Mql5官网 Strong Trend Flat Signal 外汇EA

The principle of the indicator.

              The Strong Trend Flat Signal
(STFS) indicator is the intersection of two, developed by the author,
non-lagging moving averages with averaging periods 21 and 63.

              A simple moving average (SMA) with an averaging
period (2n + 1) of bars is always obtained lagging by n bars. If SMA or
other types of moving averages are the basis for making trading decisions, then
their strong delay does not allow  to
open positions in time and close positions, which leads to losses.  

          
Non-lagging moving averages  calculated at the points (Inf, n + 1) in the usual way, and at the
points of the [n, 0] segment, where 0 is the last bar number, is
algorithmically and there is a curvilinear sector (cover out the confidence
interval) in which the line of the non-lagging moving average fits with the
confidence level specified in the indicator settings. It is
clear that the more the confidence probability value is taken (which by default
is equal to 0.67), the wider the curvilinear sector of the confidence interval
is obtained. If we take the confidence probability equal to zero, then the
sector of the indicator readings at points [n, 0] will shrink to a curve, which
will pass through the most probable values ​​of the non-lagging average.
Statistical studies show that the price around the non-remaining average is
distributed according to the Laplace law. Knowledge of the distribution law and
the algorithm for calculating the most likely non-lagging average on the [n, 0]
segment allow us to calculate the confidence interval sector.

Trade
using the Strong Trend Flat Signal
indicator.

              If the lower border slow
component of the figure sector of the STFS  indicator moves to the up, then there is an
uptrend and you need to open positions on Buy. If the upper
boundary of the slow component of the curvilinear sector of the STFS  indicator is oriented downwards, then there
is a downward trend and you need to open positions on Sell. In
such cases, you can be sure of the correctness of the established trend
direction with the confidence level set in the indicator settings.

              If the upper limit  of the slow component of the figure sector
of the STFS indicator moves to the up, and the its  lower limit moves down, then there is a
flat, which serves as a signal for closing trend positions.

              If the slow component of the
indicator determines the flat or channel, but the sector of the fast component
is noticeably beyond the sector of the slow component, then this means the
breakdown of the channel and serves as a signal to open the corresponding
position.

              If the slow component of the
indicator determines the trend, but the sector of the fast component noticeably
leaves the sector of the slow component from the opposite direction of the
trend, this means the end of the trend and serves as the signal to close the
corresponding position.

Indicator settings.

• Price type  – applied price.
  Values: Close price, Open price, High price, Low price, Median price  ((high + low)/2 – default),  Typical price ((high +
  low + close)/3),   
  Weighted  price  ((high + low + 2*close)/4). 
• The averaging method   – Values:  Simple (default),
  Exponential, Smoothed,  Linear  weighted.
• The
  first averaging period    –   Any
  integer (21 by default).
• The
  second averaging period   –   Any
  integer (63 by default).
• Confidence probability  – Values:   from 0  to  0.999 (0.67 by
  default).
• Global
  shift – Global shift
  of the beginning of the indicator readings in bars. Values: any
  positive integer  (0 default).

• Color
  of the first  line.    –   The color of
  the indicator first  line
  and its figure sector.
• Color
  of the second  line.  – The color of the indicator second  line and its figure sector.
• Paint
  over the confidence interval? –  Values:  true  (by default),  false.