If you're learning how to sign in order to communicate socially with deaf people, you don't need to get involved with what teachers use in educational settings. It will just make it more confusing for you.
In your example sentence, "I am going to the movies," you have to be more clear about what you mean. Do you mean you are currently on the way to the movies, or that you will be going to the movies later, or are you going to the movies continually? That is, is the full thought, "I am going to the movies now" or "I am going to the movies after school" or "I am going to the movies every day this summer"? Each "going" would be signed differently. Just adding an "-ing" to "GO" would make the meaning as clear as mud.
