#47 — PantasticSMA indicator screen

Hypothesis — what it tests

Does the smoothed-SMA momentum-rate signal (PantasticSMA) carry directional edge at any bar type, timeframe, multi-TF confluence, or on P&F-filtered price?

Description

A port of the user's cTrader PantasticSMABot — SMA(7) whose momentum rate ((SMA[t]-SMA[t-lookback])/(lookback x bar_minutes), the timeframe-neutral 'WhiteMethod') colors the line and drives Long/Short/Flat signals — screened for genuine backtest edge in fx-core. Session 059 tested 30-tick bars on EUR_JPY and GBP_JPY (no edge in either direction; the momentum-normalization exit produces tiny winners and large losers) and EUR_JPY M5 over 5.5 years, where the only positive config (thr=0.030 trend-follow, IS PF 1.44 / OOS PF 1.29) fired just 14 OOS trades in years — not deployable, though it showed extreme M5 SMA momentum does weakly predict continuation. Session 060 tested all 15 multi-timeframe confluence combos (S5/S30/M5/H1) — every combo including a fast TF was deeply negative from spread churn, and M5 alone topped out at +1.42 p/d OOS — plus 36 P&F level-series configs (3 box x 6 reversal x trend/counter), of which 0/36 were OOS-positive because the SMA-on-step-function fires in the direction of the just-completed move (9-16% WR chasing entries). Research closed; the only imagined residual use was as an untested filter on other entries.

Key result

Indicators

Algorithms

Code