Watch how to download trading robots for free

Find us on Telegram!
Join our fan page

Interesting script?
So post a link to it -
let others appraise it

You liked the script? Try it in the MetaTrader 5 terminal

Views:: 6260
Rating:: (19)
Published:: 2015.04.10 14:36
Updated:: 2016.11.22 07:32

garch.mq5 (5.29 KB) view

Download as ZIP, How to download code from MetaEditor

: Need a robot or indicator based on this code? Order it on Freelance Go to Freelance

Original author:

Andres Barale Sarti

A fractal volatility indicator based on the GARCH model by Tim Bollerslev. The ARMA and ARCH models can help you understand the forecasting.

The indicator goes up if the volatility is high. It can also predict the volatility changes. The indicator almost always shows high values when trends exist. Suggestions for improving the indicator will be appreciated.

Fig. 1. The GARCH indicator

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/12567

Leading_HTF_Signal

The Leading_HTF_Signal indicator shows a trend direction or a signal generated by the LeadingSign indicator.

ForexProfitBoost_2nb_HTF

The ForexProfitBoost_2nb with the timeframe selection option available in the input parameters.

GARCH_HTF

The GARCH indicator with the timeframe selection option available in the input parameters.

FATL-SATL Balance

A middle line between the SATL and FATL digital trend filtering indicators.

GARCH - indicator for MetaTrader 5