Hi Jan / Everyone.

I am new to ProRealTime and the forum, so with this being my first post. Please forgive me.

Great indicator btw, love it.

I found an awesome MA cross on GBPAUD after countless testing on various TF’s etc. I found this by doing the walk forward method which gave me above 50%. After doing some further extensive testing  with the periods etc I came to a conclusion with the set up. Ran this set up and it gave me different results. I noticed that this must be down to the EMA which filters noise.

I was wondering how the EMA plays a part in this whole strategy and how it filters out the noise exactly? Does the strategy only enter when the cross happens above the 30EMA or below? How is it playing a part so I can incorporate this into my strategy.

I have attached 3 screenshots.

The first is the comparison between the 2 results.

The left being my current setup which has no EMA incorporated, performs pretty poorly in my honest opinion.

The right is the performance based upon YOUR strategy, with minor tweaks.. such as period change, and a DEFINITIVE set type of EMA’s.

Looking at these you can see that my version is in and out the market more, where as your version is more conservative, presumably down to the EMA playing a part.

Also the timing seems to be off.. with the entries. Both are set to the same time and exit points, but seem to be entering at different times.
One version (e.g. Mine enters sometimes at 8:00, your’s waits and enters at 10:00)

Both set to start the backtest at 1st May 2015 however your strategy doesn’t enter it’s first trade until a month later.. on 4th June 2015

Hopefully I have given you enough information to help, and that it’s not too overwhelming.

Many thanks.