Vervoort’s Crossover of Typical Price and Heikin-Ashi Moving Averages

Summary

The document describes a crossover indicator based on Sylvain Vervoort’s approach. It compares a triple exponential moving average applied to typical price with one applied to Heikin-Ashi close. The crossover can be interpreted like a conventional two moving average signal, with the relative movement of the two smoothed price series providing the trading cue.

The notes also explain that the indicator’s behavior depends on the lag introduced by the Heikin-Ashi average price. They list alternative Heikin-Ashi price inputs, including open, high, low, median, typical, weighted, and other derived prices, suggesting that traders may need to experiment with periods and inputs. The document gives no performance evidence, entry or exit rules, or risk controls. It therefore presents an indicator concept rather than a fully specified or validated trading system.

Key ideas

• The indicator compares triple exponential moving averages of typical price and Heikin-Ashi close.
• Its signals are interpreted as a conventional moving average crossover.
• Changing the Heikin-Ashi price input can change the indicator’s lag and behavior.
• The document gives no backtest results or complete risk management rules.

Tags

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