How It Works
Three MA's are used. When the fast MA crosses the middle MA, while the middle MA and the fast MA are below the slow MA, a buy position opens. It is quite the opposite for a sell position - the fast MA crosses the middle MA downward, while the middle MA and the fast MA are above the slow MA.
The lot size for positions to be opened can be fixed or proportional to free margin. There is an additional function to reduce the lot size at losses - the more consecutive losing trades, the smaller the lot size. A trailing stop can be set for an open position.
The image below shows the performance of the Expert Advisor in the strategy tester's visual mode.
It is not recommended to set FastShift, MiddleShift and SlowShift values at less than 1. The Expert Advisor checks the indicators on the zero bar only when the new bar opens (it is not supposed to work on the zero (forming) bar). The original version does not have any external parameters of moving averages whatsoever.
Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/1077
The Expert Advisor operating based on exponential and linear weighted moving averages of the same period.TrendCapture
The Expert Advisor operating based on the SAR and ADX indicators where the permitted trade direction is selected based on trade results.