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Views:: 9877
Rating:: (18)
Published:: 2011.05.04 12:15
Updated:: 2016.11.22 07:32

b_kaufman_efficiency_ratio.mq5 (5.4 KB) view

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Kaufman Efficiency Ratio (also called "generalized fractal efficiency") according to Perry Kaufman books "Smarter Trading: Improving Performance in Changing Markets" and "New Trading Systems & Methods".

Kaufman Efficiency Ratio indicator

Kaufman Volatility

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

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.

Regression Analysis

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

sTimeToVariables

The script converts the time, represented as datetime variable into the year, month, day, hour, minutes and seconds.

Kaufman Efficiency Ratio - indicator for MetaTrader 5