Download MetaTrader 5

Advanced links/threads/tools

To add comments, please log in or register
Sergey Golubev
Moderator
100421
Sergey Golubev  

One more average and variations - key thread for MT4
One more average and variations for MT5 -  the indicators for MT5 are inside this MT5 thread 

The following indicators can be found on the above mentioned threads:

  • One more average - very advanced indicators with speed changing, with smooth options and with non-adaptive/adaptive options to draw SMA, EMA, T3 (0.618 Tilson), T3 (0.618 Fulks/Matulich), SMA, harmonic mean, Hull and TEMA, Linear regression value and so on.)
  • One more average - bands
  • Classical Moving Averages indicator with colors change depending on the angle of the slope
  • BB OMacd nrp & alerts indicator (the combination of BB OMA (one more averages) and MACD OMA) and Asymmetric OMA Bands indicator
  • Guppy OMA oscillator alerts and MTF
  • Guppy OMA Long and Short indicators
  • One more average MACD indicator, averages MACD - mtf & alerts indicator, Oma macd 4 Color MTF indicator, Oma MACD 4 color MTF Interpolated indicator and Oma macd_mtf+alerts+arrows indicator
  • One more average heiken ashi indicator and One more average heiken ashi smoothed indicator
  • DMX indicator and One more average DMX indicator
  • RSX on One more average and RSX on Jurik smooth indicators
  • Oma ribbon indicator
  • RSX Channel on OMA_Sig_Alerts indicator and rsx channel on oma_alerts_mtf indicator
  • TrendStrength Oma Channel_MTF_Alerts indicator, Oma TrendStrength Channel indicator, TrendStrength oma channel_mtf_alerts-1 indicator and Range oma with bands_arrows_alerts indicator
  • Oma_Envelopes_v2 indicator and cfb adaptive averages envelopes indicator

============

Sergey Golubev
Moderator
100421
Sergey Golubev  

Multi-Dimensional Fractals & Fractal Channel


Forum threads

  • Key thread with indicators
    Multi-Dimensional Fractals (up to 4 Dimension) give us market structure with different kinds of supports and resistances and Multi-Dimensional Fractal Channel - for more precise undestanding of market structure.

The articles

CodeBase

============

Composite Fractal Behavior (CFB)

CFB tells you how long the market has been in a quality trend. This value can be used to adjust the period length of other indicators, especially stochastic bands. In order to quantify the overall duration of a market's trend, we replaced classical cycle analysis methods (FFT, MEM, MESA) with a form of analysis that works even when no cycles exist. We accomplished this by examining a time series for specific fractal patterns of any size. We then gather all the patterns found and combine them into one overall index, CFB (Composite Fractal Behavior) Index.

Composite Fractal Behavior and its aplications - good thread with the following indicators:

  • CFB indicator, CFB channel, CFB_adaptive Stochastic Confidence Bands indicator, CFB stochastic, cfb new and cfb channel new indicators, cfb channel new - separate indicator.
  • Cfb - normalized, Cfb - zero mean (z-score) normalized, Cfb - sigmoidal (logistic and hyperbolic) normalized, Cfb - logarithm modified sigmoidal (logistic and hyperbolic) normalized.
  • Velocity cfb adaptive indicator, Dynamic zone velocity cfb adaptive dj indicator and Dynamic zone velocity cfb adaptive 1.01 indicator (Velocity that uses cfb for changing / adapting it's length. The velocity itself is a smoothed momentum indicator and can be used as a signal indicator but the "cfb adaptive" is different indicator which gives dramatically faster crosses for the signal).
  • cfb mtf indicator (Multi Timeframe version of Composite Fractal Behavior and the other MTF version - cfb call).
  • cfb channel new on ds jurik , Rvi on jurik cfb adaptive indicator, rsx cfb adaptive dj new and velocity cfb dj adaptive new indicators (These are similar yet a little different, used jurik smoothing for these 3, with double smooth = true then it is using double smooth jurik, and with it set to false uses regular jurik).
  • cfb adaptive wpr's on bands indicators, cfb adaptive smooth wpr with bands_mtf_arrows_alerts + delayed indicator, Cfb adaptive Dmx nrp indicator (Its multitimeframe with alerts on slope change), cfb channel stop_mtf_alerts indicator, cfb new jurik mtf_alerts indicator.
  • Cfb adaptive adx indicator (This is Wilders Adx jurik smoothed, using cfb to make the adx length adaptive, using the Short and Long Limit, it is mtf with alerts, with the alerts going off if positive slope of adx and its greater than trigger level (set to 20 by default, but its changeable) and plus greater than minus for buy and plus less than minus for sell), cfb adaptive rsx-jma-nrp indicator (RSX not smoothed with jma, but using guess you could call it an JMA smoothed with RSX, anyway has multialerts for jurik and rsx cross, rsx slope, and rsx slope with jma cross). 
  • cfb call indicator for Metatrader 5, cfb channel indicator for Metatrader 5, cfb_channel stop_mtf_alerts indicator.

