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Moving average with step
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=16427
Forum: 38 · Topic 16427 · 3 post(s)
Moving average with step
Alexander.Gettinger · Thu Apr 19, 2012 2:21 pm
Original indicator: viewtopic.php?f=17&t=14876&p=28173
This indicator is very similar to MVA, but it does not use all the values for the calculation.
Formula: MVA_S[i]=(Price[i]+Price[i-Step]+Price[i-2Step]+…+Price[i-(Period-1)Step])/Period.
For example, if Period=4 and Step=2: MVA_S[i]=(Price[i]+Price[i-2]+Price[i-4]+Price[i-6])/4.
Download:
GBP/USD buy only MT4 EA
[email protected] · Sun Apr 22, 2012 7:42 pm
Strategy Tester Report EA_GBP_USD_BUYONLY InstaForex-Singapore.com (Build 419)
Symbol GBPUSD (Great Britain Pound vs US Dollar) Period 1 Hour (H1) 2011.12.16 14:00 - 2012.04.19 23:59 (2011.12.01 - 2012.04.20) Model Open prices only (only for Expert Advisors that explicitly control bar opening) Parameters BuyLots12=0.05; BuyStoploss12=0; BuyTakeprofit12=10; MaxBuyLots12=10; LotsBuyChOnLoss12=0; LotsBuyChOnProfit12=0; LotsBuyMpOnLoss12=1; LotsBuyMpOnProfit12=1; LotsResetOnProfit12=false; LotsResetOnLoss12=false; Bars in test 2236 Ticks modelled 4370 Modelling quality n/a Mismatched charts errors 0 Initial deposit 100.00 Total net profit 513.23 Gross profit 515.08 Gross loss -1.85 Profit factor 278.42 Expected payoff 0.50 Absolute drawdown 96.21 Maximal drawdown 192.55 (47.09%) Relative drawdown 97.68% (160.00) Total trades 1033 Short positions (won %) 0 (0.00%) Long positions (won %) 1033 (99.61%) Profit trades (% of total) 1029 (99.61%) Loss trades (% of total) 4 (0.39%) Largest profit trade 0.52 loss trade -0.55 Average profit trade 0.50 loss trade -0.46 Maximum consecutive wins (profit in money) 1029 (515.08) consecutive losses (loss in money) 4 (-1.85) Maximal consecutive profit (count of wins) 515.08 (1029) consecutive loss (count of losses) -1.85 (4) Average consecutive wins 1029 consecutive losses 4
Re: Moving average with step
Apprentice · Fri Jan 20, 2017 4:58 am
Indicator was revised and updated.