Advanced links/threads/tools - page 3

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Sergey Golubev
Moderator
106126
Sergey Golubev  

Spline

The forum

  • Using spline(s) discussion thread.
    (mnt - cubic spline indicator, mnt - cubic spline & extrapolation indicator, Cubic spline trend line indicator, Hermite spline trend line indicator and more)

The articles

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Using spline(s)
Using spline(s)
  • 2011.05.01
  • www.mql5.com
This thread will be dedicated to spline(s) usage in technical analysis ________________________ Direct cause for considering splines is the requ...
Sergey Golubev
Moderator
106126
Sergey Golubev  

Composite Fractal Behavior (CFB) invented by Jurik

The forum

  • Composite Fractal Behavior and its aplications - the thread with many good indicators

The articles

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Donchian channel 

The forum

  • Donchian channel indicator - the post: It is very advanced indicator with MTF feature with possibility to set it to interpolated mode. Besides, indicator is having all possible kinds of alerts such as alertsOn, alertsOnCurrent, alertsMessage, alertsSound and alertsEmail.
  • donchian_variation indicator - the post: "Treshold is specified in pips (they can be fractional) and you can chose what alerts you wish to be alerted on (treshold cross and/or average cross). Average can have the usual 4 types of averages built in in metatrader". And donchian_variation_2 indicator (improved version) - the post.
  • Donchian Channel Stop mtf + alerts indicator - the post.
  • donchian_channel_stop_histo_mtf__alerts indicator - the post. And donchian_channel_stop_histo_mtf__alerts_1.01 (improved version) - the post.
  • donchian_channel_2.02 indicator updated - the post; and donchian_channel_3.01 indicator updated - the post.
  • donchian_channel_nmc - this is the donchian channel variation: the post.

The articles

CodeBase

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Requests & Ideas
Requests & Ideas
  • 2011.02.18
  • www.mql5.com
Hello , this EA is shwoing great result but i am sure that it needs some tuching tunning ( i guess playing around with its codes or adding others...
Sergey Golubev
Moderator
106126
Sergey Golubev  

BRAINTRADING SYSTEM

  • BrainTrending indicators to download with template.
  • Rules to trade manually
  • How to install  
  • TSD DS jurik BrainTrading system - the key thread
  • TSD BrainTrading Stochastics system - the post
  • BrainTrading Semi-Manual EA for M30 timeframe system - the thread 
  • The differences between Brainwashing and BrainTrading system - the post.
Sergey Golubev
Moderator
106126
Sergey Golubev  

Kase indicators


The threads/posts

  1. Kase peak oscillator indicator - the post: every peak is marked regardless of its value compared to deviations. If you turn the allPeaksMode to true, it will work that way.  
  2. Kase CD indicator - the post: where CD means convergence / divergence.
  3. Kase permission stochastic indicator - the post: this is a rather interesting version of stochastic with some advanced parameters incl smooth coefficient, displacement in bars used to calculate and so on.
  4. Kase permission indicator - the post: this is in fact Kase permission stochastic made as bars instead of lines.
  5. Kase permission stochastic smoothed indicator and Kase permission stochastic oma smoothed indicator - the post. Instead of using simple moving average in the final step of smoothing (as in the original) using two new "flavors" for that final smoothing : one more average smoothed and Jurik smoothed. Crosses are not lagging compared to the original and we are getting considerably smoother values.
  6. Kase DevStop indicators with two versions - the page. In one of the version - the calculation is done according to metastock formula. The second version is having unique calculation which is more useful than such as original version. 
  7. Kase peak oscillator with divergence lines - the post. It is the other great indicators based on from Kase StatWare for MT4: this indicator is having divergence lines. "A divergence occurs when the trend of a security's price doesn't agree with the trend of an indicator. When divergences occur, prices usually change direction to confirm the trend of the indicator. This occurs because indicators are better at gauging price trends than the prices themselves". More about divergence - read this thread  
    ...  and more advanced indicators incl indicators witgh alert, MTF, etc - read key thread
  8. Cynthia Kase - Kase Peak Oscillator - the thread

The books

  1. Kase on Technical Analysis Workbook, + Video Course: Trading and Forecasting (Bloomberg Financial) 1st Edition - the post

The video

  1. Cynthia Kase on Kase Bar Charting - Part 1 - video post.
  2. Cynthia Kase on Kase Bar Trading - Part 2 - video post

The articles

  1. Using MetaTrader 4 for a Time Based Pattern Analysis
Kase indicators
Kase indicators
  • 2010.01.12
  • www.mql5.com
These are indicators from Kase StatWare They have very little in common with the ones posted on the public part of the forum (will post comparison...
Sergey Golubev
Moderator
106126
Sergey Golubev  

advanced links/threads/tools part #26

fft end-point indicator is on this post. This is the a end-point fft.

