Multiple Timeframe Filtered MA Crossover EA
- 专家
- 版本: 1.50
- 更新: 29 十月 2026
- 激活: 7
Please feel free to join this Telegram group where users can share their strategies and settings that work for them using this Expert Advisor --> t.me/MTFMACS
ALSO AVAILABLE ON TRADINGVIEW
The signal engine of this EA is available on TradingView as a backtesting and study tool. The TradingView version runs the same crossover, validation, and MTF filter logic and includes all 35 MA method/price combinations (including VWMA). Use it to evaluate your configuration against historical data, then replicate the winning settings in this EA for live execution.
NOTE: The EA is designed to trade the same signal engine as the companion indicator. If you want to see signals on a chart before committing capital, purchase and configure the indicator first (Multiple Timeframe Filtered Moving Average Crossover Indicator), or try the free version of the indicator as well (Multiple Timeframe Filtered Moving Average Crossover Signals) — verify it fires the way you expect on the symbols and timeframes you trade, then replicate those settings in the EA. The two are configured independently — nothing is shared between them — so consistency is your responsibility when you publish both on the same chart.
The EA is the trading companion of our published indicator, "Multiple Timeframe Filtered Moving Average Crossover Indicator." If you already own or are considering the indicator, understand this: the indicator tells you when a signal fires; the EA takes that same signal and executes it according to rules you control. The strategy logic — the crossover engine, the MA validation stack, the MTF RSI/MACD/Price filters, the trading-period rules — is identical between the two. This document describes the EA's additional layer: how it opens trades, manages them across three take-profit tiers, trails stops, sizes lots and protects the account.
The EA does not generate signals on custom seconds-timeframe charts (using "Candle by Seconds" EA). It operates on standard MT5 timeframes only. For signals on seconds charts, use either the free or paid version of the companion indicator.
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WHAT'S NEW IN v1.50
• Dual Signal Timing Engine: Early and Full signals now have completely independent timing modes. You can configure Early to fire on Intrabar for fast heads-up entries, while Full waits for strict On Close confirmation.
• Expanded to 17 Validation & Filter MAs: Added 6 more slots each to the validation stacks and the higher-timeframe trend filter to give you ultimate control over market structure.
• Enhanced "Fail-Closed" Protection: Upgraded the MTF data loading checks. If the higher-timeframe data is still downloading, the EA will safely reject the signal rather than taking a phantom trade.
• VWMA Integration: Volume Weighted Moving Average is available across all slots (crossovers, validation, filters, and trailing stops).
• Intrabar Arrow Control: A new toggle allows arrows to be drawn on intrabar signals (off by default to prevent repainting).
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WHAT THE EA DOES THAT THE INDICATOR DOES NOT
The indicator is a signal tool. The EA is a signal-to-execution pipeline. When a signal fires and you have trading enabled, the EA:
• Opens up to three positions in one trade group, each with its own lot size and its own exit strategy.
• Applies TP1 with either a fixed risk-reward ratio, the previous HTF candle's close or high/low, or a live exit at the next HTF candle close.
• Attaches a trailing stop to TP2 and TP3, driven by moving averages you configure. TP2 and TP3 each trail on their own independent MA.
• Gates the trailing until TP1 has closed in profit. If TP1 has not yet closed, or closed at a loss, the remaining positions keep only their initial stop loss. This is the "TP1 must win first" rule and it is one of the EA's most important behaviours.
• Enforces lot sizing that scales down when the account is in drawdown if you enable recovery mode.
• Can halt trading if the account has lost more than a percentage of the initial balance, and can block new trades for the rest of the day if the daily drawdown limit has been breached.
Everything is switch-controlled. You can run one, two or three tiers, or disable trading entirely and use the EA as an alerting tool exactly like the indicator.
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ALERT CONFIGURATION & ARROW APPEARANCE
Identical to the indicator. Pop-up alert, sound, email, and mobile push are each independently togglable. Alerts fire on Early signals, Full signals, or both, with an option to suppress the Early alert when a Full signal fires on the same bar in the same direction. Backtest logging writes one line per candidate crossover to the Experts log so you can audit signals bar by bar during optimization.
As with the indicator, arrows are drawn on the chart only in On Close or Confirmed mode, unless you enable Draw Arrows on Intrabar Signals in the inputs. That option is off by default because intrabar signals can repaint. Intrabar alerts always fire regardless. You can disable arrows entirely for the cleanest chart.
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TRADING CONFIGURATION
The core of the EA.
Enable Trading — master switch. Off, the EA alerts only.
Lot Size (TP1), Lot Size for TP2, Lot Size for TP3 — each tier has its own volume. This lets you size TP1 for a quick scalp and TP2/TP3 for the runners.
Enable TP1 / TP2 / TP3 — individually toggle each tier. You can run any combination. A "TP1 only" configuration gives you a single-position EA with a fixed-RR exit.
Positions for TP1 / TP2 / TP3 — how many orders to open per tier. Useful if your broker limits volume per order, or if you want the visual separation of multiple tickets.
Analysis Timeframe — the timeframe the crossover and validation logic runs on. Default is the chart timeframe.
