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Forum on trading, automated trading systems and testing trading strategies

How to start with MetaTrader and forex, the beginning

Sergey Golubev, 2017.09.04 10:08

Are you newbie to forex, to MT5/MT4 or to this mql5 portal?

This is the small thread about where to start:

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Where Do I start from?


Fractal Dimension Index


Forum threads

  • Fractal dimesion index - jppoton indicator is on this post. Although this jppoton's version is using Alex Matulich calculation as the closest to original, this version (jppoton's version) deviates from original Sevcik and Matulich version and ultimately from Hurst exponent (FDI = 2- Hurst), and it made his version to be faster than FGDI. So, the story of Fractal dimension index is a rather old one and it seems that it will never end.
  • Fractal dimesion index pa - jppoton indicator and Fractal dimesion index alb - jppoton indicator are on this post. Here is the adaptive look back version and also the phase accumulation version of Fractal dimesion index pa - jppoton indicator. Just to remind: the adaptive Lookback (period finder) is truly a market-driven indicator used to determine the variable lookback period for many different indicators, instead of a traditional, fixed figure; and phase accumulation idea is to find how many bars does it take to add up every bars phases and to reach certain cycle.

The articles

CodeBase

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Guppy MMA

From this post: Guppy MMA means "Guppy multiple moving average". So, Guppy MMA are those averages (there is no one average but all those averages are the Guppy MMA). Some more information from Daryl Guppy himself (including the way how it should be traded) you can find here : http://www.guppytraders.com/gup329.shtml

Forum threads

  • Metatrader 5 versions of indicators ... - the thread with MT5 indicators
  • Guppy Multiple Moving Average (MT4/MT5 indicators/systems)- the key thread
  • Guppy MMA indicators setup as trading system for MT5 (Simple template to trade; indicators: Guppy MMA indicator; Double stochastic; Highs-Lows indicator) - the postto download.
  • 4 Time frame Guppy mma oscillator - the indicator from this post to download (MT4)
  • Guppy MMA of Averages for Metatrader 5 - the indicator from this post to download
  • Guppy Moving Average - old thread with MT4 indicators
  • GMMA Trading System - old development thread for MT4

The articles

CodeBase

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Guppytraders.com - GMMA Guppy Multiple Moving Average
  • www.guppytraders.com
This indicator was developed by Daryl Guppy. It is fully explained in TREND TRADING. Captures the inferred behaviour of traders and investors by using two groups of averages. Uses fractal repetition to identify points of agreement and disagreement which precede significant trend changes. Applied to understand the nature and character of the...

Money Management


The forum

  1. MM (money management) calculation, indicators, discussion, tools: calculate your lot size and so on. Original thread with several versions.
  2. MoneyManagement EA is on this thread: it shows you market information and money management on the chart. 
  3. Forex Money Management, Part 1 - good small thread
  4. Useful money management expert - the thread with the EA 
  5. Stop Your Mind From Causing You to Take Profits Too Soon - the post with the educational video 
  6. Money Management: How to Determine an Initial Stop Level - the post with the educational video 
  7. Why Most Traders Lose Money and The Solution - the post with the educational video

The articles

  1. Statistical Verification of the Labouchere Money Management System 
  2. Functions for Money Management in an Expert Advisor 
  3. Fallacies, Part 1: Money Management is Secondary and Not Very Important 
  4. MQL5 Wizard: How to Create a Risk and Money Management Module 
  5. Money Management Revisited 
  6. Cross-Platform Expert Advisor: Money Management 
  7. Limitless Opportunities with MetaTrader 5 and MQL5 

CodeBase

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Hodrick-Prescott filter

The Hodrick-Prescott filter is used in macroeconomics, especially in real business cycle theory to separate the cyclical component of a time series from raw data. It has a zero lag. There is a common disadvantage of such zero lag filters - the recent values are recalculated.

More information on one sided HP filter you can find here : statistics - Hodrick–Prescott filter (one-sided version) - Mathematica Stack Exchange or here time series - Formula for one-sided Hodrick-Prescott filter - Cross Validated and in pdf file attached to this post.


Forum threads (thanks to mladen)

  • MACD of a Hodrick-Prescott filter - the first post of the thread  
  • Hodrick Prescott Filter (modified adapted Kurt Annens version) - the post 
  • Hodrick-Prescott filter HMA mode indicator - the post 
  • end-point HMA variation of Hodrick-Prescott filter - the post
  • Hodrick-Prescott filter "no lambda" indicator - the post 
  • Hodrick-Prescott filter "no lambda" histo indicator - the post 
  • goertzel_browser (simple versions, MTF, coloring, etc; Hodrick Prescott filter is used)
    - goertzel_browser_5.2.1 indicator - the post, 
    - goertzel_browser_5.3 indicator - the post 
    - goertzel_browser_5.4 indicator - the post
    - goertzel_browser_5.4_nrp indicator - the post 
    - goertzel_browser_5.5 indicator - the post (standalone indicator) 
    - goertzel_browser_5.51 indicator - the post 
    - goertzel_browser_5.52 indicator - the post 
    - goertzel_browser_5.53 indicator - the post  
    - goertzel_browser_5.1_cs_detrendampsmooth_1 indicator - the post 
  • and much more from search here

The articles

CodeBase

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Adaptive lookback indicators

Of adaptive lookback

The Adaptive Lookback (period finder) is truly a market-driven indicator used to determine the variable lookback period for many different indicators, instead of a traditional, fixed figure.

It is based on the frequency of market swings - the time between swing highs or swing lows. A swing high is defined as two consecutive higher highs followed by two consecutive lower highs; a swing low is defined by two consecutive lower lows followed by two consecutive higher lows. As swing points typically accompany reversals, they occur more frequently in choppier and volatile markets than in trends.