fft of price 1 indicator is on this post. This indicator adds some possibilities other than that "naive" trend mode. It can use a linear regression line instead. In order to make it flexible, both options are available.

fft & regression indicator is on this post. Basis of this indicator is the same as the previous indicator except that this one is "generalized" now : it can use polynomial regression of up to 20th degree.

fourier & regression indicator is on this post. This is similar to fft & regression indicator but it has a couple of significant differences : Fourirer transform calculation used in this one is the regular calculation and it has extrapolation added. And as of extrapolation : it is only logical to add extrapolation once when we have all the underlying cycles - it is as easy as it can be, so it seemed to be a good idea to add it too. Extrapolation largely depends on "future" regression (polynomial regression) values since the regression is used in detrending.

Double Smoothed EMA Ribbon indicator is on this post. It is two double smoothed EMAs coded into 1 ribbon indicator with multitimeframe and alerts.

pa adaptive dsema indicator is on this post. This double smoothed EMA indicator adapted by a phase accumulation.

pa adaptive dsema bars indicator is on this post. It is a "bars" version" and it colors the bars on chart depending on the slope of the phase accumulation adaptive double smoothed EMA.

pa adaptive dsema histo indicator is on this post. This is the histo version of phase accumulation adaptive double smoothed EMA.

HMA for EA indicator is on this post.

Hull moving average indicator is on this post. It is fixed version of HMA.

Hull parabolic - pa adaptive indicator is on this post. We can have 2 Hull parabolic indicators for 2 different purposes : the "regular" one can be as fast as one wishes by simply adjusting the power parameter, so it can be a very efficient filter. And this Hull parabolic - pa adaptive indicator can be used a bit more for trends even though it can be "speeded" up using the same parameter.

Hull Parabolic- pa adaptive envelopes indicator is on this post. This is the Hull Parabolic pa adaptive using it in envelopes.

Hull parabolic x 2 - histo is on this post.

JurikTrend envelopes mtf alerts indicator is on this post.. This is Mtf double smooth jurik trend envelope.

Ehlers - Optimal tracking filter - flytox indicator is on this post. Added: a color change with an alert when the last bar closes above /below price for this one.

Ehlers - Optimal tracking filter - flytox mtf indicator is on this post.

Ehlers - Optimal tracking filter - flytox v 2 mtf indicator is on this post. It change color and alert when both open and close are above/below the tracker.

Ehlers - Optimal tracking filter - flytox v 3 mtf indicator is on this post. It is the 3rd version of this indicator and with a Filter pass parameter for now.

Ehlers - Optimal tracking filter - flytox v 3.1 mtf indicator is on this post. What is changed that that high-low difference is in a smoothing loop too.

AllAverages_v2.5 - choosable symbol indicator is on this post. It is in a separate window since placing it on a chart for a different symbol would result in indicator values very different that current prices and them the indicator itself would be practically invisible. This way we can use the slopes and alerts that the indicator is taking care of.

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All MA indicator

All MA indicator is on this post. It is all MA colored indicator with any symbol and any time frame choosable.

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Bollinger bands and variations.

- fixed non repainting version of BB Macd nrp for MT4 and same version for MT5 are on this post.

- BB Macd nrp - mtf & alerts indicator is on this post.. Added arrows, alerts and mtf, so it is a kind of a 'complete one" now. Default for showing arrows is false but alerts and arrows are configured separately so we can set alerts and arrows as we like.

- BB Macd nrp - mtf & alerts indicator is on this post.

- BB Macd nrp - mtf & alerts - choosable symbol indicator is on this post.

- BB Macd nrp - pa - mtf & alerts - choosable symbol indicator is on this post. This version is with a Phase Accumulation and an Adaptive LookBack period variants.

- BB Macd nrp - mtf & alerts & labels indicator is on this post. It is improvement of well-known elite section indicator with multi timeframe feature, all kids of alerts (incl email alert). Added some things - parameters to control colors as an input, unified the labels with arrows (identifier) in order to allow multiple indicators on a same chart without overwriting each others labels.

- BB Macd nrp smoothed - mtf & alerts & labels indicator is on this post. It is the next version of well-known advanced elite section indicator: macd in this one is calculated as a difference of fast jurik - slow jurik. So it is not a "classical" macd smoothed by Jurik but it is a kind of a "full jurik" indicator; added an option to control if we want a double jurik or a regular jurik to each of the fast and slow calculations. MTF, all kinds of alert, labels on the chart, draw dots or arrows and interpolated features as the option.

