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{ TSM Moving Average : Moving average system
 Copyright 2025 P J Kaufman. All rights reserved. }
{ strategy (1 - 10) as follows:
1. Moving average
2. Average-off
3. Weighted moving average
4. Triangular moving average
5. Pivot point moving average
6. Standard deviation moving average
7. Moving median
8. Geometric moving average
9. Exponential moving average
10. Linear regression
}
 input: strategy(1), period(20), SDvalue(0.05), 
usefutures(false), longonly(false);
 vars: signal(0), psignal(0), trend(0), size(1), ix(0), INT 
middle(0), 
 value(0), SD(0), SDpercent(0), prod(0), root(0), 
 smooth(0), newprice(0), sumofprices(0), sumofweights(0), 
 INT start(0), stockinvestment(10000), futuresinvestment(25000),
 ATRper(20), equity(0), adate(" "), totalPL(0), 
NAV(100), 
 returns(0), cumreturn(0), todayPL(0), totalLong(0), totalShort(0);
array: pricearray[150](0), sortprices[150](0), sortedarray[150](0);
 
if usefutures then
 size = futuresinvestment/(Avgtruerange(ATRper
)*bigpointvalue)
 else
 size = stockinvestment/close;
// 1. Moving Average
if strategy = 1 then begin
 trend = average(close,period);
 end;
// 2. Average off
if strategy = 2 then begin
 If Currentbar = 1 then
 trend = average(close,period)
 else
 trend = ((period - 1)*trend[1] + close)/period;
 end;
// 3. Weighted moving average
if strategy = 3 then begin
 sumofprices = 0;
 sumofweights = 0;
 for ix = 0 to period - 1 begin
 sumofweights = sumofweights + ix + 1;
 sumofprices = sumofprices + (ix+1)*close[ix];
 end;
 trend = sumofprices/sumofweights;
 end;
// 4. Triangulation
if strategy = 4 then begin
 middle = period/2;
// increase weights towards middle
 sumofprices = 0;
 sumofweights = 0;
// prices increase towards middle
 for ix = 0 to middle begin
 sumofweights = sumofweights + ix + 1;
 sumofprices = sumofprices + (ix+1)*close[ix];
 end;
 value = 0;
 for ix = period to middle - 1 begin
 value = value + 1;
 sumofweights = sumofweights + value;
 sumofprices = sumofprices + value*close[ix];
 end;
 trend = sumofprices/sumofweights;
 end;
// 5. Pivot-Point moving average
if strategy = 5 then begin
 start = period - period/3;
 sumofprices = 0;
 sumofweights = 0;
 value = start + 1;
 for ix = 0 to period - 1 begin
 value = value - 1;
 sumofweights = sumofweights + value;
 sumofprices = sumofprices + value*close[ix];
 end;
 trend = sumofprices/sumofweights;
 end;
// 6. Standard deviation moving average
if strategy = 6 then begin
 SD = stddev(close,period);
 SDpercent = (SD - SD[1])/SD;
 trend = average(close,period) + 
SDvalue*SDpercent;
 end;
// 7. Moving median
if strategy = 7 then begin
// move prices to array
 for ix = 0 to period - 1 begin
 pricearray[ix + 1] = close[ix];
 end;
 value1 = sortarray(pricearray,period,1);
 trend = pricearray[period/2];
 end;
 // 8. Geometric moving average
if strategy = 8 then begin
 prod = 1;
 for ix = 0 to period - 1 begin
 prod = prod*close[ix];
 end;
 root = 1/period;
 trend = power(prod,root);
 end;
// 9. Exponential smoothing
if strategy = 9 then begin
 smooth = 2/(period + 1);
 trend = trend[1] + smooth*(close - trend[1]);
 end;
// 10. Linear regression, slope increasing or decreasing
if strategy = 10 then begin
 trend = linearregslope(close,period);
 if trend > 0 then begin
 buy to cover all shares next bar on open;
 buy size share next bar on open;
 signal = 1;
 end
 else if trend < 0 then begin
 sell all shares next bar on open;
 if longonly = false then begin
 sell short size share next bar on open;
 end;
 signal = -1;
 end;
 end;
// common entry code
if strategy <> 10 then begin
 if trend > trend[1] then signal = 1
 else if trend < trend[1] then signal = -1;
// new long position
 if psignal <= 0 and signal > 0 then begin
 buy to cover all shares next bar on open;
 buy size shares next bar on open;
 end
 else if psignal > 0 and signal < 0 then begin
 sell all shares next bar on open;
 if longonly = false then begin
 sell short size shares next bar on 
open; 
 end;
 end;
 end;
psignal = signal;
 equity = netprofit + openpositionprofit;
todayPL = equity - equity[1];
if psignal > 0 then
 totalLong = totalLong + todayPL
 else if psignal < 0 then
 totalShort = totalShort + todayPL;
totalPL = totalPL + equity - equity[1];
returns = (equity - equity[1])/stockinvestment;
cumreturn = cumreturn + returns;
if usefutures = false then
 NAV = 100
 else
 NAV = NAV[1]*(1 + returns);
 
adate = ELdatetostring(date);
 If Currentbar = 1 then print(file("c:\TradeStation\
Smoothing.csv"), 
 "Date,Close,Signal,Size,TotalShort,TotalLong,To
talPL,Returns,CumReturn,NAV");
 print(file("c:\TradeStation\Smoothing.csv"),adate, ",", 
close:8:6, ",", 
 signal:5:0, ",", size:8:3, ",", totalShort:8:0, ",", totalLong:8:0, ",", 
 totalPL:8:0, ",", returns:6:4, ",", cumreturn:8:4, ",", 
NAV:9:4);