Is This The Best MA Cross? | Forex Factory

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Is This The Best MA Cross?

  • #1
  • First Post: Edited 4:56pm Jun 16, 2008 11:59am | Edited 4:56pm
I have been testing different MA crosses with HullMA,JurikMA ,Kalman filter,Low pass filter,AMA,FAMA,TilsonMA,SATL,FATL,WMA,EMA,LWMA etc.. in my opinion the best MA cross is centered moving average(Snake MA) with Tilson MA.Centered moving average(SnakeMA) has cycle estimation value and Tilson moving average is not the fastest moving average but it doesn't overshoot and it is very smooth.I have tried this pair on 1 minute chart it repaints 1 bar in steady market conditions.But when the markets are very volatile during the news the spike pulling the snake moving average very fast and this is causing 2-3 bar repainting.
So any suggestion from coding point of view?
Attached Image (click to enlarge)
Click to Enlarge Name: adsız.JPG Size: 56 KB
Attached File(s)
File Type: mq4 Snake.mq4   3 KB | 15,514 downloads
File Type: mq4 T3_clean.mq4   6 KB | 15,246 downloads
  • #2
  • Jun 16, 2008 12:03pm Jun 16, 2008 12:03pm
you need to watch the data per bar and not the line itself to determine if an indicator is repainting. The method that mt4 uses to draw lines and curves causes what appears to be repainting during rapid moves of the current candle. Open the data window and check the values from 1-3 bars back and watch their values during a rapid movement of the current candle.
  • #3
  • Jun 16, 2008 1:11pm Jun 16, 2008 1:11pm
Hrm, does that happen just on the snake MA? I've never noticed back-painting on a standard EMA before.

As for which is the best... isn't it always just a trade-off between whipsaw and lag?
  • #4
  • Jun 16, 2008 3:59pm Jun 16, 2008 3:59pm
Quoting Rabid
Hrm, does that happen just on the snake MA? I've never noticed back-painting on a standard EMA before.

As for which is the best... isn't it always just a trade-off between whipsaw and lag?
Well, not exactly.I mean Hull moving average has zero lag but it overshoots.I could not get a good cross system from Hull and all the fancy digital signal processing indicators, in my opinion they are not much better than EMA cross if not any.You cant rely on only two moving average crossing in trading you must have additional filters.I think MA crossing is more reliable than 0-100 type oscillators because they follow the price.
  • #5
  • Jun 17, 2008 8:23am Jun 17, 2008 8:23am
Nod. Technically speaking the HMA isn't zero lag, just very reduced. The problem is it overcompensates, so ya... I've had the same problem trying to make a cross out of it. I've had better luck w/ shorter-term EMA crosses over an HMA.

I don't use them as an entry signal, only to help verify the trend and provide an exit signal. Combined w/ pivots it makes a pretty decent intra-day system at least. 3/9 EMA on the 15M and 30M charts.
  • #6
  • Jun 18, 2008 8:47pm Jun 18, 2008 8:47pm
What settings do you have on those MAs?
  • #7
  • Jun 19, 2008 6:40am Jun 19, 2008 6:40am
İt differs but I used 7 for Snake ,15 for Tilson MA.
  • #8
  • Jun 19, 2008 10:21am Jun 19, 2008 10:21am
I've been testing snake and T3 cross in 1, 5 and 15 min and I've observed 4 to 5 bars repainting in Snake. I compared with a 5 period EMA and I didn`t observe any repainting with EMA but only a logical movement in the last active bar that stops immediately when the bar is closed.

What I think is that The "Holy grail" cross doesn`t exist and the reason why snake with T3 cross is so smooth is that snake is repainting back the last 4 or 5 bars obtaining by this way a smooth curve. Try to write down the data of a snake indicator at the end of each bar during 10 bars and compare it with the data of the same bars painted in the graph 20 minutes laters. You will see different data. If you paint snake curve with the data you wrote down at the end of each bar you will observe that the curve is not so smooth but is more similar to the EMA(5), i.e, similar to sawteeth.

Furthermore if you consider that you must wait 4 to 5 bars to be sure that the cross between snake and T3 exist, due to the repainting of snake, you will loose the non lag property of the snake indicator.

Conclusion: Snake it's not so good when trading realtime compared with a back test trading. As experienced trader I can say that I've never found very good custom indicators out of the classics. One that it's not so classic but it's very goog is LINREG.

