MAMACD – expert for MetaTrader 5

Author of the idea:  Yuri, author of the mq5 code: barabashkakvn.

Two main iMA (Moving Average, MA) indicators with periods 85 and 75 are calculated using Low prices, the third iMA (Moving Average, MA) with the period 5 is calculated based on Close prices.

A position is opened when the fast iMA (Moving Average, MA) with period 5 crosses both slow iMAs. An additional factor is MACD’s position above zero for an up trade, or its growth.

Two MAs are needed for visual trading. A small take profit is used, 15-20 points depending on currency volatility. Someone might say that this is a too small amount. But if you trade a large lot on multiple pairs, the results can be very good. The stop loss of 10-15 points is rarely hit.

Testing results for the last year (from 2017.01.01 to 2017.10.31) at the M15 timeframe:

Symbol Pass Result Profit Expected Payoff Profit Factor Recovery Factor Sharpe Ratio Custom Equity DD % Trades
USDJPY 3 3247,67 247,67 0,48 1,07 1,25 0,04 0 6,60 521
EURJPY 14 2610,75 -389,25 -0,69 0,90 -0,65 -0,05 0 19,56 563
EURGBP 11 2566,31 -433,69 -0,86 0,92 -0,63 -0,04 0 22,42 506
EURUSD 0 2482,42 -517,58 -0,93 0,89 -0,66 -0,06 0 25,07 557
AUDUSD 5 2468,08 -531,92 -0,96 0,88 -0,66 -0,06 0 26,54 554
USDCAD 4 2250,59 -749,41 -1,25 0,81 -0,98 -0,10 0 25,47 601
GBPUSD 1 2001,58 -998,42 -1,70 0,80 -0,84 -0,11 0 38,63 586
EURCHF 13 1985,18 -1014,82 -2,22 0,76 -0,91 -0,12 0 37,14 458
EURCAD 16 1791,18 -1208,82 -2,12 0,71 -0,88 -0,15 0 45,92 569
USDCHF 2 1790,78 -1209,22 -2,13 0,76 -0,91 -0,13 0 43,78 568
EURAUD 12 1678,28 -1321,72 -2,22 0,70 -0,88 -0,16 0 49,82 596
AUDJPY 9 1531,42 -1468,58 -2,57 0,70 -0,99 -0,17 0 49,66 572
CHFJPY 10 1493,13 -1506,87 -2,29 0,73 -0,98 -0,15 0 51,05 658
AUDCHF 8 1432,25 -1567,75 -3,02 0,70 -0,94 -0,15 0 55,85 519
CADCHF 19 1300,63 -1699,37 -3,41 0,67 -0,94 -0,17 0 60,54 499
AUDCAD 7 1142,15 -1857,85 -3,32 0,60 -0,97 -0,22 0 63,60 560
GBPJPY 18 865,69 -2134,31 -3,43 0,63 -1,00 -0,20 0 71,21 622
GBPCHF 17 122,78 -2877,22 -5,22 0,55 -1,00 -0,17 0 95,91 551
EURNZD 15 100,52 -2899,48 -6,50 0,39 -1,00 -0,27 0 96,65 446
AUDNZD 6 70,66 -2929,34 -5,28 0,43 -1,00 -0,23 0 97,64 555

The positive result was only obtained for USDJPY.

Results of testing for the last year (from 2017.01.01 to 2017.10.31) at the H1 timeframe:

Symbol Pass Result Profit Expected Payoff Profit Factor Recovery Factor Sharpe Ratio Custom Equity DD % Trades
USDCAD 4 3142,27 142,27 0,97 1,18 0,98 0,08 0 4,80 146
EURUSD 0 3114,56 114,56 0,83 1,12 0,57 0,06 0 6,56 138
AUDJPY 9 3024,26 24,26 0,17 1,02 0,17 0,01 0 4,55 139
AUDCHF 8 3009,49 9,49 0,07 1,01 0,04 0,01 0 8,35 140
EURJPY 14 2955,84 -44,16 -0,33 0,95 -0,21 -0,02 0 6,99 133
USDCHF 2 2815,92 -184,08 -1,30 0,85 -0,64 -0,08 0 9,29 142
USDJPY 3 2815,05 -184,95 -1,18 0,84 -0,61 -0,08 0 10,00 157
EURAUD 12 2717,65 -282,35 -1,78 0,75 -0,64 -0,13 0 14,57 159
AUDUSD 5 2669,29 -330,71 -2,09 0,76 -0,68 -0,13 0 16,25 158
EURCAD 16 2627,66 -372,34 -2,47 0,67 -0,85 -0,20 0 14,45 151
GBPCHF 17 2622,02 -377,98 -3,20 0,69 -0,75 -0,18 0 16,80 118
GBPUSD 1 2620,28 -379,72 -2,47 0,73 -0,72 -0,15 0 17,17 154
EURGBP 11 2566,81 -433,19 -3,09 0,73 -0,81 -0,15 0 17,65 140
AUDCAD 7 2508,89 -491,11 -2,98 0,63 -0,89 -0,22 0 18,29 165
CADCHF 19 2500,84 -499,16 -3,42 0,67 -0,84 -0,19 0 19,67 146
GBPJPY 18 2360,00 -640,00 -4,74 0,52 -0,99 -0,32 0 21,51 135
AUDNZD 6 2343,57 -656,43 -4,03 0,53 -0,92 -0,31 0 23,87 163
CHFJPY 10 2270,27 -729,73 -4,62 0,52 -0,92 -0,33 0 26,18 158
EURCHF 13 2115,04 -884,96 -5,40 0,51 -0,92 -0,33 0 31,92 164
EURNZD 15 2069,52 -930,48 -6,60 0,37 -0,97 -0,48 0 31,88 141