MA PRO USER MANUAL

1. About This Manual

This manual describes MA Pro — a TradingView PineScript v6 overlay indicator that provides seven independently-configurable moving-average slots, each with its own choice of 19 MA algorithms, per-slot source, per-slot period, optional higher-timeframe override, line weight, line color, and floating label. MA Pro is the TradingView counterpart of the ATAS indicator Strata from the same family, but with a substantially larger algorithm library and several advanced additions: per-slot multi-timeframe support, an adaptive period system, and the AZLEMA — a novel adaptive zero-lag EMA algorithm implemented natively in the indicator.

Like its siblings across the family, MA Pro defaults to everything off. Slots are enabled one by one and configured as needed, so the indicator starts clean regardless of how few or how many MAs the trader actually wants.

The manual is organized in the order most users will need information:

Section 2 explains what MA Pro provides and how the seven slots work.
Section 3 covers all 19 MA types.
Section 4 explains the Adaptive Period system and the AZLEMA.
Section 5 walks through setup and reading the output.
Section 6 is the complete settings reference.
Sections 7–9 cover practical workflows, troubleshooting, and design notes.

Quick Start

Apply MA Pro to any TradingView chart. The indicator overlays directly on the price chart.
All seven slots default to disabled. Open the settings and enable whichever slots you need by checking the “Enable MA #N Plot” checkbox.
For each enabled slot, choose the MA type from the dropdown (19 options), set the period (L), optionally override the source (S) and timeframe (TF), then configure the line weight and color.
Each enabled MA gets a floating label at its current price showing the MA type name. Label position and color are per-slot configurable.
Global parameters for ALMA, JMA, LSMA, and AZLEMA are shared across all slots using those algorithms.

2. What MA Pro Provides

MA Pro plots up to seven independent moving average curves on the price chart. Each slot is completely self-contained — different algorithm, different period, different source, different timeframe if needed. The slots share one indicator but are otherwise uncoupled.

Seven Slots

Each slot has six configurable parameters:

Enable toggle — whether this slot draws anything.
Source (S) — which price or series the MA is computed on.
MA type — which of the 19 algorithms to apply.
Period (L) — the lookback window (ignored by SWMA and AZLEMA which use adaptive or fixed lengths).
Timeframe (TF) — leave blank to use the chart’s timeframe, or enter any TradingView timeframe string (e.g., “60” for 1H, “D” for Daily) to compute the MA on higher-timeframe data.
Plot Weight, Plot/Label Color, Text Color — visual configuration for the line and its floating label.

Default periods across the seven slots: 6, 12, 24, 20, 50, 100, 200. The progression covers short-term through long-term horizons without manual setup, so a standard stack is one click per slot.

Per-Slot Labels

Each enabled slot displays a floating label at the right edge of the MA line, positioned at the MA’s current value. The label text shows the MA type name (e.g., “EMA”, “HMA”, “AZLEMA”) so that different algorithms at different periods remain distinguishable at a glance even when lines are close together. Label background uses the slot’s Plot/Label Color; label text uses the slot’s Text Color.

Per-Slot Timeframe Override

Leaving a slot’s TF field blank (the default) computes the MA on the chart’s current timeframe — standard behavior. Entering a timeframe string (“60”, “D”, “W”) fetches data for that timeframe via request.security and computes the MA on the higher-timeframe series. The resulting line updates less frequently than the chart’s bars, stepping at each higher-timeframe bar close.

This makes MA Pro a multi-timeframe MA indicator without requiring multiple instances. A common configuration: slot 1 as a fast EMA on the chart TF, slot 5 as a slow SMA on the Daily TF — both visible simultaneously on a 5-minute chart, with the Daily SMA stepping each day.

3. The 19 MA Types

MA Pro supports 19 distinct moving-average algorithms. They span from the simplest (SMA) to the sophisticated adaptive (AZLEMA) and phase-adjusted (JMA). Brief descriptions of each follow, grouped by conceptual family.

Simple Averaging

SMA — Simple Moving Average. Equal weights over the lookback window. Smoothest, most lag. The textbook baseline.

TMA — Triangular Moving Average. An SMA of an SMA — smoothed twice. The triangular weighting this produces gives more weight to the middle of the window and produces a very smooth, heavily-lagging line.

SWMA — Symmetrically Weighted Moving Average. Fixed 4-bar window with weights [1/6, 2/6, 2/6, 1/6]. The period setting is ignored — SWMA always uses exactly 4 bars. A fast, minimally-lagging smoother for very short windows.

