Moving Average - page 154

[Sergey Golubev]

ATR adaptive SMA - indicator for MetaTrader 5

One of the moving averages that is not often made adaptive is SMA (Simple Moving Average). The reason for that is that it is bound to bars values (unlike, for example EMA - that is used in numerous adaptive averages - that can use fractional periods too) and that makes the calculations a bit complicated and, in some cases the results are going to be "nervous" - they tend to changes slope in some periods very quickly.

That makes it a bit difficult to use it too : using the slope of such an average as a criteria for a trading decision would lead to "change of mind" on almost every bar - and that is not what anybody would like to do. This version makes a possible solution for that : since adaptive SMA is "faster" than the "regular" SMA, you can use the crosses of adaptive to regular SMA as a criteria for trend. Results seem to be acceptable.

[Sergey Golubev]

McGinley dynamic (official) - indicator for MetaTrader 5

The McGinley Dynamic indicator is a type of moving average that was designed to track the market better than existing moving average indicators. It is a technical indicator that improves upon moving average lines by adjusting for shifts in market speed....

Original formula:

Improved formula:

[Sergey Golubev]

Classic Moving Averages with colors - indicator for MetaTrader 5

The five classic moving averages are present:

• Simple moving average
• Exponential moving average
• Smoothed moving average
• Linear weighted moving average
• Smoothed moving average

The indicator displays a colored moving average.

It has three parameters:

• Period calculation period
• Method calculation method
• Price applied prise used for calculation

This version is faster and code is more flexible and reusable

[Jemima Xmoon]

Sergey Golubev:

Classic Moving Averages with colors - indicator for MetaTrader 5

The five classic moving averages are present:

• Simple moving average
• Exponential moving average
• Smoothed moving average
• Linear weighted moving average
• Smoothed moving average

The indicator displays a colored moving average.

It has three parameters:

• Period calculation period
• Method calculation method
• Price applied prise used for calculation

This version is faster and code is more flexible and reusable

Thanks, it looks a good job

[Sergey Golubev]

TRIX Four Colors - indicator for MetaTrader 5

The iTRIX (Triple Exponential Average, TRIX) indicator is made in the form of a colored histogram (using the DRAW_COLOR_HISTOGRAM drawing style). In total, the histogram can have four colors.

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

MA Crosses Price Line Indicator/EA

Sergey Golubev, 2021.06.22 17:14

MA Alert Crossing Price or Line - indicator MetaTrader 5

The iMA (Moving Average, MA) indicator is displayed on the chart as a regular 'MA', but has additional functionality: it can signal when the 'MA' crosses the price or a line on the chart. The intersection is checked at bar # 0.

[Sergey Golubev]

Forum on trading, automated trading systems and testing trading strategies

Something Interesting

Sergey Golubev, 2021.10.26 07:58

Moving Average Bands by Mladen

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Moving Average Bands - indicator for MetaTrader 5

In “ Moving Average Bands” (part 1, TASC  July 2021 issue) and “Moving Average Band Width” (part 2, TASC August 2021 issue), author Vitali Apirine explains how moving average bands can be used as a trend-following indicator by displaying the movement of a shorter-term moving average in relation to the movement of a longer-term moving average

This is the "Moving Average Bands" indicator with only one change compared to the original  : you can chose the price (while in the original only close price is used)

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Next version of this indicator:

Moving Average Bands - extended - indicator for MetaTrader 5

Since in the original (published here Moving Average Bands) it is not as obvious how the indicator can be used, here is a version that is extended with one of the possible ways (that relies of the bands values) how the indicator can be used for trading signals

[Sergey Golubev]

Two MA Color N Bars Subwindow - indicator for MetaTrader 5

Two MA Color N Bars indicators are displayed in the subwindow in the form of straight colored lines. The difference between the indicators is in the '... trend N Bars ' parameter.

[Sergey Golubev]

Sma with NET - indicator for MetaTrader 5

NET (Noise Elimination Technology) -  a sort of a rolling Kendall rank correlation coefficient -was introduced in one of the rsi indicators posted at this code base. 

Now it is used to determine the "trend" of a simple moving average. As such, it is not same with the slope of SMA and do not be surprised that the slope and the trend color change are going to deviate sometimes

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And this is the EA based on this indicator:

Sma with NET EA - expert for MetaTrader 5

Strategy for custom indicator Sma with NET . The signal is a change in the color of the indicator. The indicators are created on the specified ' Working timeframe' timeframe. The EA does not have Stop Loss, Take Profit and Trailing - it closes on the opposite signal. Always trade with a constant lot and check the signal only at the moment of the birth of a new bar.

[Sergey Golubev]

Good educational article was published -

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Learn how to design different Moving Average systems - the article