Twisting and turning, iMA's trying to cheat

[Vladimir Karputov]

I would like to dedicate this topic exclusively to one indicator -iMA. I plan to post here checks of different conditions and signals from this indicator. Perhaps even answers to the question "why it works this way".

How ideas will be tested, the scheme of work:

• Create a module of signals for each idea. SignalMA.mqh (\MQL5\Include\Expert\Signal\SignalMA.mqh) is taken as the basis
• based on the signals module, generation of an Expert Advisor
• without trailing stop module
• with trailing stop module

And the first one is the standard module SignalMA.mqh (\MQL5\Include\Expert\Signal\SignalMA.mqh). Description of its signals: https://www.mql5.com/ru/docs/standardlibrary/expertclasses/csignal/signal_tema

Added:

Forum on trading, automated trading systems and trading strategy testing

I am trying to cheat iMA!

Vladimir Karputov, 2016.11.20 16:47

SignalMAAboveBelow.mqh" module - generates only one type of signal

Plus "tasty" - parameter "Reverse" - responsible for reversal of the signal.

• two modules of signals with different periods are included in one Expert Advisor:
  Forum on trading, automated trading systems and trading strategies testing

  I am trying to cheat iMA

  Vladimir Karputov, 2016.12.04 18:03

  The following research: based on the signals module

  
  

  Create an Expert Advisor containing two modules of signals "SignalMAAboveBelow.mqh" with different averaging periods. On a normal chart it looks like this

  

  
  
  
  

[transcendreamer]

I'll put it this way: all indicators (except predictive models) are MA in one form or another

[ivanivan_11]

transcendreamer:
let me make a suggestion: all indicators (except predictive models) are MA in one form or another

Eh...and I would be more interested in researching indicators from volumes

[Younga]

If you average the numbers 4,5,6 and 6,5,4 you get the same numbers - the direction is the same in both cases - then why use MA?

[Yurij Izyumov]

ivanivan_11:
Eh... I'd be more interested in researching volume indicators

The tick indicators? I'd have to get my hands on the real ones.
Let's see what we can squeeze out of the ima.

[Andrey Dik]

Younga:
If you average the numbers 4,5,6 and 6,5,4 you get the same numbers - the direction is the same in both cases - then why use MA?

You don't just take one MA point, but at least two.

[ivanivan_11]

Yurij Izyumov:
The teak ones? The real ones you have to get.
Let's see what we can squeeze out of the ima.

you're like in the stone age, honestly. who cares about ticks?

i don't know if you are interested in ticks, honestly. i don't know if you are interested in ticks, but you need to get the real ones, i dont dont know.

[Vladimir Karputov]

Younga:
If we average 4,5,6 and 6,5,4 we get the same numbers - the direction is the same in both cases - so why use MA?

If you simply add up and divide by the number of elements, yes, the average is the same, but if you look at the graphs of the two data series ({4,5,6} and {6,5,4}):

you can see that in addition to the average, you have to analyse the previous value in order to determine the direction.

[Vladimir Karputov]

An Expert Advisor"SignalMA_not_trailing.mq5" was generated based on the standard module.

I will look at two parameters:

input double             Signal_PriceLevel    =0.0;                     // Price level to execute a deal
input int                Signal_MA_PeriodMA   =12;                      // Moving Average(12,0,...) Period of averaging

"Signal_PriceLevel" - this parameter is in charge of the trade order type: if "Signal_PriceLevel"=0, the market order will be sent; if "Signal_PriceLevel">0, a pending order will be placed...

[Alexander Puzanov]

Vladimir Karputov:

I would like to dedicate this topic exclusively to one indicator -iMA. I plan to post here checks of different conditions and signals from this indicator. Maybe even answers to the question "why it works".

In the menu of 'Articles' section there is a similar order (#34) - do you want to post it?

[Vladimir Karputov]

Alexander Puzanov:
There is a similar order (#34) in the 'Articles' menu - would you like to write one?

No time to write articles - need to rewrite CodeBase from old code to new code.