

This service is useful because:
The report includes:
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/71686
Institutional Shannon Entropy (Predictability Index)
A quantitative Information Theory engine that calculates the Shannon Entropy of price distribution to mathematically measure market randomness and algorithmic predictability.
Weekend Gap Statistics and Distribution Analyzer
The Weekend Gap Statistics & Distribution Analyzer is a purely analytical MQL5 indicator designed to evaluate the historical behavior of weekend price gaps. It scans chart data to calculate gap closure rates and measures the adverse excursion (drawdown) experienced before a gap successfully closes. By providing statistical distributions—including the 70th and 90th percentiles of adverse heat—this tool enables traders to make data-driven decisions. It moves beyond simple averages, allowing traders to properly assess risk, filter out low-probability instruments, and optimize stop-loss placement when fading weekend gaps.
Institutional Kalman Filter (Dynamic True Price Estimator)
An aerospace-grade state estimation algorithm that dynamically filters out market noise and manipulation wicks to reveal the true underlying execution price with zero static phase-lag.
MACD Institutional
MACD Institutional is an advanced indicator designed for traders looking to trade in line with the "smart money". Unlike the standard MACD, which processes every tick or candlestick close indiscriminately, this indicator reconstructs the price structure using a dynamic volume filter before calculating its moving averages.