One thing has popped into my head about this regarding how close the 20 day EMA is to the 200 day EMA.
What I propose is the following...
double Gap = iATR(Pairs[b],1440,1,0) / MarketInfo(Pairs[b],MODE_POINT);
Buy = 20EMA > (200EMA + Gap)
Sell = 20EMA < (200EMA - Gap)
Does anyone have a view ?
double Gap = iATR(symbol,1440,1,0) ;
if (EMA_TF1_20 > (EMA_TF1_200-Gap) && MathAbs(EMA_TF1_20-EMA_TF1_200)<=Gap) return( buy);
if (EMA_TF1_20 < (EMA_TF1_200+Gap) && MathAbs(EMA_TF1_20-EMA_TF1_200)<=Gap) return(sell);
This seems to avoid drawdown more and you can get out if price retreats under the EMA farther than you like. What do you think?