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TRADE FILTERING, TAKE PROFIT, STOP LOSS & TRAILING
Trading Signal Filter — Early only, Full only, or Both. Some traders want the aggressive Early entries; others only want the Fully-confirmed ones. The EA respects whichever you choose.
Signal Direction — Long only, Short only, or Both.
TP1 Risk-Reward Ratio — 1:1 through 1:7. The SL used for this calculation is either pip-based or signal-based, described below.
Enable Fixed RR Take Profit for TP2 / TP3 — optional. When off, TP2 and TP3 have no fixed take profit and rely purely on the trailing MA. When on, they take profit at the specified ratio if price reaches it before the trailing MA does.
TP2 / TP3 Risk-Reward Ratio — 1:1 through 1:7, independent per tier.
Use Pip-based Stop Loss / Stop Loss in Pips — the initial SL is placed at a fixed distance from entry, in pips. Disable and the SL is placed 10 points beyond the signal candle's low (buy) or high (sell).
Trailing MA Timeframe — the timeframe for the TP2 and TP3 trailing MAs. It can differ from the analysis timeframe.
TP2 / TP3 Trailing MA Period / Shift / Method @ Applied Price — the MA that TP2 and TP3 use as their trailing stop. The Method @ Applied Price dropdown gives you the full menu: Simple, Exponential, Smoothed, Linear Weighted, or Volume Weighted, each applied to Close, Open, High, Low, Median Price (HL/2), Typical Price (HLC/3) or Weighted Close (HLCC/4). 35 combinations in one dropdown.
Trailing SL Update Frequency — Once Per Bar (default, lower CPU) or Every Tick (live, higher CPU). The MA value only refreshes per bar in the default mode; switch to Every Tick for the tightest possible trailing response.
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RISK MANAGEMENT
Enable Loss-Based Trading Halt — once the account has lost the configured percentage of the initial balance, the EA stops opening new trades. Existing positions continue to be managed. The halt is not cleared until the EA is reloaded.
Max Loss Percentage — 0 to 100.
Enable Daily Drawdown Limit — once the account has lost the configured percentage from the start-of-day balance, the EA blocks new trades for the rest of the calendar day. The block clears automatically at the first bar of the next day.
Enable Account Recovery / Recovery Threshold — above this drawdown level, the EA begins scaling lots downward linearly toward 10% of the base lot at 100% drawdown. This is a defensive mechanism, not a martingale. It never increases lots after losses.
Reset Recovery Baseline to Current Balance — a one-shot switch. Set it to true, reload the EA, then set it back to false. The recovery baseline is re-seeded to the current balance. The baseline is stored per account and per symbol, so multiple accounts and symbols on the same terminal never interfere.
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EARLY & FULL MA CROSSOVER CONFIGURATION
The crossover engine is identical to the indicator. Each side — Early and Full — has:
• Fast MA Period, Fast MA Shift, Fast MA Method @ Applied Price.
• Slow MA Period, Slow MA Shift, Slow MA Method @ Applied Price.
You choose the period, the shift (offset), and the method-plus-applied-price from the 35-option dropdown. If your strategy trades a 7-period LWMA on Typical Price crossing a 21-period Smoothed MA on Median Price, you configure exactly that, on both the Early and Full sides.
SIGNAL TIMING — INDEPENDENT FOR EARLY AND FULL
The EA gives you two independent settings: Early Signal Timing Mode and Full Signal Timing Mode. Each can be set to Intrabar, On Close, or One Candle After Close (Confirmed). This lets you run a fast Early side and a slow Full side — for example, Early on Intrabar for immediate heads-up signals, Full on On Close for confirmed entries. Intrabar is the fastest but repaints. On Close is the default. Confirmed requires the cross to have occurred on the previous closed candle and still hold on the current closed candle.
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MA VALIDATION SLOTS
The validation stack is what separates a crossover from a confirmed crossover. Under Early and again under Full, you have 17 slots. Each slot has the following inputs:
• Use Slot — on or off.
• Position (0–17) — where this MA sits in the stack. Sort order is descending by position number, so a slot with position 17 is the top of the stack.
• Period / Shift / Method @ Applied Price — the MA's own configuration. Method @ Applied Price offers 35 combinations including VWMA.
A Buy signal requires the enabled stack to be in strictly descending value order: each MA must have a strictly greater value than the MA below it. A Sell signal requires the same in reverse. If the order does not match, the signal is rejected before any trade is attempted.
For example: position 3 = EMA 14, position 2 = EMA 5, position 1 = EMA 25 means a Buy passes only when EMA14 > EMA5 > EMA25 is true at the moment of the cross. Any other alignment and the signal is discarded.
Disabled slots default to position 0 and are simply skipped, so an unused slot never interferes with the chain.
Note: If you include the moving averages involved in the crossover in the validation stack, include only the Slow MA. Including the Fast MA as well breaks the logic, because the Fast MA and Slow MA are already required to be in a specific relationship by the crossover condition itself.
