Testing Moving Averages with a Selectable Applied Price

Summary

This document describes a modification to a standard moving average indicator that adds a selectable applied-price input. The author wanted to test how the indicator relates to bar formation, but found that the standard version did not allow choosing a price type from the applied-price options during a test. Adding that parameter lets the user select the price series used in the moving average calculation while testing.

The document explains the feature’s purpose, but provides no performance results, comparison across price types, detailed calculation method, or guidance on interpreting outcomes. The change supports indicator experimentation and backtesting; it does not establish that any applied price is more useful or profitable. Its scope is limited to configuring the indicator’s input for tests.

Key ideas

• The modified moving average adds a parameter for selecting the applied price.
• The parameter allows different price types to be chosen during testing.
• The stated motivation is to examine the relationship between bar formation and the indicator.
• The document reports no test results or evidence favoring a particular price type.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.