AIS Optimal Duration Transaction MT4

This script is designed so that the trader can determine the average duration of trade transactions, at which the ratio of possible profits and losses will be optimal.
First, let's look at the general approach to determining the optimal duration of trade transactions. We introduce the following variables:
R  - the result of the transaction;
T  - the time during which the transaction was open;
W - the time between the closing of the previous transaction and the opening of the next one.
Every trader strives to get the maximum profit in the shortest possible time. This desire can be described by the following simple expression:
R/(T+W)→max.
It is obvious that the variables T and W depend both on the total duration of the trade and on the number of transactions made. Let ATD is the average duration of the transaction, and N is the total number of transactions. Then the average duration of the transaction should grow in proportion to the square root of their total, that is:
ATD~√N.
However, there are well-founded questions that appear - is any transaction duration equivalent to others and how can the duration of transactions affect the results of trading operations? To get answers to the questions raised, we will conduct a small study of the price behavior for historical data.
Let's proceed as follows. We divide the historical data into series consisting of a certain number of bars, corresponding to the average duration of the transaction. In each such series, we calculate the maximum price movement, with the greater deviation we will refer to StopLoss, and the smaller - to TakeProfit.
After that, we will calculate the average ratio of the price range throughout the entire history, and see how it changes depending on the number of bars determining the length of the series.
Script Parameters:
  • MTD - the maximum duration of the series;
  • OCD - if set to true, then only optimal series sizes will be displayed.
Run the script on the currency pair of interest and the desired time frame, and wait for the completion message. The result of the calculations is saved in the file "AIS-ODT.csv". The first column indicates the length of the series, expressed in bars. The second column displays the average ratio of possible profits and losses for a given currency pair and a given time frame.
From the point of view of trading, the greatest interest is represented by such series lengths at which the ratio of profits to losses reaches a local maximum. If, when developing a trading strategy, a trader will be guided by such duration of trade deals, then he will be able to achieve at least a small advantage.
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MetaTrader 4 Trade Copier (MT4 Version) This Expert Advisor is developed for copying trading operations between MetaTrader terminals. This version is intended for use on MetaTrader 4. For copying operations involving MetaTrader 5, please use the corresponding MT5 version available in the Market.  https://www.mql5.com/en/market/product/161757 Supported platform combinations: MT5 to MT5 MT4 to MT4  (This Version) MT4 to MT5 MT5 to MT4 The copier transfers market orders according to the selected
Seconds Chart - un outil unique pour créer des graphiques en secondes dans MetaTrader 4 . Grâce à Seconds Chart , vous pouvez créer un graphique avec une période définie en secondes, offrant une flexibilité et une précision idéales pour l'analyse, indisponibles sur les graphiques standards en minutes ou en heures. Par exemple, la période S15 indique un graphique avec des bougies d'une durée de 15 secondes. Vous pouvez utiliser n'importe quel indicateur, expert advisor (EA) ou script. Leur utilis
Le MT4 to Discord Signal Provider est un outil convivial et entièrement personnalisable conçu pour envoyer directement des signaux de trading à Discord. Cet outil transforme votre compte de trading en un fournisseur de signaux efficace. Personnalisez les formats de messages pour qu'ils correspondent à votre style ! Pour plus de facilité, choisissez parmi des modèles pré-conçus et décidez quels éléments du message inclure ou exclure. [ Démo ] [ Manuel ] [ Version MT5 ] [ Version Telegram ]  New:
Drawdown Detective Overview: Drawdown Detective is a utility script for MetaTrader 4 designed to help traders analyze their open and closed positions. It calculates key metrics including open position risk, potential profit/loss, the number of trades without Stop Loss or Take Profit, as well as monthly performance statistics such as net profit and maximum drawdown. Key Features: Open Trade Analysis: Automatically detects all currently traded instruments. Calculates net lot exposure per symbol. E
Trade Manager MT4 DaneTrades
Levi Dane Benjamin
4.09 (11)
Trade Manager pour vous aider à entrer et sortir rapidement des transactions tout en calculant automatiquement votre risque. Y compris des fonctionnalités pour vous aider à éviter le sur-trading, le trading de vengeance et le trading émotionnel. Les transactions peuvent être gérées automatiquement et les mesures de performances du compte peuvent être visualisées dans un graphique. Ces fonctionnalités rendent ce panneau idéal pour tous les traders manuels et contribuent à améliorer la plateforme