============

Fractals MTF alerts

It is very advanced multi timeframe fractal indicator with alerts. There are some good features such as how to show the arrows when showJustOneArrow parameter is set to true :
showArrowType parameter :
0 -> draw arrow just on the first bar of the target time frame
1 -> draw arrow just on the last bar of the target time frame
2 -> draw arrow when the high is equal to high fractal or low is equal for low fractal
Additional option is to show the arrow just on the first bar of the target time frame fractal, or to repeat it on every bar belonging to that time frame bar. 

  1. Fractals MTF alerts indicator - the post and this post.
  2. Fractals mtf alerts 2 indicator - the post: it will not alert you on a first start, on time frame change, on parameters change ... It will alert only if a new fractal is drawn. So it can alert only once for a fractal.
Multi-Dimensional Fractals & Fractal Channel
Multi-Dimensional Fractals & Fractal Channel
  • 2009.10.20
  • www.mql5.com
Multi-Dimensional Fractals (up to 4 Dimension) give us market structure with different kinds of supports and resistances...
Sergey Golubev
Moderator
100421
Sergey Golubev  

Stochastic

The beginning

  1. Stochastic Oscillator, the beginning

After

  1. Stochastic thread.
  2. Stochastic Trader thread 
  3. Multi pair indicators thread
    (Multi pair MACD, Multi pair CoeffOfLine, Multi pair RSi, Multi pair Stochastic, Multi pair WPR (Williams % range), Multi pair Laguerre RSI, Multi pair Wilders DMI, Multi pair dss, and more)
  4. Stochastic RSI for MT5 - the post 
  5. Stochastic rsi (oma) colored or MT5 - the post:
    - RSI types: Cuttler's RSI; Ehlers' smoothed RSI; Harris' RSI; Rapid RSI; RSI; RSX; Slow RSI
    - levels: floating; quantile; fixed
  6. Round price DOC indicator for MT5 - the postAdded 2 parameters : price (so we can chose the price we would like to use - in the original it is Close) and T3Original (false for Fulks/Matulich calculation which is faster then the original Tim Tillson calculation).
============
Sergey Golubev
Moderator
100421
Sergey Golubev  

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

============

Adaptive lookback indicators
Adaptive lookback indicators
  • 2009.11.04
  • www.mql5.com
Of adaptive lookbackThe Adaptive Lookback (period finder) is truly a market-driven indicator used to determine the variable lookback period for man...
Sergey Golubev
Moderator
100421
Sergey Golubev  

PolyFit Tools

Forum threads

  1. Key thread with indicators 
  2. PolyFitDerivative_v2 indicator - the post. It can be used in Nth Order Polynomial Trading Systems:
    - Order = 0 - Polynomial line
    - Order = 1 - Velocity of Polynomial line
    - Order = 2 - Acceleration of Polynomial line
    - Order = 3 - Jerk(or Velocity of Acceleration) of Polynomial line
    - and so on.
  3. Dynamic zone PolyFit derivative indicator - the post. Here is the dynamic zone poly fit derivative. Probably the look back length should be experimented with.
  4. PolyFit rsi and PolyFit derivative using nrp coloring - the post 
  5. dynamic zone polyfit derivative averages nrp indicator - the post 
  6. PolyFit derivative with alert - the post 
  7. PolyFitRSI - the post. It works in fitting mode(FitMode=0) with projection (ProjLength > 0). Besides, this kind of RSI gives us more clear picture of OberBought/OverSold Zones.
  8. Dynamic zone PolyFit derivative averages_nrp updated - the post
  9. PolyFitBands with NRP coloring indicator  the post. Coloring added to upper and lower band.
  10. PolyFitBands_v2.3 - oscillator - the post. It is an oscillator of a price relative to polyfit bands.