I apologize for my poor english. I'm italian.

Good Luck
  • #9
  • Jun 19, 2008 11:42am Jun 19, 2008 11:42am
Laff, if it repaints then it's useless as an entry (and perhaps as an exit) signal.
  • #10
  • Jun 23, 2008 12:05am Jun 23, 2008 12:05am
Hi everyone. I would like to say a big thanks for posting this 2 indicators. I've been having better trading sessions with these 2 indicators.

Pay close attentions to the Gold Vs Yellow line. It's a clear observation of the market's direction.


Quoting mystified
I have been testing different MA crosses with HullMA,JurikMA ,Kalman filter,Low pass filter,AMA,FAMA,TilsonMA,SATL,FATL,WMA,EMA,LWMA etc.. in my opinion the best MA cross is centered moving average(Snake MA) with Tilson MA.Centered moving average(SnakeMA) has cycle estimation value and Tilson moving average is not the fastest moving average but it doesn't overshoot and it is very smooth.I have tried this pair on 1 minute chart it repaints 1 bar in steady market conditions.But when the markets are very volatile during the news the spike pulling the snake moving average very fast and this is causing 2-3 bar repainting.
So any suggestion from coding point of view?
Attached Image (click to enlarge)
Click to Enlarge Name: T3 and Snake.JPG Size: 264 KB
  • #11
  • Jun 23, 2008 3:55am Jun 23, 2008 3:55am
Quoting mystified
I have been testing different MA crosses with HullMA,JurikMA ,Kalman filter,Low pass filter,AMA,FAMA,TilsonMA,SATL,FATL,WMA,EMA,LWMA etc.. in my opinion the best MA cross is centered moving average(Snake MA) with Tilson MA.Centered moving average(SnakeMA) has cycle estimation value and Tilson moving average is not the fastest moving average but it doesn't overshoot and it is very smooth.I have tried this pair on 1 minute chart it repaints 1 bar in steady market conditions.But when the markets are very volatile during the news the spike pulling the snake moving average very fast and this is causing 2-3 bar repainting.
So any suggestion from coding point of view?
A way to solve the repaint issue is to have the warning indicator be a different set of MA than the ones on the screen. For instance if the MA on the screen is a 3 crossing the 5 and the indicator is a 1 crossing the 4 the arrow will point on the screen at the 3X5 cross getting you a nearby entry. Now the formulas I give are just examples you have to test the formulas with the Time frames to get this to work but I use this with my indicator and warning system and it works very well. So I use a double confirmation this way. The arrow will come on just a bit early from the cross so I am warned and then I enter the trade with confirmation from other indicators. This solved the repaint problem. If I get an arrow but no confirmation and the arrows go back off I didnt make the trade. I use the warning system to get ready and when confirmation comes I enter. THis is how I solved the repaint issue, use an earlier MA cross for the arrow system and warning. Confirm with my other indicators and then go. Much better consistancy.
  • #12
  • Jun 25, 2008 12:18am Jun 25, 2008 12:18am
Quoting nanningbob
A way to solve the repaint issue is to have the warning indicator be a different set of MA than the ones on the screen. For instance if the MA on the screen is a 3 crossing the 5 and the indicator is a 1 crossing the 4 the arrow will point on the screen at the 3X5 cross getting you a nearby entry. Now the formulas I give are just examples you have to test the formulas with the Time frames to get this to work but I use this with my indicator and warning system and it works very well. So I use a double confirmation this way. The arrow will come on just a bit early from the cross so I am warned and then I enter the trade with confirmation from other indicators. This solved the repaint problem. If I get an arrow but no confirmation and the arrows go back off I didnt make the trade. I use the warning system to get ready and when confirmation comes I enter. THis is how I solved the repaint issue, use an earlier MA cross for the arrow system and warning. Confirm with my other indicators and then go. Much better consistancy.
Hi there,

Do you have any better indicators. Cos the one that i posted was using the T3clean and Snake indicators and the cossed path as my indicator. It seems like you were mentioning that it suppose to draw the arrows but i don't get any arrows drawn. I'm using the MetaTrader platform.

Please advice as i'm rather new.

