Is VIDyA built into MetaTrader 5?

Yes. iVIDyA is a standard function, and MetaQuotes also ships the source as VIDyA.mq5 under MQL5\Indicators\Examples, which is where the arithmetic on this page comes from. It declares one buffer, plots one line in the chart window, and sets PLOT_DRAW_BEGIN to EMA period + CMO period − 1.

Is VIDyA faster than a normal moving average?

No, and it cannot be. Its smoothing factor is the EMA's factor multiplied by a value between 0 and 1, so EMA(n) is the ceiling for VIDyA(any CMO, n). Measured over 4,980 random bars at CMO 9 / EMA 12, not one bar exceeded that ceiling and the average was 31.4% of it — closer to the responsiveness of a 40-period EMA than a 12-period one.

Does it adapt to volatility?

No. The multiplier is a ratio with the sizes of the moves in both the numerator and the denominator, so they cancel. Multiplying every price step in a test series by 100 — a hundred times the volatility, identical directions — leaves the mean smoothing factor identical to eight decimal places. What changes it is how one-sided the moves are: fixing the sizes and varying only the persistence of direction moved the factor from 20.9% of the ceiling to 100%.

What happens when the market goes sideways?

The factor falls toward zero and the line slows to a halt. In a ranging stretch, 51.1% of bars saw the line move less than 0.05 over four bars, against 22.4% for a 12-period EMA on the same data. The upside is that a frozen line does not produce crossovers; the downside is that if a real move arrives during a balanced stretch, the line is late — after a step change followed by quiet prices it took 84 bars to catch up where the EMA took 18.

Which period should I change, the CMO one or the EMA one?

Change the EMA period to change speed, and the CMO period to change how selective it is. The EMA period sets the ceiling — 2/(1 + period) — and the CMO period sets what fraction of that ceiling you get on average: 42.5% at CMO 5, 31.0% at 9, 20.8% at 20 and 12.9% at 50, with the EMA period held at 12 throughout.

Why does the template use two VIDyA lines with the same EMA period?

So that the difference between them is sensitivity rather than speed. Both are capped at the same 0.1538, and the CMO periods of 9 and 50 decide how much agreement each needs before it moves. The practical consequence is measurable: over 7 series of 20,000 bars, 56.7% of the template's entries landed in a trending stretch against a 47.5% chance level, while EMA 30 × EMA 100 — matched to the two lines' average effective periods — managed 16.2% and EMA 12 × EMA 28 managed 18.8%, both far below chance.

Does it make more money than a moving average cross?

Not in the measurement on this page, and it would be worth distrusting anyone who claims otherwise from a synthetic test. Total distance captured came out at 2,429 against 2,625 for EMA 30 × EMA 100 over the same seven series. What changed was the distribution: 38.9% of trades profitable against 35.1%, 52 bars held against 146, and 0.701 of distance per trade against 2.819. It trades more often, holds for less time and picks different moments — it does not extract more.

Can I build this without coding?

Yes. The VIDyA Sensitivity Cross template has two VIDyA nodes — CMO 9 and CMO 50, both with EMA period 12 and shift 1 — feeding a crossover and a crossunder that close the opposite position before opening a new one, with 70 / 210 pip distances. The CMO periods, the EMA period, the applied price, the stops, the lot and the spread limit are all EA inputs.

How should I validate settings before going live?

Backtest on quality tick data and then demo, and check two things specific to this indicator. First, confirm the warmup: with CMO 50 the blunt line needs 62 bars before it exists, so a short test period silently trades on fewer signals than you think. Second, compare it against the plain EMA of the same period on the same data — if the results are indistinguishable, the CMO period is short enough that you are paying for an EMA in disguise, and CMO 1 is the extreme case where that is exactly true.

VIDyA for MT5 traders

What VIDyA tells you

Take an exponential moving average and, on every bar, multiply its smoothing factor by how one-sided the recent price changes have been. When the last few bars all went the same way the multiplier is near one and the average behaves like the EMA it was built from. When the ups and downs cancel out the multiplier collapses toward zero and the average barely moves — at exactly zero it does not move at all. The knob people expect to be about volatility is not: the multiplier is a ratio with the size of the moves in both halves, so it is scale-free. Multiply every price change in a series by a hundred and the smoothing factor comes out identical to eight decimal places.

