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Thread: Moving averages & profitable EA distances between them: is there a study available?

  1. #1
    Junior Member
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    Jan 2009

    Default Moving averages & profitable EA distances between them: is there a study available?

    Hello, all-----

    what i HAVE is an EA based on the idea that once two moving averages cross over each other and
    get to be a set distance apart, a trade is executed and closed at a mere 10 or so pips profit.

    what i had had incorporated-into the EA was the ability to have a separate Minimum Distance (MD)
    between the MAs, one for buy and another for sell, for i noticed that for any MA pair they are different(!)
    and being able to fine-tune them has been key to my final settings' results.
    It is also possible to add-together beneficial MA pairings that have resulted in favorable
    (tester-only, so far) results with very low DD (29.95 or less, USD, 1H TF)
    over a 3-year test period, IF set-for one trade at a time.

    i have spent months creating a huge set of settings for it and I long to know if there is a
    STUDY anywhere about, or concerning the possibility that there is, a PATTERN generated by
    'here are the MAs, here are the minimum distances, here are (potentially) the profits'---
    maybe a CHART based-on these results which would indicate settings that would at least point us
    in the right direction as to the range of #s and MDs that are indicative of the potential of this idea.
    no sense in ME trying to figure-out what has already been established, when it might be in a
    forum or website already(!). >>>yes, i am sure i could possibly apply the MACD indicator to
    my chart(s) and see where the areas of convergence and divergence are that are SIMILAR to what i am
    talking about, but a comprehensive source for this information must be in-place already, somewhere...

    [[something i thought-of during this typing is to have a MACD or similar image on the chart itself and
    a series of MAs that are visually 'captured' within the image of the MACD. interactive (?!?)
    going-by the MD of 1, 4, 10 or any #, i could better determine with this 'tool' where the trades could or would occur, and therefore how far a trade could 'go', once placed, before its profitable time was overwith.
    just an idea, aiming toward my main request. if there is such an indicator, please mention it.]]
    MACD might have nothing to do with my request, therefore it's not EXACTLY what i'm looking for.

    here's a MA example:
    on any given chart, like EUR/USD of course, if we were to 'run' a pair of moving averages
    such as '8' as the period, '0' as the shift, 'smoothed' as the method and 'close' as the price characteristics, so 8,0,2,0)
    VERSUS '11', with exactly the same characteristics, so (8,0,2,0 vs 11,0,2,0) and minimum distances between the MAs
    of (13) for longs and (9) for short trades),
    my own result on the tester with both longs and shorts combined was 152 trades @ 25.60 in drawdown X 1 trade @ a time. SEE THE ATTACHED CHART. not as 'perfect' as i once thought, lol---but very good.

    i don't know what that percentage is for '%DD' or anything but when you CAN add one result that is
    favorable to another that is favorable at another point in this dawning on you now?....
    the # of trades increases and the profit therefore increases and the DRAWDOWN is ONLY as much as what the WORST trade of the test had exhibited, >>>IF the EA is set to trade only one at a time.
    if more than one trade at a time is allowed, the drawdowns as well as the profits can add together,
    which can never be a good thing, because i really HATE drawdown.
    PLEASE feel free to try those settings on any MA-based EA you have and see if it works well at all---
    'WAIT FOR NEXT BAR' was in-effect in my above test, and had little effect anyway.

    now, if i had a STUDY to refer-to that could help me find out a way to know in-advance where the
    potential profit herein lies WITHOUT having to test EACH and EVERY little Minimum Distance for
    EVERY MA that there is in existence, i or we could save a lot of time programming and testing
    this type of EA that uses this basic, MA method. i cannot divulge the actual EA to anyone (yet) as it is still
    in 'production mode', but if there EXISTS what i am looking for, i would be so happy to know it.

    Thank You in-Advance

    Attached Images Attached Images Moving averages & profitable EA distances between them: is there a study available?-8-11-euus-1h-md-13-9-gif 

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