Moving Average Filters
Moving averages can help ensure your trades are taking place while in a trend. Combine multiple MA’s to solidify your trades direction.
⤷ You can use up to 3 different Moving Averages to filter out your trades.
⤷ Customize your MA’s to most available on NinjaTrader, including VWAP:
- DEMA
- EMA
- HMA
- LinReg
- SMA
- TEMA
- TMA
- VWMA
- WMA
- ZLEMA
- VMA
- KAMA
- ZLTEMA
- ZLHATEMA
- VWAP
- T3
This section will focus on FILTERING trades rather than entering at the MA Cross. If you are trying to enter a trade at a Cross, please see the Auto Entries section.
FAST Moving Average:
In order to use the MA’s to Filter out our Auto Entries, the MA(s) FILTER Auto Entries option must be enabled!
Also note that the names Fast, Slow and Trend are just to help identify the order of the MA’s. If you wish to only use 1 MA to filter, change the FAST MA to any period of your choosing. It can be as high as a regular Trend MA. You do NOT have to keep it as a Fast MA just because of it’s name.
For these examples, we will use a simple Reversal Auto Entry. The MA will filter out all Auto entries with a similar concept.
1 MA Filtering:
⤷ Long trades will only take place ABOVE the MA.
⤷ Short trades will only take place BELOW the MA.
FAST & SLOW Filtering:
When we add a Slow MA, we add an extra layer of Filtering. Now, not only must the price be in the correct area, the MAs must also be correct.
For these examples, we will again use a simple Reversal Auto Entry. The MA’s will filter out all Auto entries with a similar concept.
2 MA Filtering:
⤷ Long trades will only take place ABOVE the FAST MA.
⤷ The FAST MA must also be ABOVE the SLOW MA.
⤷ Short trades will only take place BELOW the MA.
⤷ The FAST MA must also be BELOW the SLOW MA.
The Reversals not colored (Purple X) are not eligible for trades because the FAST MA is on the wrong side of the SLOW MA for that Reversal Entry.
FAST & SLOW & TREND Filtering:
Adding a TREND MA, again, adds a new layer to filtering our Auto entries.
Once again, we will use a simple Reversal Auto Entry. The MA’s will filter out all Auto entries with a similar concept.
3 MA Filtering:
⤷ Long trades will only take place ABOVE the FAST MA.
⤷ The FAST MA must also be ABOVE the SLOW MA.
⤷ The SLOW MA must also be ABOVE the TREND MA.
⤷ Short trades will only take place BELOW the MA.
⤷ The FAST MA must also be BELOW the SLOW MA.
⤷ The SLOW MA must also be BELOW the TREND MA.