Thanks.
  • #13
  • Jun 25, 2008 8:55am Jun 25, 2008 8:55am
Here is a MA cross with alert and sound. When they cross it will paint an arrow at or near the cross. The arrows come on when the 2 MA crosses the 5 but these lines are not on the screen.
The lines on the screen are:
Blue line = the 7 MA; shift 1; MA method LWMA; Apply to open
Yellow line = 7 MA;shift 0; MA method LWMA; apply to close

So when the arrow comes on the lines will be very close to crossing and you can catch the trade at the cross. If the lines dont cross you dont make the trade. I have an AO oscilator to help filter false signals.

I trade a simple method: IF the 4h and 1h agree, in other words the yellow line is below on both screens for sells or the yellow line is above the blue for buys. When they both agree I go to the 5 minute chart and trade only in the same direction. Attached is the picture and the indicator. Put it in your indicators folder and put the MA lines on the screen. It works pretty good you only trade with the trend, dont ever violate that rule.
Attached Image (click to enlarge)
Click to Enlarge Name: eur-usd ma cross.gif Size: 17 KB
Attached File(s)
File Type: mq4 2x5 MA CROSS WITH SOUND.mq4   4 KB | 13,821 downloads
  • #14
  • Jun 25, 2008 9:07am Jun 25, 2008 9:07am
Here is a 5 M chart, the 4H and 1H both agree in the buy direction. So you can see the short term trades you can take during that time. When price is above both lines buy, when it goes below close. Put your stop loss below the blue line and go. The signal system works with what ever time frame you set your chart on. If it is on the 4H it only alerts the 4H, if 1H it only alerts 1H and so on. When you are on the 5M it will alert you so you can be busy in your room and wait for the signal. When it dings, take a look and decide if you want to trade or not. Remember the MA of the alert are different than the MA on your screen, it is there to warn you an upcoming trade is possible. If you like longer term trades, you can do the 15M or 30m. Remember never violate the 1H 4H rule and you will do well. If one currency does not agree look at another currency until you find one. Beware of news times so you dont get whiplashed and trade. You can use what ever else helps you to trade MACD, STO, pivot points etc. but this keeps it simple. Basically its a trend following; enter when the trend line breaks system. The blue and yellow lines are your trendlines. I think it works and is somewhat simple and can be used at any time, just be careful around news times and market openings. Most of your trades will be 10-30 minutes long. Capture 20 - 30 pips and be done for the day. Notice when the green arrow comes on rarely does it go against you and hit your stop but it does happen. DONT EVER VIOLATE THE 1H 4H RULE and you will do fine.
Attached Image (click to enlarge)
Click to Enlarge Name: eur-usd ma cross 5m.gif Size: 14 KB
  • #15
  • Jun 27, 2008 8:03am Jun 27, 2008 8:03am
Thanks Nanningbob for this clear and concise system...
  • #16
  • Jun 27, 2008 10:29am Jun 27, 2008 10:29am
Here is the alert and sound for the Snake Tilson cross.
Attached File(s)
File Type: mq4 uni_cross.mq4   5 KB | 6,591 downloads
  • #17
  • Jun 27, 2008 10:43am Jun 27, 2008 10:43am
Excellent postings...keep them coming
"To Be A Successful Forex Trader, You Need A Successful Forex Mentor."
  • #18
  • Jun 27, 2008 12:24pm Jun 27, 2008 12:24pm
Here is a 1x5 warning system. It is a little bit quicker than the 2x5. You can try both and see which one you like better. I like it better than the 2x5.
Attached File(s)
File Type: mq4 1x5 warning system.mq4   4 KB | 7,406 downloads
  • #19
  • Jun 27, 2008 12:32pm Jun 27, 2008 12:32pm
Quoting dranix
Hi there,

Do you have any better indicators. Cos the one that i posted was using the T3clean and Snake indicators and the cossed path as my indicator. It seems like you were mentioning that it suppose to draw the arrows but i don't get any arrows drawn. I'm using the MetaTrader platform.

Please advice as i'm rather new.

Thanks.
To get those two to draw arrows you must change chart from false to true
  • #20
  • Jun 30, 2008 5:01pm Jun 30, 2008 5:01pm
Nice approach nanningbob, amazing how when something is so simple it surprises you. I like that when it happens.
One question, on the 1x5 are you still using the 7 period lwma's?
They look fine just checking.....
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