|
no
experience
|
18
products
|
0
demo versions
|
|
0
jobs
|
0
signals
|
0
subscribers
|
Thirty years of building production and automation systems, redirected into quantitative work in 2020. My research runs in Python — backtesting frameworks, walk-forward validation, statistical evaluation across large candidate sets — and what survives that becomes an indicator or an Expert Advisor. The discipline is falsification-first: a result is treated as an artefact until it holds out of sample. What reaches this shelf carries the limits of its own measurement, states where a reading stops being meaningful, and documents the places where two platforms disagree rather than quietly averaging over them.
Nothing published here produces trading signals, and nothing here carries a performance claim.
____________________________________________________________________
🔬 MEASUREMENT — point it at any indicator and read what it actually does
▸ Indicator Test Report · 🆓 · MT5 — twelve checks, a plain-language report https://www.mql5.com/en/market/product/191061
▸ Indicator Test Report MT4 · 🆓 · MT4 https://www.mql5.com/en/market/product/192010
____________________________________________________________________
📊 CURRENCY STRENGTH — the eight majors decomposed from all 28 pairs
▸ Multi Timeframe Currency Strength Panel · 🆓 · MT5 https://www.mql5.com/en/market/product/188552
▸ MTF Currency Strength Panel MT4 · 🆓 · MT4 https://www.mql5.com/en/market/product/189304
▸ Currency Strength Oscillator MT5 · $39 · MT5 — the same decomposition as a history https://www.mql5.com/en/market/product/188624
▸ Currency Strength Oscillator MT4 · $39 · MT4 https://www.mql5.com/en/market/product/189507
____________________________________________________________________
📈 VOLUME AND ORDER FLOW
▸ Anchored Volume Delta with Adaptive Bands · 🆓 · MT5 https://www.mql5.com/en/market/product/188383
▸ Anchored Volume Delta with Adaptive Bands MT4 · 🆓 · MT4 https://www.mql5.com/en/market/product/188916
▸ OBVCD Pro · $49 · MT5 https://www.mql5.com/en/market/product/172855
▸ OBVCD Pro MT4 · $49 · MT4 https://www.mql5.com/en/market/product/189055
____________________________________________________________________
⚡ MOMENTUM AND VOLATILITY
▸ Force Index with Adaptive Volatility Bands · 🆓 · MT5 https://www.mql5.com/en/market/product/188434
▸ Force Index with Adaptive Volatility Bands MT4 · 🆓 · MT4 https://www.mql5.com/en/market/product/189058
____________________________________________________________________
🔍 REGIME AND STRUCTURE
▸ Oscillator Regime Suite · $89 · MT5 https://www.mql5.com/en/market/product/188673
▸ Oscillator Regime Suite MT4 · $89 · MT4 https://www.mql5.com/en/market/product/189783
▸ Structure Flow and Trailing Stop · $99 · MT5 https://www.mql5.com/en/market/product/188849
▸ Structure Flow and Trailing Stop MT4 · $99 · MT4 https://www.mql5.com/en/market/product/190923
____________________________________________________________________
📐 TREND PERSISTENCE — how often the current state has survived to the next bar
▸ Trend Survival States · 🆓 · MT5 — the five-state classification https://www.mql5.com/en/market/product/190790
▸ Trend Survival Rate · $99 · MT5 — adds the survival rate and a Brier forecast score https://www.mql5.com/en/market/product/190792
____________________________________________________________________
🧪 TEST SETUP
Everything here is developed and tested on Exness, on a live terminal with all 28 major pairs available and history depth checked from M1 to MN1 — including the feed gaps I found and documented in the Currency Strength Oscillator listing rather than leaving them for a buyer to discover. I am an introducing broker for Exness; if you open an account through my link I receive a commission, and you should choose a broker on your own criteria rather than mine. This profile is not owned or operated by Exness.
▸ Open an account: https://one.exnessonelink.com/a/d3zld339yo
______________________________________________________________________________________________________________
✉️ Questions about the calculations, the buffers, or using any of these alongside your own tools — send me a message. I answer.
