Algorithm Help - "Average of Highs"

[cgeorgan]

To any programmers out there -

I'm trying to think of an algorithm that essentially takes an "average of highs." I'm not quite certain how to approach this.

I'm working with an oscillator, and I'd like to know, on average, the high points (and, by corollary, the low points) that this oscillator has reached over a set amount of time, and even since the oscillator's instantiation.

Any ideas how to approach this? All suggestions are welcome.

[koganam]

To any programmers out there -

I'm trying to think of an algorithm that essentially takes an "average of highs." I'm not quite certain how to approach this.

I'm working with an oscillator, and I'd like to know, on average, the high points (and, by corollary, the low points) that this oscillator has reached over a set amount of time, and even since the oscillator's instantiation.

Any ideas how to approach this? All suggestions are welcome.

How are you defining a "high point" on an oscillator ?

[cgeorgan]

How are you defining a "high point" on an oscillator ?

Exactly, I'm not even sure how to approach this.

[NinjaTrader_Bertrand]

Exactly, I'm not even sure how to approach this.

Perhaps the Swing indicator running on the Osc?

[koganam]

Exactly, I'm not even sure how to approach this.

Unfortunately that is the problem with computers. We can only code the thing if we have a precise definition.

[Zeos6]

Hi cgeorgam,

Not sure what you are trying to do but perhaps the highs of your oscillator can be looked at as swing highs (using the same approach) - and the lows as swing lows). You can then create a custom data series of the highs and lows and apply an SMA or EMA,...etc to it. If you are running time charts then you might be able to to get the time span and calculate the average high(or low) over that time period. Hope this helps.