ManHedger MT4
Peter Mueller
5 (2)
THIS EA IS A SEMI-AUTO EA, IT NEEDS USER INPUT. Manual & Test Version Please TEST this product before   BUYING  and watch my video about it. Contact me for user support or bug reports, or if you want the MT5 version! MT5 Version I do not guarantee any profits or financial success using this EA. With this Expert Advisor, you can: Implement your own   Zone Recovery   strategy to capitalize on trending markets. Create   Grid   trading strategies, to profit from ranging markets. Place orders easil
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The script is based on the simulation of trade transactions using a random number generator. This allows you to get completely different results, even with the same input parameters. When you run the script, a dialog box opens in which you can set the desired values ​​for external variables. In the  Trading options  block, the basic parameters that are necessary for trading modeling are defined. Start Balance  - sets the initial size of the trade balance. Number Trade  - sets the number of trad
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This script is designed so that the trader can determine the average duration of trade transactions, at which the ratio of possible profits and losses will be optimal. First, let's look at the general approach to determining the optimal duration of trade transactions. We introduce the following variables: R   - the result of the transaction; T   - the time during which the transaction was open; W  - the time between the closing of the previous transaction and the opening of the next one. Every t
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Choosing the levels of StopLoss and TakeProfit can have a very strong impact on the overall performance of trading. In addition to the obvious parameters of a trade transaction - the size of a possible win or probable loss - the levels of StopLoss and TakeProfit also affect the expected duration of the transaction, and the profitability of trading in general. If you have already determined the optimal transaction duration using the “ AIS-ODT ” script, then you can begin to determine the paramete
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Choosing the levels of StopLoss and TakeProfit can have a very strong impact on the overall performance of trading. In addition to the obvious parameters of a trade transaction - the size of a possible win or probable loss - the levels of StopLoss and TakeProfit also affect the expected duration of the transaction, and the profitability of trading in general. If you have already determined the optimal transaction duration using the “ AIS-ODT ” script, then you can begin to determine the paramete
FREE
The script is based on the simulation of trade transactions using a random number generator. This allows you to get completely different results, even with the same input parameters. When you run the script, a dialog box opens in which you can set the desired values ​​for external variables. In the Trading options block, the basic parameters that are necessary for trading modeling are defined. Start Balance - sets the initial size of the trade balance. Number Trade - sets the number of trade tr
FREE
This script allows selecting the TakeProfit and StopLoss levels. It analyzes the history data, and then calculates the probability of reaching a given price level. How the script works Suppose you have a trading strategy and you want to select the TakeProfit and StopLoss levels. Run the script and set the parameter: Number of Bars - the average position holding time in bars. Once the script operation is complete, the AIS-PPL.csv file will be created in the Files folder in the terminal data cata
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MinDeposit MT5
Aleksej Poljakov
3 (1)
The script analyzes the history of quotes and gives recommendations on the minimum deposit. The calculations take into account the variability of prices and the standard deviation. Margin requirements for the instrument are also taken into account. The result of the script is the minimum recommended deposit for trading the given currency pair.
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The script allows selecting the required 'Filter level' value of the AIS-MTF MT5 indicator. Run the script on the required chart and selected timeframe. Once its operation is complete, the HPS.csv file will be created in the Files folder. Open the file. You will see three columns. The 'Filter lvl' column represents the value of the 'Filter level' for the AIS-MTF indicator. Am. dev. - degree and direction of the indicator's deviation from the price level (sorted in ascending order). Negative valu
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MinDeposit
Aleksej Poljakov
5 (1)
The script analyzes the history of quotes and gives recommendations on the minimum deposit. The calculations take into account the variability of prices and the standard deviation. Margin requirements for the instrument are also taken into account. The result of the script is the minimum recommended deposit for trading the given currency pair.