Exponential and Smoothed

EMA — Exponential Moving Average. Each bar weighted exponentially with α = 2/(period+1). Recent data weighted more heavily than old. More responsive than SMA at the same period.

DEMA — Double Exponential Moving Average. 2×EMA(src, N) − EMA(EMA(src, N), N). Designed to reduce lag compared to a plain EMA. More responsive but can overshoot during fast moves.

TEMA — Triple Exponential Moving Average. 3×EMA1 − 3×EMA2 + EMA3 where each is a cascaded EMA of the previous. Further lag reduction at the cost of more sensitivity to noise.

RMA — Wilder’s Smoothed Moving Average. Used in RSI calculations. α = 1/period (slower decay than EMA). Produces a smoother line than EMA at the same period, with more lag. The traditional MA behind indicators like RSI and ATR.

SMMA — Smoothed Moving Average. A Wilder-style smoothed MA (similar to RMA) initialized with an SMA seed. Trades lag for smoothness. Used in the standard Alligator indicator.

MAV — Modified Adaptive Vintage. A modified MA popularized by Joe DiNapoli in the context of his Preferred Stochastic method. Specific smoothing formula distinct from plain EMA or RMA — produces a relatively smooth line with moderate responsiveness.

Weighted

WMA — Weighted Moving Average. Linear weights: the most recent bar has weight N, the previous has N−1, down to weight 1 for the oldest. Weighted sum divided by N(N+1)/2. More responsive than SMA, weights drop linearly rather than exponentially.

DWMA — Double Weighted Moving Average. WMA of a WMA — WMA applied twice. Reduces the noise that single WMA can exhibit while retaining its linear-weighting character. Heavier lag than single WMA.

VWMA — Volume-Weighted Moving Average. Each bar’s price weighted by that bar’s volume. Bars with high volume move the average more; bars with low volume move it less. Requires meaningful volume data. Diverges from SMA when volume is unevenly distributed.

Adaptive and Smoothed Variants

HMA — Hull Moving Average. Alan Hull’s construction: WMA(2×WMA(src, N/2) − WMA(src, N), √N). Near-zero lag, very responsive. The most visually smooth fast MA in the list. Can be noisy in sideways markets.

LSMA — Least Squares Moving Average (Linear Regression). The endpoint value of a linear regression line fitted to the last N bars. Reads like a trend-following MA but reflects the statistical best-fit trend direction. The LSMA Offset parameter shifts the regression endpoint forward or backward.

ALMA — Arnaud Legoux Moving Average. A Gaussian-weighted MA centered at a user-configurable offset into the lookback window, with a sigma parameter controlling how sharply the weights fall off. ALMA Offset (0-1, default 0.85) biases the weights toward the recent end; Sigma (default 6) controls the bell-curve width. Low lag with configurable smoothness.

ZLEMA — Zero-Lag Exponential Moving Average. EMA applied to a lag-corrected source: src + (src − src[(N-1)/2]). The added term compensates for EMA’s inherent lag by extrapolating the current trend. More responsive than EMA but can overreact during sharp reversals.

SSMA — Smooth Simple Moving Average. A linear regression (LSMA) fed into an SSMA smoothing function that applies an additional pass of adaptive smoothing on the regression output. Combines regression-based trend fitting with an extra smoothing layer for visual cleanliness.

Advanced Custom Algorithms

JMA — Jurik Moving Average. Mark Jurik’s adaptive smoothing algorithm. Applies adaptive filtering based on local volatility — tighter in trending conditions, looser in choppy conditions. The JMA Phase parameter (−100 to +100, default 50) adjusts the phase response: positive values make JMA more responsive; negative values add more smoothing. JMA is among the most noise-adaptive algorithms available in public implementations.

AZLEMA — Adaptive Zero-Lag EMA. The indicator’s signature custom algorithm, combining two techniques: an adaptive period detector that dynamically adjusts the period based on the dominant market cycle, and a zero-lag construction that compensates for EMA’s inherent lag. The result is an EMA that self-tunes to the current market rhythm. See Section 4 for a full explanation.

4. The Adaptive Period System and AZLEMA

Two features in MA Pro go beyond standard MA implementations: the Adaptive Period system (which can dynamically tune any MA’s lookback) and the AZLEMA (which applies this adaptive period specifically to a zero-lag EMA construction).

