Simple Moving Average Crossing Areas

v10.3
Simple Moving Average Crossing Areas

Hi all,

I create and indicator that highlighted the moment previous to a crossing SMA and the moment afterwards. What is called “Golden Cross” and “Death Cross”

The indicator is very simple but an be very usefully for an automatic strategy. Because it shows in real time the moment where is inevitable the crossing of two Simple Moving Average and the moment afterwards.

How it can be used? well I can imagine an strategy using it as a filter for Higher Time Frame or multi crossing of SMA in different time frame.

Hope you like it.

Share this

Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

New! PRC is also now on YouTube, subscribe to our channel for exclusive content and tutorials

  1. Kris75 • 12/03/2018 #

    Hi Leo

    Line 2 period = 100 // => period002 right ?

  2. Leo • 12/03/2018 #

    Yeah. Inputs are period001 and period002. Strange… I think the post were edited. Anyway

  3. Carlos Garcia • 12/03/2018 #

    i think must check the code

  4. Leo • 12/03/2018 #

    Period001 and period002 are the inputs of the variables. When I update the code the fisrt two lines where not there. so you can delete them or directly import the ITF file.

  5. Leo • 12/03/2018 #

    By the way I create a very interesting strategy that look very nice even in walkforward test ( just tested in AUD/USD in 5min timeframe)

    DEFPARAM PRELOADBARS=1000

    //Period001= //from 10 to 40 step 10
    //Period002= //from 120 to 300 step 30
    //Period003= //from 10 to 40 step 10
    //Period004= //from 120 to 300 step 30
    //Pentry= // from 7 to 28 step 7
    //Kp= //from 1 to 2 step 0.5

    WMA001=weightedaverage[period001](close)
    WwMA001=weightedaverage[period001](WMA001)
    SMA002=average[period002](close)

    //Crossing areas definiton
    CrossingBULL1=0
    IF WMA001 > SMA002 and WwMA001 < SMA002 then
    CrossingBULL1=1
    ENDIF
    CrossingBEAR1=0
    IF WMA001 SMA002 then
    CrossingBEAR1=1
    ENDIF

    timeframe(1 hour, default)
    //Crossing areas definiton
    WMA003=weightedaverage[period003](close)
    WwMA003=weightedaverage[period003](WMA003)
    SMA004=average[period004](close)
    CrossingBULL2=0
    IF WMA003 > SMA004 and WwMA003 < SMA004 then
    CrossingBULL2=1
    ENDIF
    CrossingBEAR2=0
    IF WMA003 SMA004 then
    CrossingBEAR2=1
    ENDIF

    timeframe(default)

    ONCE PXentry=round(0.6*Pentry)
    highest1=highest[Pentry](high)
    IF highest1 = highest1[PXentry] then
    Re1=highest1
    ENDIF
    IF high > Re1 then
    Re1=high
    ENDIF
    lowest1=lowest[Pentry](low)
    IF lowest1 = lowest1[PXentry] then
    S1=lowest1
    ENDIF
    If low 3 and hour<22 and DayOfWeek<=5 then
    // Bedingungen zum Einstieg in Long-Positionen
    IF NOT LongOnMarket AND CrossingBULL1=1 and CrossingBULL2=1 THEN
    stoploss=(close – S1)/pipsize +2*pipsize
    BUY 1 CONTRACTS AT MARKET
    SET STOP PLOSS stoploss
    SET TARGET PPROFIT Kp*stoploss
    ENDIF

    // Bedingungen zum Ausstieg von Long-Positionen
    If LongOnMarket AND CrossingBEAR1=1 THEN
    SELL AT MARKET
    ENDIF

    // Bedingungen zum Einstieg in Short-Positionen
    IF NOT ShortOnMarket AND CrossingBEAR1=1 and CrossingBEAR2=1 THEN
    stoploss=(Re1-close)/pipsize + 2*pipsize
    SELLSHORT 1 CONTRACTS AT MARKET
    SET STOP PLOSS stoploss
    SET TARGET PPROFIT Kp*stoploss
    ENDIF

    // Bedingungen zum Ausstieg aus Short-Positionen
    IF ShortOnMarket AND CrossingBULL1=1 THEN
    EXITSHORT AT MARKET
    ENDIF

    ENDIF

  6. Stenozar • 12/03/2018 #

    Hi Leo, can you explain how the strategy works? I don’t know how to program and so it’s not easy for me to understand it by reading the code. THANKS!

