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Views:: 8652
Rating:: (20)
Published:: 2011.05.04 12:15
Updated:: 2016.11.22 07:32

b_kaufman_volatility.mq5 (4.44 KB) view

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Kaufman Volatility indicator according to Perry Kaufman book "Smarter Trading: Improving Performance in Changing Markets".

Kaufman Volatility indicator

DRAW_COLOR_CANDLES

The DRAW_COLOR_CANDLES style (as DRAW_CANDLES) draws candlesticks based on values of four indicator buffers, containing Open, High, Low and Close prices. In additions it allows you to specify color for each candlestick from a given set.

DRAW_COLOR_BARS

The DRAW_COLOR_BARS style draws bars based on values of four indicator buffers, containing Open, High, Low and Close prices. This is the advanced version of the DRAW_BARS style, that allows you to specify individual color for each bar from predefined color set.

Kaufman Efficiency Ratio

Kaufman Efficiency Ratio (also called "generalized fractal efficiency") according to Perry Kaufman books "Smarter Trading" and "New Trading Systems & Methods".

Regression Analysis

This indicator compares four types of regression (linear, quadratic, logarithmic and exponential) and chooses the one that best fits the data analyzed.

Kaufman Volatility - indicator for MetaTrader 5