Slope method return clarification

[itrader46]

Hello

I am trying to use the slope of a moving average in my indicator, but it is not clear to me what the slope method actually returns.

When I print the result of " Math.Atan(Slope(T31, 10, 0)) * 180 / Math.PI ", it shows about 3.4466, which according to the formula it should be decimal degrees, but on the chart it looks like over the last 10 bars, the slope is steeper than 45 deg, so my question is: what is 3.4466, as it can't possibly be decimal degrees?

What I am trying to achieve is determining when the moving average has been rising for a certain number or periods.

Thank you

[NinjaTrader_ChelseaB]

Hello itrader46,


45 degrees would be a vertical line.. If its greater than 45 then its sloping in the other direction and the Slope() method will provide a negative value

[itrader46]

Hi Chelsea.

I'm sorry, but you lost me here: 45 degrees would be a vertical line? How is that?

And, in my case, what is 3.4466 related to a line rising at an angle of about 60 degrees from the horizontal?

[NinjaTrader_ChelseaB]

Hello itrader46,

Apologies, you are correct, a 45 degree angle would be a true diagonal.. 90 degrees would be a vertical line..

I recommend you print the bar values so that we can see if this makes sense.

Try the following print:

Print(string.Format("{0} | T31[0]: {1} - T31[10]: {2} / 10 = {3}, Slope: {4}, Degrees: {5}", Time[0], T31[0], T31[10], ((T31[0] - T31[10]) / 10), Slope(T31, 10, 0), (Math.Atan(Slope(T31, 10, 0)) * 180 / Math.PI)));

What is the output from this on the bar in question?

[itrader46]

Hi Chelsea

I modified the print slightly as below to make it easier readable and this is the result:

Bar [0]: 6132 | T31[0]: 47.37 - T31[10]: 47.75 / 10 = -0.04, Slope: -0.04, Degrees: -2.13, Bar [10]: 6122
-
Bar [0]: 6133 | T31[0]: 47.35 - T31[10]: 47.75 / 10 = -0.04, Slope: -0.04, Degrees: -2.30, Bar [10]: 6123
-
Bar [0]: 6134 | T31[0]: 47.32 - T31[10]: 47.74 / 10 = -0.04, Slope: -0.04, Degrees: -2.39, Bar [10]: 6124
-
Bar [0]: 6135 | T31[0]: 47.30 - T31[10]: 47.71 / 10 = -0.04, Slope: -0.04, Degrees: -2.36, Bar [10]: 6125
-

I suppose the degrees values would be right after all, given the fact that the length is 10 and the height is -0.41, as in the case of the last print, but it looks nothing like on the chart.

Since that is of not much use if I wanted to find T31 falling over the last 10 bars, do you have any advice on how to achieve that?

Print(string.Format("Bar [0]: {0} | T31[0]: {1:F2} - T31[10]: {2:F2} / 10 = {3:F2}, Slope: {4:F2}, Degrees: {5:F2}, Bar [10]: {6}", CurrentBar, T31[0], T31[10], ((T31[0] - T31[10]) / 10), Slope(T31, 10, 0), (Math.Atan(Slope(T31, 10, 0)) * 180 / Math.PI), (CurrentBar - 10)) + "\r\n-");

[NinjaTrader_PaulH]

Hello itrader46,

Thanks for your reply.

Regarding, "I wanted to find T31 falling over the last 10 bars, do you have any advice on how to achieve that?"

A positive slope value would indicate rising, a negative slope value would indicate falling.