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VPIN Volume Synchronized Probability

Easley et al. [2011] proposed a high-frequency estimate of PIN, which they named volume-synchronized probability of informed trading (VPIN). This procedure adopts a volume clock, which synchronizes the data sampling with market activity.

For additional details and case studies of VPIN, see Easley et al. [2013].

A number of studies have found that VPIN indeed has predictive power: Abad and Yague [2012], Bethel et al. [2012], Cheung et al. [2015], Kim et al. [2014], Song et al. [2014], Van Ness et al. [2017], and Wei et al. [2013], to cite a few. 

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This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book, Page 292.

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Bogdan Ion Puscasu
4.5 (8)
Indicadores
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5 (5)
Indicadores
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TPSpro RFI Levels MT5
Roman Podpora
5 (5)
Indicadores
A key element in trading is zones or levels from which decisions to buy or sell a trading instrument are made. Despite attempts by major players to conceal their presence in the market, they inevitably leave traces. Our task was to learn how to identify these traces and interpret them correctly. Reversal First Impulse levels (RFI)   -  Version MT4                  INSTRUCTIONS                 RUS                 ENG                         R ecommended to use with an indicator   -  TREND PRO  
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Sergey Ermolov
4.47 (36)
Indicadores
Versión MT4  |  FAQ El Indicador Owl Smart Levels es un sistema comercial completo dentro de un indicador que incluye herramientas de análisis de mercado tan populares como los fractales avanzados de Bill Williams , Valable ZigZag que construye la estructura de onda correcta del mercado y los niveles de Fibonacci que marcan los niveles exactos de entrada. en el mercado y lugares para tomar ganancias. Descripción detallada de la estrategia Instrucciones para trabajar con el indicador Asesor de c
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Reza Aghajanpour
5 (5)
Indicadores
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Marco Solito
4.84 (56)
Indicadores
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4 (6)
Indicadores
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Indicadores
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Utilidades
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Bibliotecas
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Indicadores
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Indicadores
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Indicadores
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Indicadores
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Indicadores
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Indicadores
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Indicadores
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Indicadores
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Indicadores
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Indicadores
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Indicadores
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Utilidades
This script use DIDI+BB indicators and display alerts, send mail, send notifications, and play sounds. Scanner can monitor market watch using  ***MARKET***  as symbol name, with  all timeframes Inputs: media_lenta=3 media_base=8 media_longa=20 bb_periodo=20 bb_shift=0 bb_deviation=1.96 symbols - Symbol list, separated by ;   when using ***MARKET*** symbols from marketwatch will be included wait_interval_between_signals - Seconds between signals, default =60, but high frequency signals should red
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Roberto Spadim
Indicadores
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Roberto Spadim
Utilidades
This Service, export the account Orders/History Orders/Deals/Position on each new change. It save at a common folder with path = <DATE>\\<Server Name>.<Login>.<DATE>.<filetype>.csv Each file type have an header You can use it to receive OMS changes and source SQL Servers outside metatrader with bash scripts or others tools, each time the file change you can read it and get new updates, it works using SharedRead option when opening/flock the file.
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Versión 1.2 2019.04.16
Included the option of UP/DOWN, or BUY/SELL tick estimator