  7. Leo • 12/03/2018 #

    Two SMA are crossing in a time frame (5min) while another 2 SMA are crossing in a higher Time Frame (1hour) stop loss is set to next support resistace.

  8. Stenozar • 12/03/2018 #

    Thanks Leo!

  9. Madrosat • 12/03/2018 #

    Hi Leo
    something is missing in the strategy above because it does not work at all as it is

  10. Leo • 12/03/2018 #

    I don’t know, I just copy paste the strategy. The optimisation of the values I wrote them in the code: line 3 to 8

avatar
Register or

Likes

avatar
Related users ' posts
Jan Just run the code for this pair, make sure you have the right spread filled. What you could...
oxy75 Hello. I understood that we were waiting to choose two values ​​between 0 and 69 for the two...
Roi Aglipa Hi, Any way to project those 2 chosen averages (see below) on the chart? "Once MAType = w...
swedshare You got some potential here. A couple of things I think about: 1, The opening hours in this...
phoentzs Ich habe hier mit Spread 2 gerechnet, also etwa dem Mittelwert zwischen Tag und Nacht. Das G...
phoentzs Hab festgestellt, das US500 fast noch besser funktioniert als der Dax. Was aber auch daran l...
Alps007 Hi Nicolas. Happy New Year. Can you please program me several MACD divergence screeners ...
Arlei Zanin Hello Nicolas, would it be possible to convert the Cloud to Pascal language? Thank you.
ashee i want it in MT4
Vonasi Sure that is possible. I will code it and make a post in the English ProBuilder forum and pu...
Vonasi Vama v2 with Hull moving average included can be found here: https://www.prorealcode.com/top...
JMat45 Thank you, Vonasi.
HeikinAshi https://www.prorealcode.com/topic/ssl-channel/
jobswaps oyes aste uno de soportes y recistencias
jobswaps eso lo necesitamos
Nicolas
9 months ago
LRMA
LRMA
0
Indicators
manchokcity can we have it in mql4 platform? or how or which platform do we use it?
camporan I don't use MetaTrader so I won't be able to do the translation myself. Sorry!
Alexander9 This can for amibroker ? . Thanks
Alberto Aguilera Hi! Thanks for your strategy Anyone can check it with 200 bars?
winnie37 yes. "No ground breaking math here, but I am finding very useful and some algo based on it i...
Jan Wind Also interesting to know what does not work, which set up you use, saves me investigating ! ...
winnie37 i just set the proorder like this: buy when 50/100/200 phase >0 and sell when under 0, go...
Jan Wind Good evening Roberto, I do not understand Italian, so I could not read the background. ...
robertogozzi Results, while matching when it's SMA compared to TRSMA, are different in the case of WMA an...
funkystuff Salut Balmora, Ton indicateur est plutôt intéressant :) Penses-tu qu'il soit possible de l'...
Tony87 can we have a update on this one please?
Nicolas Discussions with many other versions and improvements can be found here: https://www.proreal...
darbes Hi How does it go on live ? JC
capgros Bonjour @Nicolas, Thanks a lot for this tool, it is very useful for me. I would like to s...
Hans63 Would you add the possibility to color also the Heikin Ashi and bar chart?
Nicolas That's possible, please open a new topic in the indicator forum explaining what you need exa...
Nicolas Alpha transparency from 0 to 255.
ehtsham Hi, Sir can you tell me how to put this code in indicator plz
Jan Wind Ehtsham, all you need to do is change the code in line 18 and line 20 (see the code above...
ottimo Thank you Nicolas, great indicator, N. 1
tikigai Merci Nicolas! First Happy new Year 2020. Very good indicator BUT (yes the french "oui, m...
Nicolas Whats prorealtime version? Did you try in version prior to v11? indicator's call and loop ca...
Nicolas Yes, that's how it goes when using loops..
JosephFelix Hi, Could I please have help with adding these indicators 'on price'? Every indicator that I...
Nicolas Just add it on price by clicking the wrench on the left upper side of the price chart.
Tradingrob Hi Nicolas, when i upload this indicator in my list and use it as indicator. I get a totally...
Nicolas Apply it on the price chart. The indicator plot just one single line. There are two in the...
jamesoc Hi Nicolas, do you happen to know if there is an indicator that can be applied to charts, to...

Top