NLMS Adaptive Volatility Trail Multi Filter Signal

★ NLMS Adaptive Volatility Trail Pro | No-Repaint Multi-Filter Buy & Sell Signals MT5 ★

Adaptive NLMS trailing line + ATR volatility bands + 18 optional confirmation filters. Closed-bar arrows only. Alerts, push notifications, and custom sounds included.

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PRODUCT TYPE
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• Platform        : MetaTrader 5
• Type            : Technical Indicator (chart window)
• Category        : Trend / Trailing Stop / Buy-Sell Signals / Multi-Filter
• Version         : 1.28 — Strict No-Repaint + Notify + Sound
• Plots           : Color trail, BUY arrows, SELL arrows
• License         : Standard MQL5 Market indicator
• Does not trade  : visual + alert tool only (not an EA)

Use it as a clean adaptive trail or as a strict confirmation engine. Filters are optional and use AND logic.

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WHAT IT DOES
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Three layers:
1) NLMS adaptive price estimate (Normalized Least Mean Squares)
2) ATR envelope that ratchets into a trail (holds, then steps up or down)
3) BUY/SELL arrows only when the trail flips AND every enabled filter agrees — after the candle closes

Colors: Lime = bullish, Red = bearish, Gray = no direction yet.
BUY under the low. SELL above the high. Offset is adjustable.

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WHY THIS VERSION
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✓ Adaptive core, not a fixed MA — NLMS updates weights from error and normalizes the step by recent energy
✓ Volatility-aware trail — ATR period and factor are the main “feel” controls
✓ Modular stack — 18 optional families; OFF filters never block; ON filters must all pass
✓ Strict no-repaint arrows — live trail may move on the open bar; arrows/alerts lock on close
✓ One-chart workflow — trail + arrows + Ichimoku/RSI/ADX/MA/AO/SAR/HA/CCI/RVI/MACD/S&R/Fib
✓ All important constants are inputs — no hidden magic period

Confirmation tool only. It does not open orders and it does not promise profit.

════════════════
ENGINE LOGIC (SHORT)
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Source price → NLMS prediction → ATR bands → ratchet trail → trend flip → filter gate → closed-bar arrow.

Ratchet rule:
• lower band above previous trail → trail steps up
• upper band below previous trail → trail steps down
• otherwise trail holds

Flip rule:
• BUY candidate  = trail turns up and previous state was not already bullish
• SELL candidate = trail turns down and previous state was not already bearish
Same-color continuation does not print another arrow.

Filter rule:
Every enabled Use_* switch must return true for that side. One failed filter kills the arrow.

Notify rule:
Message format: SYMBOL | TIMEFRAME | NLMS + Filter → BUY/SELL (closed)
Fired once per bar time, only on the newest closed bar.

════════════════
KEY FEATURES
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★ Adaptive NLMS trail with configurable taps, Mu, Eps, and price source
★ ATR ratcheting trailing line with color state
★ Optional BUY/SELL arrows and arrow offset
★ Popup Alert + MetaQuotes push + separate BUY/SELL WAV files
★ Ichimoku Senkou Span B filter (period 52, shift 26 by default)
★ RSI cross from oversold / overbought
★ RSI 75 regime filter around the 50 line
★ ADX minimum-strength gate
★ Single MA location filter
★ Double MA stack filter (fast vs slow)
★ Awesome Oscillator with level, color, and zero-line sub-modes
★ Parabolic SAR side filter
★ Internal Heiken Ashi body filter
★ CCI zero-line trend and CCI OB/OS extreme filter
★ RVI zero-line and RVI main-vs-signal filter
★ MACD histogram filter and MACD main-line zero filter
★ Rolling support & resistance zone filter
★ Fibonacci zone from a built-in swing search (Depth / Deviation / Backstep)
★ Any MT5 symbol and timeframe the terminal can chart

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ADVANTAGES AND BENEFITS
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• Trail stays useful with arrows hidden (bias line / visual stop idea)
• Closed-bar arrows are designed not to vanish after refresh (v1.28 goal)
• Pick your school: Ichimoku, MA stack, momentum, candle color, or level touch
• Extra filters cut noise on purpose — start empty, add one family at a time
• Alerts are built in; save different presets per timeframe

Quick benefit map: Taps/Mu/Eps = core speed; ATR = flip rate; Source = series; Arrows = display; Alert/Push/Sound = notice; Ichimoku = cloud-line bias; RSI Cross = OB/OS event; RSI75 = 50-regime; ADX = chop filter; MA/Dual MA = location/stack; AO/SAR/HA = momentum or candle; CCI/RVI/MACD = oscillator; S/R+Fib = level touch.

