A middle line between the SATL and FATL digital trend filtering indicators.
Originally this indicator has been written in MQL4 and was first published in the Code Base on 29.09.2012.
Fig. 1. The fatl-satl_balance indicator
Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/12569
The GARCH indicator with the timeframe selection option available in the input parameters.GARCH
A fractal volatility indicator based on the GARCH model by Tim Bollerslev.