Indicator Test Report for MetaTrader 5 — a repaint checker and indicator tester that shows how any indicator actually behaves You cannot see inside a compiled indicator. The Indicator Test Report loads any indicator — bought, written, or built into MetaTrader — and answers the question a description cannot: does it repaint, how much history does it need, and what does it really publish? It reports behaviour. It does not grade. Load any indicator into the Strategy Tester and get a plain-language
Indicator Test Report for MetaTrader 4 — an MT4 repaint checker and indicator tester that shows how any indicator actually behaves You cannot see inside a compiled indicator. The Indicator Test Report loads any indicator — bought, written, or built into MetaTrader — and answers the question a description cannot: does it repaint, how much history does it need, and what does it really publish? It reports behaviour. It does not grade. Load any indicator into the Strategy Tester and get a
Structure Flow and Trailing Stop MT4 — an adaptive flow line with five trailing stop methods, market structure and liquidity bands for MetaTrader 4 Five trailing stop methods, one adaptive flow line, and a condition panel that reports how many measurements agree. This indicator draws two lines on the price chart: an adaptive flow line that follows the market's direction, and a trailing stop that moves only in that direction and never back. A small panel reports the state behind them. The
USOIL — three timeframes, three different answers, one barrel of oil
Trend Survival States for MetaTrader 5 — a free market regime indicator measuring bull and bear pressure with adaptive volatility bands and a five-state trend classification Bull and bear pressure, an adaptive-band spread, and a five-state market classification, free for MT5. It measures the buying and selling pressure behind the current move and classifies that into a market state: strong bull, weak bull, neutral, weak bear, strong bear. This is a complete regime indicator, not a time-limited
Trend Survival Rate for MetaTrader 5 — a market regime indicator that measures how often the current trend state has survived to the next bar, and scores its own forecast Trend survival rate, market state classification and a live Brier forecast score, in one MT5 indicator window. It measures the buying and selling pressure behind the current move, classifies that into a market state, and reports how often that state has survived to the next bar — then grades its own forecast against what
BTCUSD — the same indicator reads 377 times larger on one timeframe than another
This indicator applies the convergence/divergence construction — fast moving average minus slow, with a signal line — to a volume-derived series rather than to price. Three sources are selectable: Cumulative Volume Delta, Force Index, and On Balance Volume. Adaptive volatility bands are drawn over the result, and every completed bar is classified into one of five regime states. That state is exposed as a numeric buffer, so an Expert Advisor can read it directly. Why the source matters A standard
Gold Crosses TEMA200: What Currency Strength, Volume and Structure Are Showing
Currency Strength Oscillator for MetaTrader 4 A relative currency strength indicator that plots the history of the eight majors. This currency strength oscillator plots the relative strength of the eight major currencies as a history, decomposed from the 28 major pairs. While a standard currency strength meter tells you where things stand right now, this shows how they got there — which currency has been strengthening, which has rolled over, and where the ranking changed hands. All eight series
MTF Currency Strength Panel for MetaTrader 4 A multi timeframe currency strength meter covering all 28 major forex pairs on one chart. This currency strength panel shows where the eight major currencies stand right now, and how each of the 28 major pairs has been moving across nine timeframes at once — M1 to MN1. Both readings sit on one chart, updated on a timer. Ranking pairs on their own is misleading. When a single currency moves, every pair containing it moves with it, so the top of a pair
Between 30 July and 3 August, price made a higher high. Standard MACD made a lower high. So did OBVCD — the same 12/26/9 construction applied to On-Balance Volume instead of price. Both oscillators disagreed with price, and MACD showed the divergence more steeply of the two.
Then they parted company. At the second marked line OBVCD had crossed below zero — reading -1121 against its signal at -1162. MACD at the same bar was still positive: +0.000539, signal +0.000521. Price rolled over afterwards.
That difference is the whole point of the pane. A divergence is a statement about slope: the new high was made with less momentum than the last. A zero-line cross is a statement about state: the fast average has fallen below the slow one, so the underlying series has actually turned. Price momentum had not turned yet. Cumulative volume flow had.
Neither reading is a signal to act, and the same chart shows why — follow it right and the decline exhausts, OBVCD climbs back through zero, and the histogram turns green again. That is the honest shape of it.
Descriptive, not predictive. One instance on one instrument, shown because the sequence is legible, not because it repeats.
#EURUSD #OBVCD #MACD #divergence #volume #technicalanalysis #MT5 #MT4
This indicator plots the Force Index — each bar's price change multiplied by its volume — inside adaptive standard-deviation bands. Where price alone tells you that a market moved, the Force Index tells you how much effort went into moving it. A large price change on thin volume and a small change on heavy volume are very different events, even when the candles look similar. The Force Index separates them by combining both into a single reading, and the bands place that reading in the context of
OBVCD Pro is a momentum oscillator that applies convergence/divergence analysis to On-Balance Volume (OBV) instead of price, combining adaptive volatility bands with a 5-state regime classifier that can be read visually on the chart or consumed directly by an Expert Advisor. Most classical oscillators analyse price alone. OBVCD Pro calculates convergence and divergence from cumulative volume flow, so it measures the participation behind a market move rather than only the movement itself. The
This indicator plots Cumulative Volume Delta (CVD) — the running total of each bar's volume, signed by the direction the bar closed — inside adaptive standard-deviation bands. It answers a question price alone does not: is the move being carried by participation, or is it drifting? The cumulative total restarts at an anchor you choose — daily, weekly or monthly — so the reading is always relative to the current session, week or month rather than to the beginning of chart history. That single
Same instrument, same daily bars, same settings. GBPUSD.
