The breakthrough trading system based on the signals of the TMA indicator. A signal to perform a deal is formed at bar closing when there is breakthrough on the channel created by two TMA Moving Averages separated in a distance from the TMA Moving Average in a distance in points determined by the input parameter of the UpLevel (long breakthrough level in points) and DnLevel (short breakthrough level in points) Expert Advisor. 

Place TMA.ex5 compiled file to the terminal_data_folder\MQL5\Indicators.

Default Expert Advisor's input parameters have been used during the tests shown below. Stop Loss and Take Profit have not been used during the tests. 

Fig. 1. The instances of history of deals in the chart.

Testing results for 2011 at USDCHF H4:

Fig. 2. Chart of testing results