The factor is capped at the EMA's own — VIDyA is never faster than the EMA of the same period
It is scale-free: bigger moves do not speed it up, more one-sided moves do
In a balanced stretch the factor reaches zero and the line freezes

1 Measure how one-sided the last CMO-period changes were, as a number from 0 to 1
2 Multiply the EMA's own smoothing factor by it
3 Apply that reduced factor to this bar's price

عرض الصيغة وتفاصيل الحساب

Every adaptive moving average on this hub answers the same question differently: how much should this bar count? FrAMA answers with the fractal dimension of the price path, AMA with an efficiency ratio, and VIDyA with the one-sidedness of the recent changes:

alpha = 2 / (1 + EMA period)          <- the ceiling, fixed
cmo   = |(sum of ups - sum of downs) / (sum of ups + sum of downs)|   <- 0..1
VIDYA[i] = price[i] * alpha * cmo + VIDYA[i-1] * (1 - alpha * cmo)

Because cmo never exceeds 1, the effective factor never exceeds the EMA’s own. Over 4,980 random bars at the defaults, zero bars reached the 0.1538 ceiling and the average was 31.4% of it — the responsiveness of a 40-period EMA, not a 12-period one. VIDyA is a way of being slower in some conditions. It has no mechanism for being faster.

It does not react to volatility. The multiplier is a ratio with the size of the moves in both halves, so they cancel. Take one series, multiply every step by 10 and then by 100, and the mean factor is the same number every time:

Price steps	Mean smoothing factor	Share of ceiling
×1	0.04762324	30.955%
×10	0.04762324	30.955%
×100	0.04762324	30.955%

What moves it is direction. Fix the sizes of every step so total movement is identical, and vary only the chance that each step continues the last one’s direction:

Persistence	Share of ceiling
0.30	20.9%
0.50	29.1%
0.70	40.8%
0.90	68.5%
1.00	100.0%

That is the whole indicator. The useful consequence is that in a balanced market the line stops — over ranging stretches it moved less than 0.05 in four bars on 51.1% of bars, against 22.4% for EMA 12 — and a line that is not moving cannot cross another one. The cost is on the same page as the benefit: after a step from 100 to 110 followed by flat prices, VIDyA halts at 107.7765 and never arrives, while EMA 12 closes the gap in 18 bars.

الإشارات

الإشارات المتميزة والقابلة للاختبار التي يوفرها VIDyA — والنظام الملائم لكل منها.

The Line Turns Up While Price Runs

جاهز في المنشئ

الشرط: The smoothing factor climbs toward its ceiling and the line tracks price closely
أفضل نظام: Trending
الاستخدام النموذجي: The regime the indicator was built for — the average becomes the EMA it is made of

Fast Line Crosses the Blunt One

جاهز في المنشئ

الشرط: The CMO 9 line crosses the CMO 50 line, both smoothed by EMA 12
أفضل نظام: Trending
الاستخدام النموذجي: The template's entry — a cross that a frozen pair of lines cannot produce in chop

The Line Goes Flat

جاهز في المنشئ

الشرط: The factor sits near zero and the average stops responding to price
أفضل نظام: Ranging
الاستخدام النموذجي: Not a signal to trade — a statement that the indicator has switched itself off

Price Runs Away From a Frozen Line

منطق متقدم

الشرط: Price moves steadily while the average stays where it was
أفضل نظام: Either regime
الاستخدام النموذجي: The failure mode: a balanced climb keeps the factor low, so the line lags a real move

تنفيذ MT5

ما يحسبه ويرسمه ميتاتريدر 5 فعليًا — وهو المرجع الذي كُتبت وفقه كل قاعدة في هذه الصفحة.

المخازن

الفهرس	المخزن	طريقة الرسم في MT5	ما يحتويه
0	VIDYA_Buffer	VIDYA	The line, and the only buffer the indicator declares — one buffer, one plot, mapped with INDICATOR_DATA. There is no second series holding the smoothing factor, so a flow cannot branch on how adaptive the line currently is; the panel on this page derives that from the same arithmetic rather than reading it. Note the name: unlike the MA family this indicator does not use MAIN_LINE, and its plot label is built at runtime as VIDYA(cmo, ema).