Why Fixed Periods Have a Problem

A 20-period EMA works well when the market’s dominant price cycle happens to span roughly 20 bars. When the market shifts to a faster cycle (say, 10 bars) or a slower one (say, 40 bars), the fixed-period EMA either lags too much or reacts too strongly, depending on which direction it mismatches.

The insight behind adaptive MAs: instead of forcing the trader to manually tune the period to match the current market regime, let the algorithm detect the dominant cycle length and use that as its own period. The MA then self-calibrates as market conditions change.

How the Adaptive Period Works

MA Pro includes a custom periodAdapt() function that estimates the dominant market cycle using one or two Instant Frequency Measurement (IFM) techniques:

In-Phase & Quadrature (I-Q) IFM: Decomposes the price signal into two quadrature components (like a radio demodulator separating amplitude and phase). The phase rotation between consecutive bars encodes the instantaneous frequency of the dominant cycle. Accumulates phase until a full 2π rotation completes; the bar count at that point is the estimated cycle period.
Cosine IFM: A different approach using the ratio of bar-to-bar price change to total price range. The arctangent of this ratio gives an instantaneous phase estimate per bar; accumulating until 2π gives the cycle period. Smoother than I-Q on some market conditions, noisier on others.
Average (default): Runs both I-Q and Cosine IFMs simultaneously and averages their cycle estimates. More stable than either alone — the two methods’ noise tends to cancel partially. This is the AZLEMA Mode default.

The resulting adaptive period is smoothed (25% new estimate + 75% prior estimate) and clamped between a minimum of 4 and a maximum of 60 bars. On trending markets the detected cycle tends toward the minimum (trends are short-memory); on ranging markets it tends toward longer cycles (ranges repeat more slowly).

AZLEMA — Adaptive Zero-Lag EMA

AZLEMA combines two lag-reduction techniques:

The period from periodAdapt() — instead of a fixed N, the EMA’s period changes each bar to match the detected market cycle.
The zero-lag construction from ZLEMA — the source is pre-corrected for lag before the EMA is applied: source_corrected = src + (src − src[period/2]). This extrapolates the current trend to offset the EMA’s built-in delay.

The result is an EMA that hugs price more closely than any fixed-period EMA can, because both its period and its lag correction adapt simultaneously to the market’s current rhythm. When markets are trending strongly (short detected period), AZLEMA is tight and responsive. When markets are cycling slowly (long detected period), AZLEMA broadens and smooths.

The AZLEMA Mode setting (In-Phase & Quadrature / Cosine / Average) controls which IFM method the period estimator uses. Average is the most stable starting point.

Period Setting and AZLEMA

AZLEMA ignores the slot’s Period (L) setting entirely — its period is computed dynamically on each bar. Changing the period in a slot configured as AZLEMA has no effect. The relevant tuning is the AZLEMA Mode in Global Parameters (which controls the IFM method). The max/min period bounds (4-60) are fixed in the algorithm and not user-configurable.

5. Setup and Reading the Output

Installation

MA Pro is a TradingView PineScript v6 indicator. Install via TradingView’s standard indicator-management workflow — copy the source into the Pine Editor and click “Add to Chart”.

Chart Compatibility

Works on any TradingView chart and any timeframe. MA types that require volume (VWMA) need meaningful per-bar volume data. SWMA is always 4 bars regardless of chart type. All other types use the configured period on whatever bar structure the chart provides.

Overlay

MA Pro is an overlay indicator — all seven MA lines and their labels draw directly on the price chart.

Reading the Lines

Each enabled slot draws one line in the slot’s configured color and weight. A floating label at the line’s right edge shows the MA type. When multiple MAs are close in price, their labels may overlap — use different colors or weights to differentiate them visually.

Higher-timeframe slots (those with a TF override set) update only when the specified higher timeframe’s bars close. On a 5-minute chart with a slot configured for TF=”D”, the daily MA updates once per day — its line appears as a step function on the intraday chart.

Reading AZLEMA

The AZLEMA line moves differently from fixed-period MAs. Because its period adapts to the detected market cycle, it can switch between being a tight fast MA (during strong trends) and a broader slower MA (during cycles or chop). Watch for changes in the AZLEMA’s responsiveness — when it starts lagging noticeably, the detected period is lengthening (the market is cycling more slowly). When it starts hugging price tightly, the detected period has shortened.

6. Settings Reference

Settings are organized into eight groups: seven MA slot groups (MA #1 through MA #7) plus one Global Parameters group. The reference below covers one slot in detail and then covers Global Parameters.

