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2015.04.10 14:36
Indicators

GARCH_HTF - indicator for MetaTrader 5

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

input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;        // Indicator chart period (timeframe)

The indicator requires GARCH.mq5 indicator file. Place it in <terminal_data_folder>\MQL5\Indicators.

Fig. 1. The GARCH_HTF indicator

Fig. 1. The GARCH_HTF indicator

Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/12568

GARCH GARCH

A fractal volatility indicator based on the GARCH model by Tim Bollerslev.

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The HighestLowestRange (HLR) indicator with the timeframe selection option available in the input parameters.