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MTF MAs TRADE DIRECTION FILTER
This is the higher-timeframe trend filter. Up to seventeen filter MAs can be stacked, each with its own period, shift, and method @ applied price.
Enable MTF EMAs Trade Direction Filter — master on/off.
MA Filter Mode — Include Price (chain starts with price, then the MAs) or MAs Only (chain starts with the first MA).
Filter Timeframe — the timeframe all filter MAs are evaluated on. Common choice: H1 or H4 while trading M5.
If the filter timeframe says downtrend and the signal is a Buy, the signal is silently discarded. This is what allows you to trade a fast engine in the direction of a slower trend. If the higher-timeframe data is still loading, the EA will safely reject the signal rather than taking a bad trade.
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MTF PREVIOUS CANDLE PRICE TRADE DIRECTION FILTER
This filter is the one-candle theory, implemented. The most recent closed candle on a higher timeframe defines a reference range. The signal only passes if the current price sits inside a zone built from that candle.
Previous Candle Timeframe — typically H4, D1 or W1. Must be higher than the analysis timeframe; the EA refuses to load otherwise.
Fibonacci Anchor — Wick to Wick (range = High − Low) or Body to Body (range = body top − body bottom).
Fibonacci Levels — 23.6%, 38.2%, 50%, 61.8%, 78.6%, 100%, 107%, 117%, 123.6%. The 107% level is the stop-hunt zone: many traders place stops just past the candle's opposite extreme, and 107% catches the sweep.
Price Reference Level — Open, High, Low or Close of that previous candle.
The zone is the range between the Fibonacci price and the reference price. Buy requires the previous candle to be bullish; Sell requires it to be bearish. If the direction agrees and price is inside the zone at the moment of the cross, the signal passes. A prior dip past the level does not disqualify a later cross — the check is stateless.
Override TP1 with PCC/CCC — when enabled, the TP1 exit no longer uses risk-reward. It uses either:
• Previous Candle Close / High-Low (the PCC mode) — TP1 exits at the previous HTF candle's close or its high (buy) / low (sell).
• Current Candle Close (the CCC mode) — TP1 exits at the close of the current HTF candle, five seconds before the next candle opens. The EA tracks the expiration per ticket and closes it automatically.
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MTF RSI & MACD FILTERS
RSI Filter — Evaluated on a completely different timeframe from the chart. Buy signals pass only if RSI is at or below your buy threshold (default 30). Sell signals pass only if RSI is at or above your sell threshold (default 70).
MACD Filter — Full MACD configuration on any timeframe. The EA requires an actual MACD crossover on the filter timeframe at the moment of the signal, plus the crossover occurring on the correct side of the zero line (Below Zero for reversals, Above Zero for trend continuation).
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TRADING PERIOD RULES
Restrict trading to specific sessions or hours.
Execute Trades Only During Specific Periods — master on/off.
Stop Trading During Major Holidays — suppresses New Year, Christmas, US Independence Day, and US Thanksgiving.
Trading Period By Asset Category — Crypto/Binary (with weekends-only mode), Forex (six sessions plus three overlap periods), Stocks/Indices (NY, London, Germany, Tokyo, with first-hour options), Commodities (CME, ICE, London Gold, New York Gold), or Custom (day-by-day schedule with your own timezone offset).
All session times are internally converted from the chart's server time to UTC, so the filters follow your broker's DST transitions without any manual reconfiguration.
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WHAT YOU RECEIVE
Full position management from the moment a signal fires. Three TP tiers with independent sizes and exit rules. Trailing stops that engage only after TP1 has proven itself. Recovery-aware lot sizing. Loss-based halt. Daily drawdown limiter.
The same clean-chart design as the indicator. Only arrows are drawn. The MAs you configure for validation, filtering or trailing never clutter the chart. (Note: the MA visibility feature available in the paid indicator is not part of the EA. The EA draws signals only.)
Complete configurability. Every MA in the system — crossover, validation, filter, trailing — is defined by period, shift, and method-plus-applied-price. There are no preset MA pairs you are forced into. 35 combinations per MA, including VWMA.
Two-stage or single-stage trading. Run Early and Full together for an aggressive-plus-confirmed system, or pick one side for a simpler strategy.
Independent Early / Full timing. Give each side its own Signal Timing Mode — Intrabar, On Close, or Confirmed — so a fast Early signal and a slow Full confirmation can coexist.
Works alongside the indicator. Attach both on the same chart and you see the arrows from the indicator while the EA executes on its own internally-computed signals. As long as both use the same configuration, the arrows and the trades line up.
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WHO THIS IS FOR
You have ever built a crossover rule you liked. You hand the EA the strategy you already trust — through the validation stack and the filters — and it applies that strategy mechanically on every signal, with the same SL rule, the same TP ladder, the same trailing logic, every time.
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IMPORTANT: This EA is a technical tool, not financial advice and not a guarantee of profitable results. Test your configuration thoroughly in the Strategy Tester and on a demo account before using it in live trading. Understand every input before enabling live execution.
Please feel free to join this Telegram group where users can share their strategies and settings that work for them using this Expert Advisor --> t.me/MTFMACS
