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LookToTheFutureSMA

This analyzer EA will be useful for traders that utilize the crossovers of the moving averages, as it evaluates probabilities, levels and time left until the intersection of the simple moving averages (SMA). It calculates the following values for the specified interval in the future

  • fast and slow moving averages crossing signal probabilities, i.e. the probabilities of the first two buy/sell signals
  • probabilities of the relative position of the instrument price and moving averages at the end of the period
  • average price values, where crossovers of the moving averages take place
  • average profit or loss values at the end of the period, is positions are opened based on the crossover signals
  • trend during the period
  • average High and Low price values, which can be reached during the considered period

In addition, the EA provides the modes for displaying the examples of probable trajectories of price movement, as well as the areas where the buy and sell signals are formed. Calculation method is the simulation modeling. Base model is the Black-Scholes model (assumes the random nature of price movement and the lognormal distribution of instrument price increments). Unlike the classic Black-Scholes model, the modeling uses variable volatility and variable drift of stochastic process, which are determined according to a special original method.


Input Parameters

  • Period (bars) - the number of bars until the end of the prediction period
  • Slow Moving Period - period of the slow simple moving average, limit: not greater than 10*Period
  • Fast Moving Period - period of the fast simple moving average, limit: not greater than 10*Period
  • Ntraject - the number of trajectories modeled for calculation of probabilities
  • distance to the comment from the left - distance from the left edge of the screen to the comment in pixels
  • distance to the comment from the top - distance from the top edge of the screen to the comment in pixels
  • Show All Signals - set/cancel the display of all signals, obtained during modeling
  • Show Trajectories - set/cancel the display of price trajectory examples


Peculiarities

The EA works on any currency pair and any time frame.

The number of modeled Ntraject trajectories: from 10 000 to 100 000. The EA operation time is proportional to this parameter.

It is not recommended to set too long (more than 200 bars) or too short (less than 12 bars) prediction periods. For example, instead of setting a period of 1440 bars on the M1 timeframe, it is better to set a period of 24 on the H1 chart, or 96 on the M15 chart.

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