Voir comment télécharger gratuitement des robots de trading
Retrouvez-nous sur Telegram !
Rejoignez notre page de fans
Un script intéressant ?
Poster un lien vers celui-ci -
laisser les autres l'évaluer
Vous avez aimé le script ? Essayez-le dans le terminal MetaTrader 5
Vues:
7224
Note:
(15)
Publié:
2018.08.13 12:49
Mise à jour:
2018.11.02 08:35
MQL5 Freelance Besoin d'un robot ou d'un indicateur basé sur ce code ? Commandez-le sur Freelance Aller sur Freelance

There a lot of ways how some indicators can be made adaptive instead of calculating fixed periods

One, less known method, is to use normalized ATR (Average True Range) for making the calculation adaptive. And since EMA (Exponential Moving Average) is a a good candidate for being adaptive (it allows fractional periods for calculation), here is EMA that is using ATR for adaptive EMA calculations

PS: as a comparison what does the adapting do to EMA, here is a comparison of the ATR adaptive EMA (colored line) and regular EMA (gray line), using same parameters. It is obvious that the adaptive is "faster" in the times of high volatility, and that way it is fulfilling one of the usual goals of making any indicator adaptive: to react faster when needed, and to become "slow" when the market is slow too.


Deviation scaled MA Deviation scaled MA

Deviation scaled MA

Deviation scaled MA crosses Deviation scaled MA crosses

Deviation scaled MA crosses

ATR adaptive T3 ATR adaptive T3

ATR adaptive T3

Normalized ATR Normalized ATR

Normalized ATR