- jma bands sw indicator is on this post. These are sorta like envelopes but for separate window. The bands inner, middle, and outer all have a separate deviation, so we can make them as wide or narrow as we want. It is multi timeframe and has alerts for the price line (white) and center line (gold) cross, also will alert to oversold or overbought condition (when white band crosses into gray band lower or upper) and extreme oversold or overbought when the price line crosses the green or red band.

- alb Mogalef Bands & projection indicator is on this post. Here is the adaptive look back version of Mogalef bands.

- alb Mogalef Bands & projection (no Sunday) indicator is on this post. One option added : SkipSunday. If it is set to true, it will skip Sunday data in calculations.

- alb Mogalef Bands & projection (no Sunday, mtf & alerts) indicator is on this post. It is MTF and alert with SkipSunday.

- alb_Mogalef Bands & projection_v1 indicator is on this post. This is the alb progressive Mogalef bands with adaptive price zones. The adaptive price zones are using jurik.

- PA adaptive Bollinger bands multiple deviations indicator is on this post. This is a phase adaptive Bollinger bands with a possibility to draw up to 3 Bollinger bands. Thought that phase adapting would be convenient for this since it looks for cycles and it is similar in basic idea to what Bollinger bands are looking for too.

- Bollinger band bars 2 Bands + touches indicator is on this post. Bollinger bands bars indicator with marked touches.

Adaptive lookback indicators
Adaptive lookback indicators
  • 2011.01.13
  • 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
106126
Sergey Golubev  

macd of vulumes indicator is on this post. It is mtf indicator with interpolated feature and all kind of alerts incl email alert.

MultiPass trading system is on this post.

NonLag ma MACD indicator for MT5 is on this post. Here is a NonLag ma MACD. It is changing colors depending on macd-signal line crsses.

NonLag ma MACD - mtf & alerts indicator for MT5 is on this post. This is the multi time frame + alerts version of NonLag ma MACD. Fixed version for MT5 is on this post.

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Adaptive intraday breakout indicator is on this post. This indicator is related to Adaptive Intraday Breakout System from the "New Trading Systems and Methods" by Perry Kaufman that describes a system designed by Dennis Meyers. The indicator behaves exactly as it is described in th the book.

Adaptive intraday breakout 2 indicator is on this post. It is the second version of this indicator related to Adaptive Intraday Breakout System and it seems to be giving more logical results: adjusted the indicator for a bit different look, and the histo color is there in order to signal the trend.

Adaptive intraday breakout 2_alerts+mtf indicator is on this post. This is mtf and alerts version of the second version of Adaptive intraday breakout indicator.

Adaptive intraday breakout 3_alerts+mtf indicator is on this post. It is the 3rd version of adaptive intraday breakout. This version is using averages Atr to get its calculations. It also still has Mtf with alerts and arrows.

Directional volatility - pa adapted indicator is on this post. It is very interesting indicator because it is volatiloty but direction. Besides, this indicator is using phase accumulation for adapting which may be used on higher time frames (at least 30 minutes) since it is looking for cycles in market data.

Directional volatility - pa adapted & mtf indicator is on this post. Here is the PA directional volatility with multi time frame, choosable symbols and alerts for now.

Volatility indy 1.00 indicator is on this post. It is good volatility indicator. Added histogram which appears when the value of the indicators exceed the value of the desired level.

Normalized Deviations Oscillator indicator is on this post. It is normalizing deviations in smoothed and non-smoothed way.

Color deviations & delayed indicator is on this post.

Dynamic double zone normalized deviation smooth_multialerts+arrows indicator is on this post. This is the dynamic double zone normalized deviation, using jurik, its done just a little bit differently hopefully to reduce any lag it may have originally had in the channel version.

eClock EA is timer for Metatrader 5. It shows the time left to bar to expire and it really works on every second.

Lnx CCI indicator for Metatrader 5 is very advanced indicator which is very close to woodies system.

Jurik smooth - frame indicator is on this post.

RSI T3 indicator is on this post. In the original Welles Wilder way of calculation one algorithm uses what is called a Wilders ema to calculate middle steps of rsi, and that is where T3 steps in in this indicator. So, instead of adding to it a code is replaced with T3 calculation for those steps. And the result is good.

RSI T3 Slope indicator is on this post. It is RSI T3 version with color histogram change on slope and zero line.

Dynamic zone RSI T3 indicator is on this post. It is Dynamic zone version for RSI T3 indicator.

Rwma Smooth Rsi T3 Inverse Fisher Transform + signal line alerts mtf indicator is on this post.

Rwma Smooth Rsx Inverse Fisher Transform + signal line alerts mtf-2 indicator is on this post.

OnChart Rsi 2 indicator is on this post. This is the version with the 5 additional rsi types added.