MA Slot Groups (MA #1 through MA #7)

All seven groups have identical structure. Defaults differ only in Period and MA type (slots 4-7 default to SMA; slots 1-3 default to EMA).

Enable MA #N Plot Default: Off (all slots)

Toggle for this slot. When off, the MA is not computed and nothing draws. When on, the MA is computed and the line plus label appear on the chart.

All seven slots default to off — enable explicitly the ones you want.

S (Source) Default: close

Price source for this slot’s MA. Any TradingView source: open, high, low, close, hl2, hlc3, ohlc4, or any custom series.

Independent per slot — each slot can compute on a different source. Slot 1 on close, slot 2 on hlc3, etc.

MA (Type) Default: EMA (slots 1-3) / SMA (slots 4-7)

Which of the 19 MA algorithms to use for this slot. See Section 3 for descriptions of each.

SWMA ignores the Period setting (always 4 bars). AZLEMA ignores the Period setting (adaptive). All others use the configured period.

L (Period) Default: 6 / 12 / 24 / 20 / 50 / 100 / 200

Lookback window for the MA algorithm. Default values across slots 1-7 follow a progression covering short-term through long-term horizons.

Ignored by SWMA (always 4) and AZLEMA (adaptive 4-60).

Minimum 1.

TF (Timeframe) Default: Empty (chart’s timeframe)

Optional higher-timeframe override. Leave blank to compute on the chart’s current bars.

Enter any TradingView timeframe string to compute on higher-timeframe data via request.security. Examples: “60” for 1H, “240” for 4H, “D” for Daily, “W” for Weekly.

Higher-timeframe MAs update only when the specified TF’s bars close, producing a step-function appearance on lower-timeframe charts.

The TF must be equal to or higher than the chart’s timeframe. Setting it lower produces errors or unexpected behavior.

Plot Weight Default: 2

Line thickness. Range 1-4. Higher values produce thicker, more prominent lines.

Use higher weights for primary MAs (the ones most relevant to the current analysis) and lower weights for contextual or secondary MAs.

Plot/Label Color Default: White (#ffffff)

Color of the MA line and the floating label’s background. All seven slots default to white — differentiate by changing each slot’s color.

Text Color Default: Black (#000000)

Color of the text inside the floating label. Default black against the default white background. Change to match your chart theme.

Global Parameters

Shared parameters for MA types that have algorithm-specific tuning knobs. One value per parameter applies to all slots using that algorithm simultaneously.

Linear Regression Offset Default: 0

Offset parameter for LSMA and SSMA. Shifts the linear regression endpoint forward (positive) or backward (negative) by this many bars.

0 (default) gives the regression’s natural endpoint at the current bar. Positive values extrapolate forward; negative values look back into the regression window. Only relevant when one or more slots use LSMA or SSMA.

ALMA Offset Default: 0.85

Controls where the Gaussian weight distribution is centered within the lookback window for ALMA slots. Range 0-1.

0 centers the weights at the oldest bar (more lag, smoother); 1 centers at the most recent bar (less lag, more reactive). Default 0.85 biases strongly toward recent data — low lag with moderate smoothness.

Only relevant when one or more slots use ALMA.

ALMA Sigma Default: 6

Controls the width of the Gaussian bell curve used for ALMA’s weights. Lower sigma narrows the bell (weights concentrate more tightly around the center); higher sigma broadens it (weights spread more evenly across the window).

Default 6 is a moderate spread. Try 3-4 for sharper, more concentrated weighting; 8-10 for a broader, smoother distribution.

Only relevant when one or more slots use ALMA.

JMA Phase Default: 50

Phase response tuning for JMA slots. Range −100 to +100.

Positive values (up to +100) make JMA more responsive — the adaptive filter tightens, following price more closely at the cost of more noise sensitivity.

Negative values (down to −100) add smoothing — the filter broadens, reducing noise at the cost of more lag.

Default 50 is the midpoint — responsive but not extreme.

Only relevant when one or more slots use JMA.

AZLEMA Adaptive Mode Default: Cosine

Controls which Instant Frequency Measurement method the AZLEMA’s adaptive period detector uses.

In-Phase & Quadrature: decomposes price into IQ components; detects cycle from phase rotation rate.

Cosine: uses a cosine-based phase estimation; tends to be smoother than I-Q on some market conditions.

Average: runs both methods simultaneously and averages their cycle estimates. Most stable in general use — the two methods’ noise partially cancels.

