Solve this problem: Calculated Moving average mode SMMA different in strategy tester visualization compared to normal chart

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Spécifications

I found out that the calculated moving average (mode SMMA) is different vom the same moving average in the normal chart window.

The consequence is a wrong behavour of the EA.

Let's take this small "EA" to show the problem:

void OnTick()
  {
      // Create an array
      double myMovingAverageArray[];
      
      // define properties of moving average
      int MovingAverageDefinition = iMA (_Symbol, _Period, 400, 0, MODE_SMMA, PRICE_CLOSE);
      
      // sort the price array downwards
      ArraySetAsSeries (myMovingAverageArray, true);
      
      // Copy values
      CopyBuffer (MovingAverageDefinition, 0, 0, 3, myMovingAverageArray);
      
      // Calculate moving average for the current candle
      double myMovingAverageValue = myMovingAverageArray[0];
      
      // Print the value on chart
      Comment ("myMovingAverageValue: ", myMovingAverageValue);
   
  }


The EA is working with the dow jones index and has the following settings:

EA settings


This is the standard chart with the moving average (black line):

Standard Chart Window

This is the settings of the moving average:


I saved exactly this chart as template "tester.tpl".

Then I start the EA.

Result:

As you can see, the values for the moving average on the "standard chart" is different from the moving average produced by the tester:

Date Mode Value Standard Chart Value Tester
28.12.2018 SMMA 22107 23459


What I also found out:

- The problem only appears in the "SMMA" mode. If I use the "SMA" mode, then there is no difference between normal chart and tester.

- If I rise the number of periods from 400 to 600 (in mode "SMMA") then the moving average does not appear at all in tester.


Job: Fix this problem by

- modifying the small EA (see above) OR

- create an indicator

The Job is done when the correct values (= same values as in the normal chart) of the SMMA 400 are available in strategy tester / mql5 code for further calculations












































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