Swing pivot: bullish, 161 bars. Chandelier: bullish, 200 bars. SuperTrend: bullish, but only 2 bars — it just flipped. ATR trail: bearish, 122 bars. Donchian: bearish, 6 bars.
Five methods, three answers up and two down, and none of them is wrong.
They disagree because they anchor to different things. A trailing stop has to decide what it is trailing behind, and that choice is the whole method:
The swing pivot sits where the market last turned. The ATR trail keeps a fixed volatility distance from a smoothed average. SuperTrend brackets each bar's median price and flips when the close crosses. Chandelier hangs from the highest point of the move so far. Donchian uses only the highest high and lowest low, with no volatility term at all.
Four of those five use ATR. One doesn't. That is deliberate — a single ATR multiple is one opinion about how much room to give, and it is a famously poor one at the moments that matter most, when volatility is compressed right before it expands.
The interesting part is not which method is right. It is that all five panels agree the regime is ranging.
That is what a rangebound market looks like when you measure it five ways: the methods scatter. In a strong trend they converge — same chart, different period, they sit within a narrow band of each other.
So the spread between them carries information that no single stop level does. Wide spread, no structure to anchor to. Narrow spread, the market is doing something all five can agree on.
I have not tested whether that spread predicts anything, and I would want a few thousand samples before saying it does. But as a description of the present it is more honest than any one line.
All five methods are in one indicator — Structure Flow and Trailing Stop, on the MQL5 Market.
#quantitativefinance #algorithmictrading #mql5 #tradingsystems #forex #technicalanalysis
This indicator draws two lines on the price chart: an adaptive flow line that follows the market's direction, and a trailing stop that moves only in that direction and never back. A small panel reports the state behind them. The trailing stop can be calculated five different ways. These are not variations on one idea — each anchors to something different, and on the same chart they frequently disagree. The flow line An adaptive average. It smooths heavily when price is rotating and lightly when
This indicator applies the convergence/divergence construction — fast moving average minus slow, with a signal line — to a volume-derived series rather than to price. Three sources are selectable: Cumulative Volume Delta, Force Index, and On Balance Volume. Adaptive volatility bands are drawn over the result, and every completed bar is classified into one of five regime states. That state is exposed as a numeric buffer, so an Expert Advisor can read it directly. Why the source matters A standard
Both panes below use 50, 200, 20. The lower one is the standard MetaTrader MACD, computed on price. The upper one is the same construction computed on On Balance Volume — so it measures the convergence and divergence of accumulated volume rather than of price itself.
The chart covers two full Bitcoin cycles.
What I find interesting is not that one leads the other. It is that they answer different questions.
The MACD histogram tracks price momentum, and on a weekly chart across seven years it does that cleanly. But it is describing something you can already see by looking at the candles above it.
The OBV version is describing whether volume was accumulating or distributing while that price move happened. Through 2024 and into 2025 the histogram runs green and expanding — volume building alongside the advance. The turn to red at the right edge comes as that accumulation reverses.
The five colours are the part I actually use. Green above the upper band means momentum expanding; light green means still above the band but fading; grey means inside the bands, no regime; orange and red are the bearish equivalents. The bands are a 20-period standard deviation on the histogram itself, so they widen and contract with activity instead of relying on fixed levels.
That state is also exposed as a buffer — values +2 to −2 — so an EA can read the regime directly rather than re-deriving it from the plot.
Neither indicator predicts anything. Both are descriptive: they tell you what has happened to price momentum and to volume momentum respectively. I mention that because the interesting part of this chart is the disagreement between the two panes, not a signal from either.
Free demo on the product page, and the buffer map is documented in the description.
Five MT5 indicators published, three of them free — currency strength, Force Index, and volume delta, all with documented buffers. Happy to answer questions about any of the calculations.
Five MT5 indicators published, three of them free — currency strength, Force Index, and volume delta, all with documented buffers. Happy to answer questions about any of the calculations.
→ https://www.mql5.com/en/users/naamo/seller
