Codes
L1 Trend Filter Demo for MetaTrader 5
The script shows the usage of L1 Trend Filter methods in MQL5 for float and double vectors on random walk simulated data
FORTS Currency Powers for MetaTrader 5
An example of creating synthetic instruments for calculating the strength of RTS, USD, RUB based on futures contracts of the FORTS market
FOREX Currency Powers for MetaTrader 5
MetaTrader 5 allows creating synthetic instruments. The price of such instruments can depend on the current values of a number of financial instruments. In trading, such symbols allow spotting the beginning and end of global market movements at an early stage. In this example we create synthetic