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WHAT EACH BLOCK IS
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[ NLMS SETTINGS ]     builds the adaptive line and ATR envelope
[ SIGNAL SETTINGS ]   arrows and notifications only — no trail math
[ FILTER MODE ]       optional AND-gates; all off = trail flips only
[ ICHIMOKU ]          Close vs Senkou Span B shifted by Kijun (26)
[ RSI CROSS ]         event filter on 30/70 style levels
[ ADX ]               strength gate for both sides
[ SINGLE MA ]         Close vs one MA
[ RSI 75 ]            slow RSI versus 50
[ DOUBLE MA ]         MA A versus MA B
[ AO ]                optional level + color + zero rules
[ SAR ]               Close versus SAR
[ HEIKEN ASHI ]       internal HA bull/bear body
[ CCI TREND ]         CCI versus 0
[ CCI OB & OS ]       CCI versus extreme thresholds
[ RVI TREND ]         RVI versus 0
[ RVI SIGNAL ]        RVI main versus signal
[ MACD SIGNAL ]       histogram side
[ MACD LEV 0 ]        MACD main versus 0
[ SUPPORT & RESIST ]  touch of recent range high/low ± zone
[ FIBONACCI ]         touch of Fib zone from last valid swing pair

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FULL INPUT GUIDE
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Read groups in the same order as the Inputs tab. Defaults match version 1.28.

────────────────────────────────
A. NLMS SETTINGS
────────────────────────────────
• InpTaps = 2
  NLMS weights. Minimum 2. Lower = faster. Higher = smoother. Start 2–8.

• InpMu = 0.1
  Learning rate. Higher = more flips. Lower = calmer. Cut Mu if it chatters.

• InpEps = 0.5
  Stabilizer in Mu / (Eps + energy). Raise it if the trail shakes on flat sessions.

• InpAtrPeriod = 7
  True Range bars. Smaller = tighter. Larger = slower. M1–M15: 5–10. H1–H4: 10–21.

• InpAtrFactor = 0.5
  Band width = ATR * factor. Main visual control. 0.3–0.6 scalp. 0.8–1.5 swing.
  If the line cuts wicks, raise this before Mu.

• InpSource = PRICE_CLOSE
  NLMS series: Close / Open / High / Low / Median / Typical / Weighted. Prefer Close.

────────────────────────────────
B. SIGNAL SETTINGS
────────────────────────────────
• InpShowBuySell = true
  false = trail only, no arrows and no signal branch.

• InpArrowOffset = 30
  Visual shift so arrows stay off the wick. Raise it on Gold/crypto.

• InpAlertOnSignal = false
  Terminal popup on a new closed-bar signal.

• InpPushNotify = false
  SendNotification to MetaQuotes ID (enable push in MT5 Options).

• InpPlaySound = false
  Play a WAV from the terminal Sounds folder.

• InpBuySound = "alert.wav"
• InpSellSound = "alert2.wav"
  Change names if you drop custom WAV files into Sounds.

────────────────────────────────
C. ICHIMOKU SENKOU SPAN B
────────────────────────────────
• Use_Ichimoku_Filter = false
• Ichimoku_SenkouB = 52     → Span B period
• Ichimoku_Kijun = 26       → used as Span B shift

Handle: iIchimoku(9, Kijun, SenkouB). Tenkan is fixed at 9.
Close > shifted Span B → sells blocked. Close < Span B → buys blocked. Empty/zero → both blocked.