Only relevant when one or more slots use AZLEMA.

7. Practical Workflow

Minimal Starting Point

Enable one slot, pick the algorithm and period you use most, configure a distinct color, and observe. Add more slots only as needed. The seven slots are there for breadth; most analysis frameworks use two to four MAs simultaneously.

Building a Multi-MA Stack

The default periods (6, 12, 24, 20, 50, 100, 200) are ready for a standard progression — enable slots and assign distinct colors. Common stack patterns:

Fast/Slow crossover: enable slot 1 (EMA 6 or 12) and slot 5 (SMA 50). Two lines, one crossover signal framework.
Ribbon: enable slots 1-5 at periods 6, 12, 24, 50, 100. Five lines at different speeds; when all slope the same direction, trend is strong.
Classic 20/50/200: enable slots 4, 5, 7 at default periods. The three most-watched equity market MAs.
Adaptive + anchored: enable slot 1 as AZLEMA (adaptive fast reference) and slot 6 as SMA 100 (slow anchor). The adaptive MA dances while the SMA provides stable context.

Using Per-Slot Timeframe Overrides

Per-slot TF overrides turn MA Pro into a multi-timeframe MA indicator without multiple indicator instances:

Chart on 15m, slot 1 = EMA 20 (no TF override) → fast intraday reference.
Slot 5 = EMA 20 with TF=”D” → daily EMA 20 shown on the 15m chart. Updates once per day.
Slot 7 = SMA 200 with TF=”W” → weekly SMA 200. Updates once per week. The long-horizon anchor for structural reference.

Reading: when the 15m EMA (slot 1) is above the Daily EMA (slot 5) and both are above the Weekly SMA (slot 7), all timeframes are aligned bullish. Individual timeframe disagreements surface as slot crossovers.

When to Use AZLEMA

AZLEMA is most useful when:

The market’s dominant cycle is visibly changing — ranging periods alternating with trending periods. Fixed-period MAs fall behind in these transitions; AZLEMA adapts.
The trader wants a tight, responsive MA without manually adjusting the period across different market conditions.
Used alongside a fixed-period slow MA for context — AZLEMA as the responsive fast reference, SMA 50 or 100 as the stable anchor.

AZLEMA is less suitable when the analysis requires a specific, fixed period for consistency (e.g., “always show the 20-period EMA exactly”). In that case, use ZLEMA or EMA at a fixed period.

JMA Tuning

JMA’s Phase parameter is the only algorithm-specific tuning knob that significantly changes behavior across a wide range. Practical guidance:

Phase 100 — maximum responsiveness. JMA follows price almost as tightly as raw price action. Useful as a very tight trailing reference but prone to noise.
Phase 50 (default) — balanced. JMA is more responsive than EMA at the same period with less lag than TEMA. Good general-purpose starting point.
Phase 0 to −50 — increasing smoothness. JMA begins to look like a slow EMA. Useful when noise reduction is more important than responsiveness.
Phase −100 — maximum smoothing. Very slow, very clean. Useful as a long-horizon trend filter.

Combining With Other Indicators

MA Pro provides trend direction and dynamic support/resistance. It doesn’t generate signals or identify momentum exhaustion. Practical use combines MA Pro with:

Oracle or Omnia for momentum context — when price is above the AZLEMA and Oracle’s Crunch crosses 50 from below, two independent reads agree on direction.
ZZ Div + ST with SuperTrend — the SuperTrend provides adaptive trailing stop; MA Pro provides the longer-horizon trend context.
Level-II-Level for higher-timeframe price levels — know where the OHLC reference prices are relative to the MA stack.
CVD Pro for order-flow context — the MA tells you where the trend is; CVD tells you whether net aggression supports it.

8. Troubleshooting & FAQ

No lines appear when I apply MA Pro

All seven slots default to off. Open the settings and check the Enable MA #N Plot checkbox for each slot you want to see.

Changing the Period on an AZLEMA slot has no effect

Expected. AZLEMA computes its own period dynamically using the adaptive period estimator — the Period (L) input is ignored. The AZLEMA’s effective period ranges from 4 to 60 bars depending on the detected market cycle. To use a fixed period, choose a different algorithm (ZLEMA or EMA).

SWMA line is always 4 bars wide regardless of my Period setting

Expected. SWMA uses a fixed 4-bar symmetrically-weighted window by definition. The Period setting has no effect on SWMA. This is a characteristic of the algorithm, not a bug.

