Plotting the ROC indicators of two custom types (including Momentum) and periods in one window.
The following is the table of Rate-Of-Change implemented in TA-LIB:
MOM = (price - prevPrice) [Momentum]
ROC = ((price/prevPrice)-1)*100 [Rate of change]
ROCP = (price-prevPrice)/prevPrice [Rate of change Percentage]
ROCR = (price/prevPrice) [Rate of change ratio]
ROCR100 = (price/prevPrice)*100 [Rate of change ratio 100 Scale]
Here are the equivalent function in other software:
TA-Lib | Tradestation | Metastock
MOM | Momentum | ROC (Point)
ROC | ROC | ROC (Percent)
ROCP | PercentChange | -
ROCR | - | -
ROCR100 | - | MO
The MOM function is the only one who is not normalized, and thus
should be avoided for comparing different time serie of prices.
ROC and ROCP are centered at zero and can have positive and negative
value. Here are some equivalence:
ROC = ROCP/100
Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/8128
The script reads the list of deals from the account history, groups them by the sign specified in the parameters and outputs to a file.Transfer trades from the tester report to the chart
The script is designed to transfer trades from the standard report of the MetaTrader 4 tester to the chart.
The script outputs the information on symbols to a CSV file: swaps, spreads, stops, contracts.EA Kloss
The EA is based on Stochastic as well as CCI. It uses the fact that a reversal happens when the limits are broken, for cci - 120 and -120, for stoch - 70 and 30. Buys when the lower levels are broken, sells when the upper levels are broken.