────────────────────────────────
D. RSI CROSS
────────────────────────────────
• Use_RSI_Cross_Filter = false
• RSI_Length = 14
• RSI_Price_Source = PRICE_CLOSE
• Oversold = 30
• Overbought = 70

Buy  : RSI now > Oversold AND previous RSI <= Oversold
Sell : RSI now < Overbought AND previous RSI >= Overbought
Cross event, not a zone hold. RSI_Price_Source is also used by RSI 75.

────────────────────────────────
E. ADX
────────────────────────────────
• Use_ADX_Filter = false
• ADX_Period = 10
• ADX_Min_Level = 20

Both sides need ADX >= minimum. Strength gate, not direction. FX start: 18–25.

────────────────────────────────
F. SINGLE MA
────────────────────────────────
• Use_MA_Filter = false
• MA_Period = 50
• MA_Method = MODE_SMA
• MA_Shift = 0

Buy  : Close > MA
Sell : Close < MA
This MA is calculated on Close.

────────────────────────────────
G. RSI 75
────────────────────────────────
• Use_RSI75_Filter = false
• RSI_Filter_Period = 75

Buy if RSI > 50, sell if RSI < 50. Slow regime filter. Cuts counter-trend flips.

────────────────────────────────
H. DOUBLE MA
────────────────────────────────
• Use_DoubleMA_Filter = false
• MA_A_Period = 30, MA_A_Method = EMA, MA_A_Applied = Close, MA_A_Shift = 0
• MA_B_Period = 140, MA_B_Method = EMA, MA_B_Applied = Close, MA_B_Shift = 0

Buy  : MA A > MA B
Sell : MA A < MA B
Keep A faster than B unless you want inverted logic.

────────────────────────────────
I. AWESOME OSCILLATOR
────────────────────────────────
• Use_AO_Filter = false          → master switch
• Use_AO_Volume_Filter = false
• AO_Buy_Min = 4.0
• AO_Sell_Max = -4.0
• Use_AO_Color_Filter = false
• Use_AO_Zero_Filter = false

Volume mode : Buy if AO >= Buy_Min, Sell if AO <= Sell_Max
Color mode  : Buy if AO rising, Sell if AO falling
Zero mode   : Buy if rising and AO > 0, Sell if falling and AO < 0

AO scale depends on the symbol — retune Gold/indices/crypto. All ON sub-modes must pass.

────────────────────────────────
J. PARABOLIC SAR
────────────────────────────────
• Use_SAR_Filter = false
• SAR_Step = 0.02
• SAR_Maximum = 0.2

Buy  : Close > SAR
Sell : Close < SAR

────────────────────────────────
K. HEIKEN ASHI
────────────────────────────────
• Use_HeikenAshi_Filter = false

Internal HA Close=(O+H+L+C)/4, Open=previous HA midpoint.
Buy if HA Close > Open. Sell if HA Close < Open. Equal body blocks both.

────────────────────────────────
L. CCI TREND
────────────────────────────────
• Use_CCI_Filter = false
• CCI_Period = 50
• CCI_Applied = PRICE_CLOSE

Buy  : CCI > 0
Sell : CCI < 0

────────────────────────────────
M. CCI OB & OS
────────────────────────────────
• Use_CCI_OBOS_Filter = false
• CCI_OBOS_Period = 14
• CCI_OBOS_Applied = PRICE_CLOSE
• CCI_Overbought = 100
• CCI_Oversold = -100

Buy if CCI > Overbought. Sell if CCI < Oversold. Very strict; arrows become rare.

────────────────────────────────
N. RVI TREND
────────────────────────────────
• Use_RVI_Filter = false
• RVI_Period = 75

Buy  : RVI > 0
Sell : RVI < 0

────────────────────────────────
O. RVI SIGNAL
────────────────────────────────
• Use_RVI_Signal_Filter = false
• RVI_Signal_Period = 20

Buy  : RVI main > RVI signal
Sell : RVI main < RVI signal

────────────────────────────────
P. MACD SIGNAL
────────────────────────────────
• Use_MACD_Filter = false
• MACD_FastEMA = 12
• MACD_SlowEMA = 26
• MACD_SignalSMA = 9
• MACD_Applied = PRICE_CLOSE

Buy  : (main − signal) > 0
Sell : (main − signal) < 0

────────────────────────────────
Q. MACD LEV 0
────────────────────────────────
• Use_MACD_Zero_Filter = false
Uses the same MACD handle.
Buy  : MACD main > 0
Sell : MACD main < 0
Turn both MACD switches on if you want histogram AND zero-line agreement.

