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Published:

2018.09.27 15:13

Silence.mq5 (14.19 KB) view

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The Silence indicator displays aggressiveness (price change rate, the blue line) and volatility (the red line) in a separate window.

The indicator has three input parameters:

Period - calculation period;
Interpolation - interpolation period;
Applied price - price used for calculations.

Calculations:

Aggressiveness = InterpolationAggress
Volatility = InterpolationVolatil

where:

InterpolationAggress = (0 - (MinAggress - BAggress) * -100.0 / (MinAggress-MaxAggress)))
InterpolationVolatil = (0 - (MinVolatil - BVolatil) * -100.0 / (MinVolatil - MaxVolatil)))
BAggress = B/Point
BVolatil = Sqrt(dAmount)
B = SMA(Abs(Applied price - PrevApplied price), Period)
dAmount = Power(Applied price - SMA(Applied price, Period)) / Period

MinAggress, MaxAggress - the maximum and minimum values of BAggress over the 'Interpolation' period;
MinVolatil, MaxVolatil - the maximum and minimum values of BVolatil over the 'Interpolation' period.

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/21673

1H EUR_USD

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