Codes
Average Volumes (Volumes Forecasting) for MetaTrader 5
The indicator displays in a separate window not only volumes, but their average value on history. The average value of volumes is used for drawing the forecast of volumes value for the current and the following days
PairsTrade_Light for MetaTrader 5
The indicator for pair trading. The simplified variant of the "ind_2_linep1.mq5" indicator
Quick ZigZag plus DiNapoli for MetaTrader 5
The "Fast ZigZag" indicator including the drawing of DiNapoli's target levels
EMDcotir (Empirical Mode Decomposition) for MetaTrader 5
Empirical mode decomposition of the current symbol
Multi-Williams Percent Range trend indicator for MetaTrader 5
Multi-Williams Percent Range trend indicator
Position in channel for MetaTrader 5
The indicator shows the position of the current price in a channel
Hodrick-Prescott Channel for MetaTrader 5
The indicator plots a price channel using the Hodrick-Prescott Filter
Smoothed Accelerator for MetaTrader 5
Smoothed Accelerator
Articles
Introduction to the Empirical Mode Decomposition Method for MetaTrader 5
This article serves to familiarize the reader with the empirical mode decomposition (EMD) method. It is the fundamental part of the Hilbert–Huang transform and is intended for analyzing data from nonstationary and nonlinear processes. This article also features a possible software implementation of
Kernel Density Estimation of the Unknown Probability Density Function for MetaTrader 5
The article deals with the creation of a program allowing to estimate the kernel density of the unknown probability density function. Kernel Density Estimation method has been chosen for executing the task. The article contains source codes of the method software implementation, examples of its use
The Box-Cox Transformation for MetaTrader 5
The article is intended to get its readers acquainted with the Box-Cox transformation. The issues concerning its usage are addressed and some examples are given allowing to evaluate the transformation efficiency with random sequences and real quotes
Time Series Forecasting Using Exponential Smoothing (continued) for MetaTrader 5
This article seeks to upgrade the indicator created earlier on and briefly deals with a method for estimating forecast confidence intervals using bootstrapping and quantiles. As a result, we will get the forecast indicator and scripts to be used for estimation of the forecast accuracy
Time Series Forecasting Using Exponential Smoothing for MetaTrader 5
The article familiarizes the reader with exponential smoothing models used for short-term forecasting of time series. In addition, it touches upon the issues related to optimization and estimation of the forecast results and provides a few examples of scripts and indicators. This article will be
Analysis of the Main Characteristics of Time Series for MetaTrader 5
This article introduces a class designed to give a quick preliminary estimate of characteristics of various time series. As this takes place, statistical parameters and autocorrelation function are estimated, a spectral estimation of time series is carried out and a histogram is built
Statistical Estimations for MetaTrader 5
Estimation of statistical parameters of a sequence is very important, since most of mathematical models and methods are based on different assumptions. For example, normality of distribution law or dispersion value, or other parameters. Thus, when analyzing and forecasting of time series we need a
Charts and diagrams in HTML for MetaTrader 5
Today it is difficult to find a computer that does not have an installed web-browser. For a long time browsers have been evolving and improving. This article discusses the simple and safe way to create of charts and diagrams, based on the the information, obtained from MetaTrader 5 client terminal
Building a Spectrum Analyzer for MetaTrader 5
This article is intended to get its readers acquainted with a possible variant of using graphical objects of the MQL5 language. It analyses an indicator, which implements a panel of managing a simple spectrum analyzer using the graphical objects. The article is meant for readers acquianted with
Technical Analysis: How Do We Analyze? for MetaTrader 5
This article briefly describes the author's opinion on redrawing indicators, multi-timeframe indicators and displaying of quotes with Japanese candlesticks. The article contain no programming specifics and is of a general character