============

Generate Tick Data

The forum

  1. GenerateTickData indicator - the post. It is the indicator to generate tick data (so place it in indicators folder) and it will work the same regardless of the time frame it is attached to. It will create a file that is starting with "_t" and adds symbol name after it. It "pretends" to be 1 minute chart, but it is not (of course ). Just open that symbol as offline chart and use it (the indicator must be active on some other chart in order to get "live" ticks). 
  2. Tick Indicator and EAs - the key thread  
  3. What is a TICK? - small thread with the explanation
  4. GenerateTickData - final indicator is on this post. Two options added:
    - ResetData - Added it in order to be able to "start from the beginning" (if you turned off your PC and a "time gap" occurs since there is no way to reconstruct tick data or any other reason when you do not want the data to be appended to already existing tick data) If you set this parameter to true, it will start a new tick data history.
    - ShowComment - It is the fastest way to show that it is working, so if you set it to true it will simply comment in the upper left corner that tick data is saved and a time when it was saved.
  5. Tick Data v1.00 indicator - the post. It is next version of GenerateTickData indicator: Added an option to choose how many ticks do you want per bar. Indicator is differentiating 2 basic types:
    - When required number of ticks per bar is 1, it records bid as low and ask as high, so you can have a sort of a "spread control" (since now you can see those ticks as lines but you can see them as bars too, as in this example );
    - When required number of ticks is greater than 1 then you are getting a sort of "equi-volume" charts (every bar is having a same volume when you turn the volume display on) High, low, open and close are constructed from a Bid.
  6. Tick Data v1.01 indicator - the post. This is improved version of Tick Data v1.00 indicator. This indicator can produce an offline chart of ticks simulated by metatrader and if you are testing an EA that depends on a narrow take profits or stops, this indicator shows you that back test can not be trusted at all. The indicator is, apart from having the possibility of recording test data, a revised version with some code optimization and some corrections.
  7. Tick Data v1.02 indicator - the post. It is the Newer version of tick data indicator. Unlike before (previous versions) this one make difference as of how many ticks is chosen and saves it accordingly. As before the name of the symbol for offline charts is "_t"+symbol name, but the difference is in the "time frame" it is saved as : the time frame is in fact number of ticks. So you are going to artificially get a 1 minute, 10 minute, nnn minutes tick charts where minutes are in fact number of ticks per bar. The limitation (due to metatrader naming conventions) is that the maximum number of ticks can be 9999. All the charts are updated live (one 1 tick chart and two 10 tick charts) and both indicators (for 1 tick and 10 tick) are attached to the same chart.
  8. Tick Data v1.03 indicator - the post. It is the next version of Tick Data indicator. A parameter to add a completely new option - there is some explanation of the author: "It occurred to me that a tick chart is a bit "illogical" - illogical in a sense that current bar open is very rarely previous bar open (since it was opened at first tick after a current bar reaches tick count), not when the previous bar was closed. So decided to add on option that takes care of it : UsePreviousCloseForOpen - if set to true, then the open is determined from previous bar close not the first ticks after the bar opens, if set to false it work as before".

The articles

CodeBase

MQL5 forum
MQL5 forum
  • www.mql5.com
MQL5: Forum on automated trading systems and strategy testing
Sergey Golubev
Moderator
100421
Sergey Golubev  

Ocean theory based indicators

Jim Sloman's "Ocean theory" based indicators

The beginning

  1. Need a Better Moving Average? Try the NMA - the thread about indicators using Jim Sloman's formulas

After

  1. Ocean theory based indicators - the thread. More than 60 indicators (metatrader 4 + metatrader 5 versions) 

============

Ocean theory based indicators
Ocean theory based indicators
  • 2016.11.30
  • www.mql5.com
In this thread Jim Sloman's "Ocean theory" based indicators will be posted...
Sergey Golubev
Moderator
100421
Sergey Golubev  

AtrTrend indicator

The forum

  • AtrTrend - mtf & alerts indicator for MT5 - the post. Added alerts to it too. Kept the look exactly the same as the mt4 version.
  • AtrTrend - mtf & alerts bars indicator - the post.
  • AtrTrend - mtf & alerts indicator for MT5 fixed version and AtrTrend - mtf & alerts bars indicator for MT5 fixed version - the post.

CodeBase

The articles

============

Sergey Golubev
Moderator
100421
Sergey Golubev  

Helweg / Stendahl value charts

The forum

  • Helweg/Stendahl value charts ... - key thread (many good indicators)

CodeBase

The articles

============

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

============


Helweg/Stendahl value charts ...
Helweg/Stendahl value charts ...
  • 2015.11.11
  • www.mql5.com
Helweg / Stendahl value charts (from "Dynamic trading indicators" book) I guess this one was not made for metatrader yet since it was not possible...
Sergey Golubev
Moderator
100421
Sergey Golubev  

Metatrader 5 versions of indicators ... - good thread with many indicators for MT5

Metatrader 5 versions of indicators ...
Metatrader 5 versions of indicators ...
  • 2009.10.16
  • www.mql5.com
Some of you might remember this one : originally it was a part of an expensive system...
Sergey Golubev
Moderator
100421
Sergey Golubev  

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

============

Sergey Golubev
Moderator
100421
Sergey Golubev  

Spread


The forum

  • All the links - the post.
  • spreadometer_v2.01 indicator fixed version - the post
  • Spread recording fail - the thread with the indicator (fixing bug thread).
  • Spread and StopLoss indicator with alert - the thread 
  • Tools to monitor spread and swap - the thread with many good tools
  • Spread monitoring and show leverage tools - the thread 
  • FunIndicator indicator - the thread (monitor spread, swap etc for many pairs in one window).
  • Meh Spread Indicator thread 

The articles

CodeBase

============

123
To add comments, please log in or register