Higher-timeframe slot shows a step-function, not a smooth line

Expected. When a TF override is set, the MA only updates when that higher timeframe’s bars close. On a 15-minute chart, a Daily MA updates every 96 bars — in between, the line holds the prior day’s MA value as a horizontal segment. This is correct multi-timeframe behavior.

VWMA looks identical to SMA

Volume is absent or constant on the chart. VWMA’s volume-weighting has nothing to differentiate when all bars have the same volume. Verify volume is visible and varying on the chart before using VWMA.

AZLEMA behaves strangely on early bars

The adaptive period estimator needs enough bars to accumulate phase data before it produces a reliable estimate. On early bars (particularly the first 60-100 bars of chart history), the period estimate can be unstable. Once sufficient history exists, AZLEMA stabilizes. This is inherent to cycle-detection algorithms.

Two slot labels overlap

When multiple MAs are at similar prices, their labels will overlap. Differentiate by: using different colors so the overlap is readable; reducing the label text by using shorter algorithm names (the indicator always uses the algorithm’s abbreviation — EMA, SMA, etc.); or temporarily disabling labels for the less-important slot by leaving its label color transparent.

The JMA line looks very similar to EMA

At Phase 50 (the default) and typical period ranges, JMA and EMA can look similar on smooth price action. The difference shows during sharp reversals and choppy markets where JMA’s adaptive smoothing diverges from EMA’s fixed-alpha decay. Try Phase 80-100 to make JMA visibly more responsive than a same-period EMA.

9. Limitations and Design Notes

What MA Pro Does Not Do

It does not generate buy or sell signals. MAs are reference lines; trade decisions are the trader’s interpretation of price relative to those lines.
It does not adapt to volatility (except AZLEMA’s adaptive period and JMA’s adaptive smoothing). Six of the nineteen algorithms use fixed mathematical properties at fixed periods.
It does not provide crossover alerts. TradingView’s alert system can be applied to any plot series if alerting on crossovers is required.
It does not weight algorithms against each other. Unlike Oracle’s Mash-Up/Crunch, MA Pro is purely visual — seven independent lines with no composite.

Why 19 Algorithms

The algorithm library reflects the full span of commonly-used moving averages available in public implementations, from the trivial (SMA) to the research-grade (JMA, AZLEMA). Not every trader needs all 19 — the choice of algorithm is as much a stylistic preference as an analytical one. The library exists so that whichever MA framework the trader already uses is available in MA Pro without compromise.

AZLEMA as Differentiation

The AZLEMA is the indicator’s distinctive contribution. Zero-lag constructions on fixed periods (ZLEMA, DEMA, TEMA) all reduce lag but can overshoot and can’t self-calibrate to changing market cycles. AZLEMA combines the cycle-adaptation from the periodAdapt() IFM system with the lag-compensation of ZLEMA’s source correction. The result is an MA that’s simultaneously cycle-aware and lag-compensating — neither property achieves its full benefit without the other.

Global Parameters Apply to All Slots

ALMA Offset, ALMA Sigma, JMA Phase, LSMA Offset, and AZLEMA Mode are global — one value each across all seven slots. If slots 2 and 5 both use ALMA, they share the same Offset and Sigma. There’s no per-slot parameter override for these. If you need two ALMA configurations simultaneously (e.g., one with Offset 0.85 and one with Offset 0.5), apply MA Pro twice as two separate indicator instances with different global settings.

Relationship to Strata (ATAS)

MA Pro is the TradingView counterpart of Strata — the family’s multi-slot MA overlay for ATAS charts. The core design philosophy is the same (multiple independent slots, opt-in enabling, per-slot configuration) but MA Pro offers 19 algorithms vs Strata’s 5, adds per-slot timeframe overrides, adds per-slot labels, and includes the AZLEMA and JMA algorithms not present in Strata. Users who work across both ATAS and TradingView will find the indicator family consistent in concept if not identical in feature set.

Closing Note

MA Pro gives the trader access to the full breadth of moving-average algorithms in one configurable indicator — from the textbook SMA to the adaptive AZLEMA — across seven slots, each potentially on a different timeframe. The value is breadth and flexibility: whatever MA framework the trader uses, it fits in MA Pro without workarounds. The AZLEMA adds a novel adaptive option that goes beyond what most standard implementations offer. The indicator is as complex or as simple as the trader makes it — one slot enabled with a default SMA is immediately useful; seven slots with mixed algorithms and timeframe overrides is a complete MA analysis framework.