Indicators: Relative Moving Average Indicator

 

Relative Moving Average Indicator:

A faithful MQL5 port of Daniel Bloch's Relative Moving Average framework. It ranks the current close inside its own window's distribution on a [0, 1] scale comparable across symbols, publishing the fractiles, regime classification, and directional consistency as readable buffers.

Relative Moving Average Indicator

Author: Muhammad Minhas Qamar

 
Clean port of Bloch's RMA framework - the three-layer split (SMA equilibrium, RMA family as scale-free ratios, empirical CDF fractiles) maps directly onto the paper, and the include structure makes each piece easy to follow. I like that the regime detector corroborates the relative extremum ratios with a slope, z-score and coefficient of variation instead of trusting a single statistic. One question: do the panel and signal engine only consume the last-close fractile, or do the window min/max fractiles feed into trade sizing as well?