Twisting and turning, iMA's trying to cheat

 

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:

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

Signal module variant

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

Документация по MQL5: Стандартная библиотека / Классы торговых стратегий / Модули торговых сигналов / Сигналы индикатора Triple Exponential Moving Average
Документация по MQL5: Стандартная библиотека / Классы торговых стратегий / Модули торговых сигналов / Сигналы индикатора Triple Exponential Moving Average
  • www.mql5.com
Стандартная библиотека / Классы торговых стратегий / Модули торговых сигналов / Сигналы индикатора Triple Exponential Moving Average - справочник по языку алгоритмического/автоматического трейдинга для MetaTrader 5
 
I'll put it this way: all indicators (except predictive models) are MA in one form or another
 
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
 
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?
 
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.
 
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.

 
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.

 
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}):

two rows

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

 

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...

 
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?
 
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.