ملاحظات المنصة

دالة MQL5

iVIDyA

السعر المطبَّق

في المنشئ

iVIDyA takes an applied price and the node exposes it, so the CMO and the smoothing both read the series you choose. The node's other inputs are the CMO period, the EMA period, a shift and a timeframe. It does not expose the indicator's own ma_shift: the Builder always passes 0 there, so the original's InpShift — which slides the plotted line sideways — has no equivalent here.

ملاحظات التنفيذ

The CMO inside VIDyA is not the CMO indicator. MetaQuotes' reference implementation computes (sum of ups − sum of downs) / (sum of ups + sum of downs) and takes the absolute value, giving a number in 0…1. The standalone Chande Momentum Oscillator is the same ratio multiplied by 100. If you reason about VIDyA using a ±100 CMO you will conclude the smoothing factor can exceed the EMA's, and it cannot.
★ The effective factor is 2/(1 + EMA period) × |CMO|, so it is bounded above by the EMA's own factor. Measured over 4,980 random bars at CMO 9 / EMA 12: zero bars exceeded the 0.1538 ceiling, the mean was 0.048380 and the median 0.041198 — 31.4% of the ceiling, which is the behaviour of an EMA of about 40 periods. VIDyA is a way of being slower than an EMA in some conditions, not faster in others.
★ It is scale-free. Volatility appears in both the numerator and the denominator of the ratio, so it cancels. Taking one random series and multiplying every price step by 10 and then by 100 — identical directions, ten and a hundred times the movement — leaves the mean smoothing factor at 0.04762324 in all three cases, unchanged to eight decimal places. Whatever the node's old description said, this indicator does not react to volatility.
★ What does move it is directional bias. Holding the series of absolute step sizes fixed so that total movement is identical, and varying only the probability that each step continues in the same direction as the last, the mean factor goes 20.9% of the ceiling at p = 0.30, 29.1% at 0.50, 40.8% at 0.70, 68.5% at 0.90 and exactly 100.0% at p = 1.00.
There is no persistent state to warm up beyond the buffer itself: the line is recursive, so each value depends on the previous one, and MT5 seeds the first EMA period + CMO period − 1 slots with raw price rather than an average. PLOT_DRAW_BEGIN is set to that same number, which is why nothing is plotted for the first 20 bars at the defaults.
The Builder creates one handle per node, so the template's two lines mean two iVIDyA handles and two sets of inputs (VIDYA_CMO_tpl_2 / VIDYA_EMA_tpl_2 and the tpl_3 pair). The generated OnTick reads each with CopyBuffer(handle, 0, 1, 2, …) — buffer 0 is the only buffer there is — and the close nodes are emitted before the opposite entries so a netting account closes the old position instead of offsetting it.

يعمل بشكل أفضل / استخدم بحذر

لا يوجد مؤشر ذو ميزة شاملة. إليك أين يساعد VIDyA — وأين يضلل.

يعمل بشكل أفضل

Markets that alternate between clean runs and long balanced stretches
As the slower half of a pair, where refusing to move in chop is the point
M15 and above, where a 20-bar warmup and a 50-bar CMO window are cheap
Reading the pair's separation rather than the single line's level

استخدم بحذر

Expecting it to lead price: it is bounded below the EMA it is built from, never above
Reading it as a volatility-adaptive average — it does not respond to volatility at all
A CMO period of 1, where the multiplier is always 1 and the indicator is a plain EMA
Very long CMO periods, which push the average factor down to a tenth of the ceiling

بناء استراتيجية VIDyA

اربط الإشارة بقواعد الدخول والخروج، ثم صدّر EA MT5 قابلاً للترجمة — بدون كود.

A VIDyA node with CMO 9 and EMA 12
A second VIDyA node with CMO 50 and the same EMA 12
Crossover of the two → close any sell, then open a buy · SL 70 / TP 210
Crossunder → close any buy, then open a sell, mirrored
Shift 1 on both, so the cross is judged on closed bars

دمج VIDyA مع مؤشرات أخرى

نادراً ما يقف مؤشر واحد وحده. هذه التوليفات تغطي النقاط العمياء لـ VIDyA.