FREE
The script allows selecting the required 'Filter level' value of the AIS-MTF indicator. Run the script on the required chart and selected timeframe. Once its operation is complete, the HPS.csv file will be created in the Files folder. Open the file. You will see three columns. The 'Filter lvl' column represents the value of the 'Filter level' for the AIS-MTF indicator. Am. dev. - degree and direction of the indicator's deviation from the price level (sorted in ascending order). Negative values i
FREE
This script allows selecting the TakeProfit and StopLoss levels. It analyzes the history data, and then calculates the probability of reaching a given price level. How the script works Suppose you have a trading strategy and you want to select the TakeProfit and StopLoss levels. Run the script and set the parameter: Number of Bars - the average position holding time in bars. Once the script operation is complete, the AIS-PPL.csv file will be created in the Files folder in the terminal data cata
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L'indicateur AIS Correct Averages vous permet de définir le début d'un mouvement de tendance sur le marché. Une autre qualité importante de l'indicateur est un signal clair de la fin de la tendance. L'indicateur n'est pas redessiné ou recalculé. Valeurs affichées h_AE - limite supérieure du canal AE l_AE - limite inférieure du canal AE h_EC - Valeur prédite haute pour la barre actuelle l_EC - Valeur prédite basse pour la barre actuelle Signaux lors du travail avec l'indicateur Le signal pr
L'indicateur de moyenne mobile pondérée AIS calcule une moyenne mobile pondérée et vous permet de déterminer le début d'un mouvement de tendance du marché. Les coefficients de pondération sont calculés en tenant compte des spécificités de chaque barre. Cela vous permet de filtrer les mouvements aléatoires du marché. Le principal signal confirmant le début d'une tendance est un changement de direction des lignes indicatrices et du prix traversant les lignes indicatrices. WH (ligne bleue) est
L'indicateur AIS Advanced Grade Feasibility est conçu pour prédire les niveaux que le prix pourrait atteindre à l'avenir. Son travail consiste à analyser les trois dernières barres et à établir une prévision basée sur cela. L'indicateur peut être utilisé sur n'importe quelle période et n'importe quelle paire de devises. À l'aide des paramètres, vous pouvez obtenir la qualité de prévision souhaitée. Profondeur de prévision - définit la profondeur de prévision souhaitée en barres. Il est recomma
The indicator is designed to measure the price volatility. This allows determining the moments for opening or closing trade positions more accurately. High intensity of the market indicates the instability of its movement, but allows for better results. And, conversely, low intensity of the market indicates the stability of its movement. Parameters Bars to process - the number of bars to measure the price movements. A low value of this parameter allows determining the moments of rapid price mov
This indicator uses the Fibonacci p-numbers to smooth a price series. This allows combining the advantages of the simple and exponential moving averages. The smoothing coefficients depend on the level of the p-number, which is set in the indicator parameters. The higher the level, the greater the influence of the simple moving average and the less significant the exponential moving average. Parameters Fibonacci Numbers Order - order of the Fibonacci p-number, specified by trader. Valid values a
The indicator is based on the analysis of interaction of two filters. The first filter is the popular Moving Average. It helps to identify linear price movements and to smooth minor price fluctuations. The second filter is the Sliding Median. It is a non-linear filter. It allows to filter out noise and single spikes in the price movement. A predictive filter implemented in this indicator is based on the difference between these filters. The indicator is trained during operation and is therefore
This indicator studies the price action as a combination of micro-trends. All micro-trends are analyzed and averaged. Price movement is filtered based on this averaging. IP_High and IP_Low (blue and red dashed lines) show the instantaneous price movement. They display the forecast only for the current price values, taking into account only the number of bars defined by the 'Filter level' parameter. SP_High and SP_Low (blue and red solid lines) smooth the price movements with respect to history.
