Theindicator predicts the price in accordance with the prevailing trend and its own small statistical pricefluctuations around this trend. At the same time, inStatPredict, you need to set the time horizon of the forecasted events, whichis set by the parameter settings of the “Length of forecast in bars” indicatorand determined by the characteristic time scale of the current trend, which is best measured by the ProfitMACDindicator or by the previous price consolidatio
The principle of the indicator.
The Strong Trend Flat Signal(STFS) indicator is the intersection of two, developed by the author,non-lagging moving averages with averaging periods 21 and 63.
A simple moving average (SMA) with an averagingperiod (2n + 1) of bars is always obtained lagging by n bars. If SMA orother types of moving averages are the basis for making trading decisions, thentheir strong delay does not allow toopen positions in time and close positions,
Structure of the indicator.
The Cunning crocodile indicator consists of three moving averages (appliedto the price Median price = (high + low)/2): 1) the usual SMA or the mean <X> of the process X and her twogeneralizations 2) <XF> = <X / <X >> * <X> and 3)<XS> = <X * <X >> / <X> with the same averaging period.All three curves intersect at common points that (such an intersection in whichthe cunning crocodile, unlike the usual one, "never bites histongue") indicates a change in
The principle of the indicator.
Asimple moving average (SMA) with an averaging period (2n + 1) of bars is alwaysobtained lagging by n bars. If SMA or other types of moving averages are thebasis for making trading decisions, then their strong delay does not allow to open positions in time and closepositions, which leads to losses.
The Estimation moving average without lag (EMAWL)indicator calculates the non-lagging moving average, which is calculated at
Iterative Moving Average – IMA. IMA is obtained by correcting the usual MA. The correction consists inaddition to MA averaged differencebetween the time series (X) and its MA, i.e. IMA(X)=MA(X) + MA (Х-MA(X)). Correction is done in several iterations (and, exactly, 2iterations in this indicator) and with a change in the averaging period.
As a result, the time-series points begin to cluster around (on allsides) of the getting IMA and with asmaller delay than around
Signal Bands is a sensitive and convenient indicator, which performs deep statistical processing of information. It allows to see on one chart (1) the price trend, (2) the clear price channel and (3) latent signs of trend change. The indicator can be used on charts of any periods, but it is especially useful for scalping due to its high sensitivity to the current market state.
The functions of the indicator:
First, the Signal Bands indicator draws channels into which all price fluctuations
Principles of construction of theindicator.
The Absolute Bands (AB) indicator isreminiscent of the Bollinger Bands indicator with its appearanceand functions, but only more effective for trading due to the significantlysmaller number of false signals issued to them. This effectiveness of the AbsoluteBands indicator is due to its robust nature.
In the Bollinger Bands indicator, onboth sides of the moving average - Ma, there are lines spaced from Ma by thestandard dev
The principle of the indicator.
The StatChannel (SC) indicator is a development of the BollingerBands indicator (ВВ). BBis a moving average, on both sides of which two lines are drawn, separated fromit by standard deviations std multiplied by the corresponding coefficient.At the same time, a moving average with an averaging period (2n + 1)bars is always obtained lagging behind n bars. Sliding std is also lagging behind on n bars, also calculated by (2n +1) points. Such a strong d
The Sensitive Signal (SS) indicator,using the filtering methods developed by the author, allows, with a high degreeof probability, to establish the beginning of the true (filtered frominterference - random price walks) trend movement. It is clear that such anindicator is very effective for trading on the currency exchange, where signalsare highly distorted by random noise. The filtration developed by the author iscarried out in several iterations and reveals the true trajectory of
The Identify Trend indicator, usingfairly simple but robust filtering methods (based on the moving median), allowsdetermined (1) the beginning of a true trend movement very precisely and, mostimportantly, with a small delay, and (2) identifying the flat. Such anindicator can be used for trading scalper strategies as well as using long-termtrading strategies.
The trend is best identified when "The averagingperiod" is 3 bars, the flat - with a period of 13 bars. Indica
I present an indicator for professionals. ProfitMACDis very similar to classic MACDin appearance and its functions.However, ProfitMACD is based on completely new algorithms (for example,it has only one averaging period) and is more robust, especially on smalltimeframes, since it filters random price walks. The classic MACDindicator (Moving Average Convergence / Divergence) is a very good indicatorfollowing the trend, based on the ratio between two moving averages, namely theEMA with pe
PDP indicator is used for:
defining price probability distributions. This allows for a detailed representation of the channel and its borders and forecast the probability of a price appearing at each segment of its fluctuations; defining the channel change moment.
Operation principles and features
PDP analyzes a quote history on lower timeframes and calculates a price probability distribution on higher ones. Forecast algorithms allow the indicator to calculate probability distributions and
The “Alligator Analysis” (AA) indicator allows you to build various (by averagingtypes and by scales) “Alligators” and their combinations, i.e. allows you to analyzethe state of the market based on the correlation of this state with a wholerange of different "Alligators". The classic "Alligator" by Bill Williams is based on moving averages and Fibonaccinumbers, which makes it one of the best indicators now. The classic "Alligator" is based on Fibonacci numbe
The Channel Builder (CB) or Ivanov Bandsindicator is a broad generalization of the Bollinger Bands indicator.First, in CB, the mean line <X> is calculated using various averagingalgorithms. Secondly, the mean deviations calculated by Kolmogorov averagingare plotted on both sides of the middle line <X>.
The middle line <X>, besidesthe standard SMA, EMA, SMMA and LWMA averaging algorithms, can be Median = (Max+ Min) / 2 sliding median (which is the default). In additi