VIDyA + ATR

ATR at 14
Stop loss in ATR mode
VIDyA crossover

السبب: The template's 70-pip stop is a family default, not a measured one, and it is the weakest number on this page. Sizing the stop from measured volatility is the direct fix, and it pairs unusually well here because VIDyA itself is blind to volatility — the entry decides direction from how one-sided the moves were, and the stop decides distance from how large they were. The two inputs do not overlap, so neither is doing the other's job badly
أفضل نظام: Either regime

The Stop Loss node has an ATR mode, so replacing the fixed distance needs no extra condition — swap the mode and set the multiplier.

افتح المنشئ →

VIDyA + ADX

ADX above 25
VIDyA crossover
Buy

السبب: This page's measurement says the crosses do not cluster in chop the way EMA crosses do, but they still land in a ranging stretch a little under half the time, because a balanced market can still drift enough to separate two frozen lines. A trend-strength reading at the moment of the cross is the cheapest test of whether the separation means anything, and it is a genuinely independent one — ADX reads the size of directional movement, while the CMO ratio deliberately discards size
أفضل نظام: Trending

No single-flow template combines them. Add an ADX node with a Compare at 25 and join it to the VIDyA Cross with an And gate.

افتح المنشئ →

VIDyA + Standard Deviation

Std Deviation at 20
VIDyA crossover
Buy

السبب: The complement of the ADX pairing, and the more interesting one. Because the smoothing factor ignores the size of moves entirely, VIDyA cannot tell a quiet balanced market from a violent balanced one — both freeze the line. A dispersion reading restores exactly the information the ratio threw away, which is what you want when the same settings have to work on an instrument whose character changes between sessions
أفضل نظام: Either regime

Add a Std Deviation node and a Compare against a level chosen from the instrument, then join it to the VIDyA Cross with an And gate.

افتح المنشئ →

المعاملات

قيم أولية للتحقق على زوجك الخاص وإطارك الزمني — ليست إعدادات مضمونة.

المعامل	الافتراضي	نطاق الاختبار المقترح	ما يفعله
CMO period	9	1–1000	How many bars the one-sidedness is measured over. This is the sensitivity knob and the only one that changes how adaptive the line is. Measured on 4,000 random bars with EMA 12 fixed, the average smoothing factor is 42.5% of the ceiling at CMO 5, 31.0% at 9, 20.8% at 20 and 12.9% at 50 — behaving like EMAs of roughly 30, 41, 61 and 100 periods respectively. A value of 1 is degenerate: with one change in the window, one of the two sums is always zero, the ratio is always 1, and the indicator is a plain EMA.
EMA period	12	1–1000	The smoothing period whose factor, 2/(1 + period), is the ceiling. At 12 that ceiling is 0.1538. Raising this period lowers the ceiling and slows everything proportionally; it does not change how the line adapts, only how fast it is allowed to be at full adaptation.
Applied price	PRICE_CLOSE	Close / Open / High / Low / Median / Typical / Weighted	The series both halves read. Unlike FrAMA — where the adaptation comes from the bars' own highs and lows and applied price only enters the final smoothing — here the CMO is computed from the applied price too, so changing it changes how adaptive the line is as well as what it smooths.
Shift	1	0–100	Which bar the Builder reads. The template uses 1, so decisions are made on closed bars. This is the node's read offset, not the indicator's own ma_shift — the Builder always passes 0 for that, so there is no way to slide the plotted line forward from here.
Timeframe	Current	Current / M1–MN1	Which timeframe's bars feed the calculation. Note the warmup travels with it: nothing is drawn until EMA period + CMO period − 1 bars exist, which is 20 at the defaults and 62 with the blunt CMO 50 the template also uses.

الإعدادات المسبقة الأولية

Template fast line CMO 9 / EMA 12 The MT5 defaults, averaging 31.4% of the ceiling

Template blunt line CMO 50 / EMA 12 Same ceiling, reached far less often — 12.9% on average

Nearly an EMA CMO 5 / EMA 12 42.5% of the ceiling; worth comparing against a plain EMA before choosing it

أمثلة السوق

أين يعمل VIDyA، وأين يفشل، وكيف يغير الفلتر النتيجة.

يعمل

Both lines wake up together

A run begins, the CMO 9 line's factor climbs toward the ceiling and it pulls away from the CMO 50 line, which needs far more agreement before it moves. The separation is the signal, and it happened because the moves were one-sided rather than because they were large.

يفشل

Separation without a trend

A balanced market still drifts, and a slow drift is one-sided enough to nudge the fast line past the blunt one. This is the entry that the trend-strength filter above exists to test, and it is why a little under half the template's entries land outside a trend.