────────────────────────────────
R. SUPPORT & RESISTANCE
────────────────────────────────
• Use_SR_Filter = false
• SR_Period = 50
• SR_Zone_Points = 80

Looks back SR_Period for range high/low. Zone = SR_Zone_Points * Point.
Buy = touch/pierce support ± zone. Sell = touch/pierce resistance ± zone.
80 points ≈ 8.0 pips on 5-digit FX. Retune Gold, crypto, indices, JPY.

────────────────────────────────
S. FIBONACCI
────────────────────────────────
• Use_Fib_Filter = false
• Fib_Level_1 = 0.382
• Fib_Level_2 = 0.618
• ZigZag_Depth = 12
• ZigZag_Deviation = 5
• ZigZag_Backstep = 3

Depth = bars each side of a pivot. Deviation = min improvement in points. Backstep = min bar gap.
Zone = area between the two Fib ratios of the last valid swing pair.
Signal candle must overlap the zone. No swing pair → both blocked. Deviation uses Point size.

════════════════
HOW TO USE (DO THIS IN ORDER)
════════════════
1. Install from MQL5 Market (or copy into MQL5 / Indicators) and refresh Navigator.
2. Attach to a chart. Short name: NLMS Trail + MultiFilter v1.28 (No-Repaint).
3. Leave every Use_* filter false and watch the trail only.
4. Tune InpAtrFactor first, then Taps / Mu / Eps.
5. Enable ONE bias filter (Dual MA, Single MA, Ichimoku, or ADX).
6. Add ONE momentum filter only if needed (MACD, AO, RVI, RSI 75).
7. Add S/R or Fibonacci last — they make arrows scarce on purpose.
8. Enable Alert / Push / Sound after the historical arrows look acceptable.
9. Save a template so new charts load the same preset.

If arrows vanish, disable filters one by one. AND logic means five switches need five green lights.

Starter bundles (examples, not guarantees):
• Clean trend           : Double MA + ADX
• Ichimoku bias         : Senkou B + ADX
• Continuation          : MACD Signal + MACD Zero + RSI 75
• Flip at a level       : S/R or Fib + RSI Cross + Heiken Ashi
• Conservative swing    : Senkou B + Double MA + ADX + MACD Zero

Timeframe start points:
• M1–M5  : lower taps, moderate ATR factor, few filters
• M15–H1 : defaults + ADX or Dual MA
• H4–D1  : larger ATR factor + Ichimoku + Dual MA + MACD Zero

Retune ATR factor, SR zone, AO levels, and ZigZag deviation every time you change symbol class.

════════════════
NO-REPAINT AND LIMITS
════════════════
Does not print on the open bar: BUY buffer, SELL buffer, Alert, Push, Sound.
May still move on the open bar: live trail value and color. That is expected.

Closed-bar arrows that already qualified are intended to remain after refresh / timeframe change.

A no-repaint arrow can still lose. Spread, news, session, and position size are your job.

Warm-up needs Taps + ATR period + extra history. Short charts can start empty.
AO / S/R / Fib are scale-sensitive. EURUSD values will not copy blindly to Gold or BTC.
Sounds need a WAV in Sounds. Push needs Notifications enabled in MT5 Options.
Every extra handle costs CPU. Not an EA, not a grid, not a dashboard, not financial advice.

════════════════
DISCLAIMER
════════════════
Leveraged trading can cause rapid losses. Visual history is not a future result. Test on demo first. The author is not responsible for decisions made with this indicator.

════════════════
THANK YOU
════════════════
Thank you for your support. Start with the trail, add one filter at a time, and keep risk small.

Good charts. Clear rules. Controlled size.
FAZA A N
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