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Machine Learning & Optimization Moving Average (Expo)

An indicator that finds the best moving average
We all know that the market change in characteristics over time, volatility, volume, momentum, etc., keep changing. Therefore, traders fine-tune their indicators and strategies to fit the constantly changing market. Unfortunately, that means there is no "best" MA period that suits all these conditions. That is why we have developed this algorithm that self-adapts and finds the best MA period based on Machine Learning and Optimization calculations.

This indicator help traders and investors to use the best possible moving average period on the selected timeframe and asset and ensures that the period is updated even though the market characteristics change over time.

Self-optimizing moving average
There is no doubt that different markets and timeframes need different MA periods. Therefore, our algorithm optimizes the moving average period within the given parameter range and optimizes its value based on either performance, win rate, or the combined results. The moving average period updates automatically on the chart for you.

  • Traders can choose to use our Machine Learning Algorithm to optimize the MA values or can optimize only using the optimization algorithm.
Performance
If you select to optimize based on performance, the calculation returns the period with the highest gains.

Winrate
If you select to optimize based on win rate, the calculation returns the period that gives the best win rate.

Combined
If you select to optimize based on combined results, the calculations score the performance and win rate separately and choose the best period with the highest ranking in both aspects.


Finding the best moving average for any asset and timeframe
Traders can choose to find the best moving average based on price crossings.

Finding the best combination of moving averages for any asset and timeframe
Traders can choose to find the best crossing strategy, where the algorithm compares the 2 averages and returns the best fast and slow period.

Alerts
Traders can choose to be alerted when a new best moving average is found or when a moving average cross occurs.



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Disclaimer

The information contained in my Scripts/Indicators/Ideas/Algos/Systems does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.

All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.

My Scripts/Indicators/Ideas/Algos/Systems are only for educational purposes!

Protected script
This script is published closed-source but you may use it freely. You can favorite it to use it on a chart. You cannot view or modify its source code.
Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

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