Multiples Moving Average and "Slope"
Hello guys!
I have one Excel spreadsheet that helps me to buy/sell stocks automaticly, which allows me to earn some extra money and to have some fun.
It uses basically moving averages, "moving slope", and some math/conditions to decide if it should buy, keep or sell.
I intent to use rapidminer to expand this "algorithm", using time series extension and other cool features that Rapidminer has!
However I have some questions regarding the best way to adapt my Excel (that already works well) to Rapidminer.
1) How can I have multiples "Moving average" without having to multiply my data, connect to Moving average, rename the column then join with the other Moving average output
2) Is there any easy way to implement a "moving slope". I am wondering how to get the last 10 rows (for instance) and calculate its slope/angular coefficiente.
 I am consedering to use the Windowing operator and do the math manually to get the slope, but I dont know either if it will work or if there is another easier way to do that.
Thanks
Best Answer

wirtcal Member Posts: 16 Maven
Hello,
I have decided to keep the 'multiply/movingaverage/rename/join' process. It's lighter than I thought.
Fo the Slope calculation, I am using the 'Lag' operator then calculating the slope manually using the 'generate attribute' operator.
So far so good!
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