From dff3ddb8d6f742c2584996d0c1cf15303a1ccf76 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 27 Oct 2025 22:07:15 +0100 Subject: [PATCH] new files added --- Indicators/MyIndicators/Windowed_MA_Pro.md | 59 ++++++++++++++++++++++ 1 file changed, 59 insertions(+) create mode 100644 Indicators/MyIndicators/Windowed_MA_Pro.md diff --git a/Indicators/MyIndicators/Windowed_MA_Pro.md b/Indicators/MyIndicators/Windowed_MA_Pro.md new file mode 100644 index 0000000..c12808d --- /dev/null +++ b/Indicators/MyIndicators/Windowed_MA_Pro.md @@ -0,0 +1,59 @@ +# Windowed MA Professional + +## 1. Summary (Introduction) + +The Windowed MA Pro is an indicator based on John Ehlers' research into advanced **Finite Impulse Response (FIR) filters**. It serves as a superior alternative to the Simple Moving Average (SMA) by employing "windowing" functions to create a smoother, more responsive output. + +A standard SMA uses a "rectangular window," giving equal weight to all prices in the lookback period, which results in poor filtering characteristics. This indicator allows the user to apply mathematically superior weighting schemes: + +1. **Triangular Window:** A simple weighting that gives the most emphasis to the middle of the lookback period. +2. **Hann Window:** A more advanced, cosine-based weighting function that provides excellent smoothing and is Ehlers' recommended choice for most trading applications. + +The result is a high-fidelity moving average that produces a cleaner representation of the trend with less noise than a standard SMA. + +## 2. Mathematical Foundations and Calculation Logic + +The indicator is a weighted moving average, where the weights are determined by the selected windowing function. + +### Calculation Steps (Algorithm) + +For each bar, the indicator looks back over the last `N` periods. + +1. **Calculate Weights:** For each position `j` within the `N`-period window, a specific weight is calculated based on the chosen `Window Type`. + * **SMA:** `Weight = 1` + * **Triangular:** The weight increases linearly to the midpoint of the window and then decreases. + * **Hann:** The weight is calculated using a cosine formula, creating a smooth, bell-shaped curve: $W_j = 0.5 \times (1 - \cos(\frac{2\pi \times j}{N-1}))$ +2. **Calculate Weighted Sum:** The source price at each position is multiplied by its corresponding weight and summed up. +3. **Normalize:** The final indicator value is the weighted sum divided by the sum of all weights. + +## 3. MQL5 Implementation Details + +* **Unified Calculator (`Windowed_MA_Calculator.mqh`):** The calculation for all window types is handled by a single, flexible calculator class. The user's choice determines which weighting formula is used inside the calculation loop. +* **Heikin Ashi Integration:** The indicator fully supports calculation on smoothed Heikin Ashi data. +* **FIR-based Logic:** This is a non-recursive (FIR) filter. Its calculation at any given bar depends only on the last `N` prices. +* **Stability via Full Recalculation:** The indicator employs a full recalculation on every `OnCalculate` call. + +## 4. Parameters + +* **Window Type (`InpWindowType`):** Allows the user to select the weighting function: `SMA`, `Triangular`, or `Hann`. **`Hann` is recommended for the best smoothing.** +* **Period (`InpPeriod`):** The lookback period (`N`) for the moving average. +* **Applied Price (`InpSourcePrice`):** The source price for the calculation (e.g., Close, Open, etc.). +* **Candle Source (`InpCandleSource`):** Selects between `Standard` and `Heikin Ashi` candles. + +## 5. Usage and Interpretation + +The Windowed MA should be used as a high-quality replacement for a standard Simple Moving Average. + +* **Trend Identification:** Use it to identify the direction of the trend. Price trading above the line indicates an uptrend; price below indicates a downtrend. +* **Dynamic Support and Resistance:** The line acts as a dynamic S/R level. Due to its superior smoothing, it often provides more reliable support/resistance than a standard SMA. +* **Crossover Systems:** A two-line crossover system using a fast and a slow Windowed MA (especially with the Hann window) will produce smoother and potentially cleaner signals than a standard SMA crossover system. + +### **Combined Strategy with Windowed Momentum (Advanced)** + +The true power of the Ehlers windowing concept is revealed when using the `Windowed_MA_Pro` and `Windowed_Momentum_Pro` indicators together. A key relationship exists between them: + +* **The Momentum Oscillator's zero-cross predicts the Moving Average's turning point.** + * When the `Windowed_Momentum` oscillator crosses **above its zero line**, it signals that the `Windowed_MA` is forming a **trough (a bottom)**. + * When the `Windowed_Momentum` oscillator crosses **below its zero line**, it signals that the `Windowed_MA` is forming a **peak (a top)**. + +This relationship can be used to anticipate changes in the short-term trend defined by the moving average, providing a powerful leading signal.