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Using NonLag Moving Averages to Speed Up the Schaff Trend Cycle

Article MQL5 code base

Summary

The document describes a modified Schaff Trend Cycle (STC) calculation. In a conventional version, the MACD signal line is based on an exponential moving average of the difference between two exponential moving averages. This variant substitutes a NonLag moving average for the signal-line calculation, with the stated aim of making the resulting signal respond more quickly to market changes.

The description explains the indicator’s construction at a high level but gives no parameter settings, formula, chart examples, or measured comparison with the conventional STC. Faster responsiveness may change the timing of signals, but the document supplies no evidence about accuracy, returns, or false signals. It does not specify an asset class, timeframe, entry and exit rules, or risk controls. Treat the claimed speed improvement as a design intention, not as demonstrated trading performance.

Key ideas

  • The conventional Schaff Trend Cycle uses a MACD signal line derived from exponential moving averages.
  • This variant uses a NonLag moving average in the signal-line calculation.
  • The stated purpose of the substitution is to make the indicator react more quickly to price changes.
  • The document provides no comparative tests or trading rules.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.