Requests & Ideas
Requests & Ideas
  • www.mql5.com
Hello , this EA is shwoing great result but i am sure that it needs some tuching tunning ( i guess playing around with its codes or adding others...
Sergey Golubev
Moderator
106126
Sergey Golubev  

advanced links/threads/tools part #28

XO steps indicator is on this post. It is the first version which allows 100 steps.

XO steps 2 indicator is on this post. Added colored bars when minimum or maximum is reached.

XO steps 3 indicator is on this post. Added 1 parameter: StepDistance.

XO steps 3.01 indicator is on this post.

cfb adaptive XO clean 5 digits indicator is on this post. This is cfb adaptive Xo.

Linear SVM's for daily range estimation using Rapidminer thread is here. This thread is about the csv importer and exporter.

Shifted MAs trend indicator is on this post. It is good indicator: MA crosses shifted which can be used to estimate the trend of the market.

osma histogram indicator is on this post. This is osma histogam with classical 12,26,9 settings.

rsi t3 slope histogram indicator is on this post. This is RSI T3 slope indicator histogram version.

osma histogram - multi indicator is on this post. Many members asked for osma histogram so this is an osma histogram that can combine up to 10 osma histograms.

rsi t3 histogram - multi indicator is on this post. This is an indicator that can combine up to 10 rsi T3 histograms into one indicator.

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4 time frame heiken ashi smothed- for-Symbol indicator is on this post. It is Heiken Ashi indicator and this is a version in which you can choose symbols.

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Cfb adaptive Volume flow indicator is on this post. It is the cfb adaptive version of volume flow indicator. If you wish this one to work the same way as the original just set the minimal and maximal period to same values and it will work without adapting.

Cfb adaptive Volume flow indicator-& mtf indicator is on this post. It is multi time frame version for cfb adaptive volume flow.

OEOB indicator is on this post. It has all the four indicator embedded now (osma, Elder's impulse, Balance of market power and Natural market combo with Natural market average). If you wish to try how each of them works alone, you turn the Use+"name" off to all the others and you will see how that singe indicator is working.

rsi with rsi - alerts & mtf indicator is on this post. It is improved version of indicator coded based on TASC January 2011 Peter Konne article "Combining Rsi With Rsi". What is changed in this one is that alerts are alerting exactly when the arrows on screen happen and multi time framing is added to it now.

Kalman histo indicator is on this post. Here is the Kalman histo version made to work exactly as you described it. Price to use is the price to be used in comparison to kalman filter values.

ps adaptive BullBear AC_mtf indicator is on this post. There are two parts of that indicator - acceleration oscillator (the histogram part) and that part is left "un-adaptive". The bulls-bears part is made adaptive using Phase accumulation for cycles length and calculation length. Added muti time frame interpolation possibility in this one too.

Dynamic zones Polychromatic momentum indicator is on this post. Here is a dynamic zone and the smoothing added for polychromatic indicator.

Dynamic zones Polychromatic momentum 2 indicator is on this post. It is a coloured version of the polychromatic indicator.

Dynamic zones Polychromatic momentum 3 indicator is on this post.

Dynamic zone rasi adaptive ma MACD 2 indicator is on this post. Here is a version with t3 rsi added. Not it has 5 choices of rsi calculation :

0 - regular rsi

1 - Wilder's rsi

2 - rsx

3 - Cutller's rsi

4 - rsi T3

pa adaptive Zlema MACD indicator is on this post. This is Phase Accumulation and ForSymbol improvement of the indicator.

pa adaptive Zlema MACD 2 indicator is on this post. This is updated indicator with all the additions : choseabler symbol, multi time frame, alerts and added the "invert" option too.

CurrencySlopeStrength1 indicator is on this post. This is Currency Slope Strength indicator, this indicator is using either Tma centered ma or Lwma depending on your settings.

Requests & Ideas
Requests & Ideas
  • 2011.07.27
  • www.mql5.com
Hello , this EA is shwoing great result but i am sure that it needs some tuching tunning ( i guess playing around with its codes or adding others...
Sergey Golubev
Moderator
106126
Sergey Golubev  

advanced links/threads/tools part #29

T3 ITrend histo indicator is on this post. This is histogram version of iTrend indicator with alerts.

Lwma slope 2 indicator is on this post. Phase accumulation, ForSymbol and Inverse option featured were added.

Squize_MA averages indicator is on this post. This is Squize MA indicator where we can choose among the usual 18 types of averages.

Squize_MA averages zones indicator is on this post. This is improved indicator with added zones and a parameter to choose if we want the zones visible at all or not.

Smoothed FX correlator 1.01 indicator is on this post. It is smoothed version of this multi symbol indicator.

Sergey Golubev
Moderator
106126
Sergey Golubev  

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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