl-leftclick to do save as). There are a few missing. Did NT miss a couple of issues?

They seem to start in Dec 2007 and go to the present. There is an April 2011 download already out there.

I had to change the extension to .txt for uploading. Just take this off and load the html file into your browser.

Enjoy.

[koganam]

This is a beautiful resource. I had thought of doing it multiple times, but never quite got around to it.

Thanks for putting this together.