مُصفّى

The chop that produced nothing

Prices move as much as they did in the trending stretch, but the ups and downs cancel, both factors collapse toward zero and neither line moves enough to cross. No trade is taken — which is the behaviour being paid for.

المؤشرات ذات الصلة

AMA عرض الدليل →

FrAMA عرض الدليل →

Moving Average عرض الدليل →

FAQ

Is VIDyA built into MetaTrader 5?: Yes. iVIDyA is a standard function, and MetaQuotes also ships the source as VIDyA.mq5 under MQL5\Indicators\Examples, which is where the arithmetic on this page comes from. It declares one buffer, plots one line in the chart window, and sets PLOT_DRAW_BEGIN to EMA period + CMO period − 1.
Is VIDyA faster than a normal moving average?: No, and it cannot be. Its smoothing factor is the EMA's factor multiplied by a value between 0 and 1, so EMA(n) is the ceiling for VIDyA(any CMO, n). Measured over 4,980 random bars at CMO 9 / EMA 12, not one bar exceeded that ceiling and the average was 31.4% of it — closer to the responsiveness of a 40-period EMA than a 12-period one.
Does it adapt to volatility?: No. The multiplier is a ratio with the sizes of the moves in both the numerator and the denominator, so they cancel. Multiplying every price step in a test series by 100 — a hundred times the volatility, identical directions — leaves the mean smoothing factor identical to eight decimal places. What changes it is how one-sided the moves are: fixing the sizes and varying only the persistence of direction moved the factor from 20.9% of the ceiling to 100%.
What happens when the market goes sideways?: The factor falls toward zero and the line slows to a halt. In a ranging stretch, 51.1% of bars saw the line move less than 0.05 over four bars, against 22.4% for a 12-period EMA on the same data. The upside is that a frozen line does not produce crossovers; the downside is that if a real move arrives during a balanced stretch, the line is late — after a step change followed by quiet prices it took 84 bars to catch up where the EMA took 18.
Which period should I change, the CMO one or the EMA one?: Change the EMA period to change speed, and the CMO period to change how selective it is. The EMA period sets the ceiling — 2/(1 + period) — and the CMO period sets what fraction of that ceiling you get on average: 42.5% at CMO 5, 31.0% at 9, 20.8% at 20 and 12.9% at 50, with the EMA period held at 12 throughout.
Why does the template use two VIDyA lines with the same EMA period?: So that the difference between them is sensitivity rather than speed. Both are capped at the same 0.1538, and the CMO periods of 9 and 50 decide how much agreement each needs before it moves. The practical consequence is measurable: over 7 series of 20,000 bars, 56.7% of the template's entries landed in a trending stretch against a 47.5% chance level, while EMA 30 × EMA 100 — matched to the two lines' average effective periods — managed 16.2% and EMA 12 × EMA 28 managed 18.8%, both far below chance.
Does it make more money than a moving average cross?: Not in the measurement on this page, and it would be worth distrusting anyone who claims otherwise from a synthetic test. Total distance captured came out at 2,429 against 2,625 for EMA 30 × EMA 100 over the same seven series. What changed was the distribution: 38.9% of trades profitable against 35.1%, 52 bars held against 146, and 0.701 of distance per trade against 2.819. It trades more often, holds for less time and picks different moments — it does not extract more.
Can I build this without coding?: Yes. The VIDyA Sensitivity Cross template has two VIDyA nodes — CMO 9 and CMO 50, both with EMA period 12 and shift 1 — feeding a crossover and a crossunder that close the opposite position before opening a new one, with 70 / 210 pip distances. The CMO periods, the EMA period, the applied price, the stops, the lot and the spread limit are all EA inputs.
How should I validate settings before going live?: Backtest on quality tick data and then demo, and check two things specific to this indicator. First, confirm the warmup: with CMO 50 the blunt line needs 62 bars before it exists, so a short test period silently trades on fewer signals than you think. Second, compare it against the plain EMA of the same period on the same data — if the results are indistinguishable, the CMO period is short enough that you are paying for an EMA in disguise, and CMO 1 is the extreme case where that is exactly true.

Glossary

المصطلحات الرئيسية

الاختبار الخلفي (باك تست)الإفراط في التحسين أقصى تراجع