MQL5 Source Code Library for MetaTrader 5 - 52

Ultra Trend indicator that uses a "fast" (fast in response to market changes) Zero Lag TEMA for trend calculations.

Ultra Trend indicator that uses a "fast" (fast in response to market changes) Zero Lag DEMA for trend calculations.

Ultra Trend indicator that uses a "fast" (fast in response to market changes) Zero Lag MA for trend calculations.

Mikko Breakout indicator is based on a break of previous highest high or lowest low.

This indicator is actually a combination of two values: it shows the crosses of fast and slow Zero Lag TEMA, and that cross determines the current market trend.

This version of Schaff Trend Cycle uses a much "faster" moving average than EMA (NonLag MA) for that calculation which makes the resulting MACD "faster" and thus the resulting Schaff Trend Cycle "faster" to to market changes.

Bollinger Bands Stops indicator that uses JMA (Jurik Moving Average) for calculation.

Three moving average cross with MACD signal verification before opening order. Updated 8/30/2018:

Variation of the Linear Weighted Moving Average where the weights can be changed to form a parabolic curve.

This version of Jurik Velocity extends the original by allowing you to change the "power" of the calculated averages used for velocity calculation.

TRIX indicator using a logarithm of a price and JMA (Jurik Moving Average) instead of Exponential Moving Average for smoothing.

TRIX indicator using a logarithm of a price and T3 instead of Exponential Moving Average for smoothing.

TRIX indicator using a logarithm of a price.

Multi timeframe version of the Trend Trigger Factor JMA indicator.

Multi timeframe version of the Trend Trigger Factor indicator.

Trend Trigger Factor indicator ported to MQL5 from wrongly coded version for MetaTrader 4.

Trend Trigger Factor indicator with JMA (Jurik Moving Average) smoothing to lessen false signals and some extras in order to make the trend triggering state easier.

Trend Trigger Factor indicator with T3 smoothing (to lessen false signals) and some extras in order to make the trend triggering state easier.

Keltner Channel calculated as Perry Kaufman's Adaptive Moving Average (KAMA) +- ATR distance for the bands.

Keltner Channel calculated as JMA (Jurik Moving Average) +- ATR distance for the bands.

Keltner Channel calculated as Non Lag MA +- ATR distance for the bands.

Juice is a standard deviation indicator that shows if the deviation is below or above some fixed level. That way it can show if the volatility is increased or not compared to that level.

This version of Elliot Oscillator allows you to chose periods of calculation.

This version is the smoothed version of the original Range Oscillator + Bands indicator. Smoothing is cleaning up some false signals and, since the smoothing method is JMA (which has very small lag) the added lag is as small as it can be making it much easier to use in a lot of decision situations.

This version of Range Oscillator has smoothing option in order to avoid some false signals.

Export history of closed positions from MT5 retail hedging account selected between two dates. The resulting file is CSV that can be opened/imported with any spreadsheet software.

In order to filter out some of the signals of the Price Zone Oscillator - Floating Levels indicator, smoothing is added to this version.

This version of Price Zone Oscillator is an attempt to solve the "too fast" slope issue of the original indicator.

This is sigmoidal normalized version of RSI. Additional JMA smoothing is used in order to produce smooth results.

This version of Normalized RSI is adding JMA smoothing to it in order to make that volatility lesser and to attempt to make the slope of the RSI more usable without adding significant lag.

Normalized RSI tries to fix the "RSI problem": the longer the calculating period, the flatter the RSI becomes.

Compared to the Price Zone Oscillator indicator, this version is using floating levels to find out the significant levels.

The formula for Price Zone Oscillator (PZO) depends on only one condition: if today's closing price is higher than yesterday's closing price, then the closing price will have a positive value (bullish); otherwise it will have a negative value (bearish).

The Henderson Filters are derived by minimizing the sum of squares of the third difference of the moving average series. Henderson's criteria ensures that when these filters are applied to third degree polynomials, the resulting smoothed output will fit exactly on these parabolas. The Henderson Filters are suitable for smoothing economic time series as they allow the cycles typical of the trend to pass through unchanged. They also have the property that they will eliminate almost all the irregular variations that are of very short frequencies of six months or less.

Multi T3 Slopes indicator checks slopes of 5 (different period) T3 Moving Averages and adds them up to show overall trend.

Multi JMA Slopes indicator checks slopes of 5 (different period) Jurik Moving Averages (JMA) and adds them up to show overall trend.

Multi Averages Slopes indicator that checks slopes of 5 (different period) averages and adds them up to show overall trend. Averages that can be used in this indicator are the: SMA, EMA, SMMA, LWMA.

Multi LSMA Slopes indicator checks slopes of 5 (different period) Least Squares Moving Averages (LSMA or linear regression value) and adds them up to show overall trend.

Smoothed version of Synthetic VIX.

Compared to the Choppiness Index indicator, this version is using JMA for smoothing (to make it easier to spot the slope direction change of the choppiness index) and to make the values less volatile.