Adaptive lookback period is determined as :

  1. Determine the initial number of swing points (swingCount parameter) to use in the calculation.
  2. Count the number of price bars it takes for thenswing points to form.
  3. Divide step 2 by step 1 and round the result.

Interpretation

This makes the variable lookback period grow in calm or trending markets, and shorten in range-bound and volatile markets. For a trend-following system you would like the opposite to prevent being whipsawed, therefore this indicator and it's usage as a period modifier is more suitable for short-term traders and counter-trend systems (so, in all systems where maximal speed of reaction and signaling is required).

Experiment with applying the adaptive lookback period to different indicators and you'll see how more responsive they become in volatile markets. Some of the experiments are going to be posted on this thread with immediate comparison to "non-adaptive" counterparts

Forum threads

  • Key thread with indicators (for MT4 and MT5):
    - lb - swing points indicator for MT4 -the post: the basic indicator (simply showing swing points). You will notice that it draws the "peak" with 2 bars displacement. That is done in   order to avoid any any kind of repainting (no lag is added to swing points finding thought);
    - alb - periods indicator for MT4 -the post: he "next step" : periods already calculated;
    - alb - RSI indicator for MT4 -the post: RSI made adaptive with a help of alb period finder;
    - alb - swing points indicator for MT5 -the post;
    - alb - periods indicator for MT5 -the post;
    - alb - RSI indicator for MT5 - the post;
    - alb - stochastic and alb_speed - stochastic indicators for MT5 -the post;
    - alb - stochastic for MT4 -the post;
    - Adaptive lookback moving average indicator for MT4 -the post;
    - Adaptive lookback moving average indicator for MT5 -the post;
    - speed version of alb indicators for MT5 -the post;
    - alb - TriangularMA price zone for MT4 -the post;
    - and much more indicators such as alb TriangularMA price zone mtf & alerts_v2c, alb - cci ds jurik, alb - wpr ds jurik, alb Phase Change Index on jurik indicator, Adaptive lookback TMA, zig zag swing, adaptive Gann High-Low activator jma Heiken Ashi arrows using Hilbert Transform, adaptive Gann High-Low activator jma Heiken Ashi arrows-1 indicator, Gann high low activator - Jurik smoothed- mtf indicator for Metatrader 5, Gann high low activator - Jurik smoothed channel - mtf indicator for Metatrader 5, adaptive Smoothed RSI, alb NonLagMA, NonLag ma indicator for Metatrader 5, NonLag ma - mtf & alerts indicator for MT5, Adaptive Macd color mtf-alerts-arrows indicator, and so on -the thread. 

The articles

CodeBase

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Dynamic zone indicators

Do not be confused with the name: The "dynamic zone" indicators floating on the net have almost nothing common at all with these indicators posted/coded by Mladen here based on Stocks & Commodities July 1996 issue.

The forum

  • The key thread - this is big thread with many indicators uploaded such as the following:
    - Dynamic zone RSI and Dynamic zone synthetic smoothed RSI indicators (with probability for buy zone and probability for sell zone parameter)
    - Dynamic zone - pa IFT of RSI_smoothed_alerts_lines_arrows indicator
    - Dynamic double zone smooth RSI slope divergence indicator (this is dynamic zone smoothed rsi ma slope divergence, there's 4 different rsi's to choose from, the linear regression channel has width and length and channel line types and colors as external parameters and the rsi ma is smoothed with jurik)
    - Dynamic zone ADX, Dynamic zone Wilder's ADX and Dynamic zone all Wilder's DMI indicators
    - Dynamic zone MACD (with probability for buy zone and probability for sell zone parameters)
    - Dynamic zone ma rsi adaptive MACD indicator
    - Dynamic zone cfb adaptive wprsmooth mtf alerts indicator
    - Dynamic zone CCI - alerts & arrows2 indicator
    - Dynamic zone DSS Bressert indicator (with the following parameters: probability for buy zone 1, probability for buy zone 2, probability for sell zone 1, probability for sell zone 2, period of smoothing EMA used and so on)
    - Dynamic zone DSS Bressert - Odysseus indicator
    - Bressert - mtf & ZigZag indicator and Dynamic zone DSS Bressert - mtf & alerts & ZigZag indicator
    - Dynamic zone rsiv and Dynamic zone rsiv - smoothed indicators
    - Dynamic zone pa adaptive Rsx nrp_alerts_lines_divergence
    - dynamic double zone insync index smooth & arrows indicator
    - and much more indicators (check key thread)

The articles

CodeBase

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Multi-Currency Expert Advisors in MT5  - backtesting and optimization

 

The threads/posts

  • Buying or Selling all 7 pairs - the thread with the explanation.
  • Multi-Currency Expert Advisors the post with the examples of backtesting/optimization

The articles

Documentation

  • MetaTrader 5 Help → Algorithmic Trading, Trading Robots → Optimization Types - All Symbols Selected in Market Watch
  • MetaTrader 5 Help → Algorithmic Trading, Trading Robots → Strategy Testing - Multi-Currency Expert Advisors
  • MetaTrader 5 Help - Trading Platform — User Manual
Optimization Types - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
Optimization Types - Algorithmic Trading, Trading Robots - MetaTrader 5 Help
  • www.metatrader5.com
This type of optimization is based on the genetic algorithm of search for the best values of input parameters. This type is much faster than the first one and is almost of the same quality. The slow complete optimization that would take several years can be performed within several hours using the genetic algorithm. Each individual has a...
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