Cet indicateur met en œuvre un processus de lissage linéaire simple. L'un des inconvénients du lissage exponentiel est la décroissance rapide du signal. Il est donc impossible de suivre pleinement les tendances à long terme de la fourchette de prix. Le lissage linéaire vous permet de régler plus précisément et plus finement le filtrage du signal. L'indicateur est configuré en sélectionnant les paramètres : LP - ce paramètre vous permet de sélectionner la période de lissage. Plus sa valeur es
Этот индикатор представляет гибридный фильтр основанный на совместном использовании медианы и скользящей средней. Использование медианы позволяет отфильтровывать аномальные выбросы и случайные импульсы в значениях ценового ряда. При этом на трендовую составляющую медианный фильтр не действует, оставляя ее без изменений. Так как медианный фильтр является нелинейным, то для сглаживания его значений используется скользящая средняя. Такой подход позволяет более точно выделять не только тренд, но и п
This indicator is a combination of two modified Lanczos filters. The first filter serves to extrapolate the price. Based on past values, he predicts a possible price movement within the current bar. That is, it shows what the price would be if the past trends remained unchanged. The second filter for smoothing and averaging prices within the window, determined by the level of the filter. Thanks to the selection of weights, this filter is most actively responding to the periodic component that is
Let's look at the nature of price changes in the Forex market, not paying attention to the reasons why these changes occur. This approach will allow us to identify the main factors affecting the price movement. For example, let's take the opening prices of bars on the EUR-USD currency pair and the H1 timeframe. For these prices, we construct the Lameray diagram (Figure 1). In this diagram, it can be seen that the price movement basically occurs according to a linear equation. To determine the pa
This indicator is more informative. His work is based on the assumption that the price movement in the market can be represented as noise of a particular color, which depends on the parameters of the distribution of price values. Thanks to this, it is possible to analyze the price change from different angles, and considering the price movement as noise of a particular color, one can get information about the current state of affairs in the market and make a forecast about the price behavior. W
Despite some drawbacks of the “ AIS Color Noise Filter ” indicator, the idea to use it to smooth the price series and forecast prices looks quite attractive. This is due to several reasons: first, taking into account several noise components allows building a forecast on factors independent of each other, which can improve the quality of forecasting; secondly, the noise characteristics of the price series behave quite stably throughout the entire history, which makes it possible to obtain stabl
Very often, in the study of financial series apply their smoothing. Using smoothing, you can remove high-frequency components - it is believed that they are caused by random factors and therefore irrelevant. Smoothing always includes some way of averaging the data, in which random changes in the time series mutually absorb each other. Most often, for this purpose, simple or weighted moving average methods are used, as well as exponential smoothing. Each of these methods has its advantages and d
In order to isolate long-term and non-random components, it is necessary to know not only how much the price has changed, but also how these changes occurred. In other words - we are interested not only in the values ​​of price levels, but also in the order in which these levels replace each other. Through this approach, one can find long-term and stable factors that influence (or may influence) the price change at a given point in time. And knowledge of these factors allows you to make a more
One of the powerful methods of analysis is the modeling of financial series using Levy processes. The main advantage of these processes is that they can be used to model a huge number of phenomena - from the simplest to the most complex. Suffice it to say that the idea of ​​the fractal price movement in the market is only a special case of Levy processes. On the other hand, with proper selection of parameters, any Levy process can be represented as a simple moving average. Figure 1 shows an exa
Very often, the trader is faced with the task of determining the extent to which the price may change in the near future. For this purpose, you can use the Johnson distribution type SB. The main advantage of this distribution is that it can be used even with a small amount of accumulated data. The empirical approach used in determining the parameters of this distribution, allows you to accurately determine the maximum and minimum levels of the price channel. These values ​​can be used in differ
This indicator allows you to determine the likelihood that the price will reach one or another level. Its algorithm is quite simple and is based on the use of statistical data on the price levels of a particular currency pair. Thanks to the collected historical data, it is possible to determine the extent to which the price will change during the current bar. Despite its simplicity, this indicator can provide invaluable assistance in trading. So, with its help it is possible to determine TakePr
Stable distributions can be used to smooth financial series. Since a fairly deep history can be used to calculate the distribution parameters, such smoothing may in some cases be even more effective than other methods. The figure shows an example of the distribution of the opening prices of the currency pair " EUR-USD " on the time frame H1 for ten years (figure 1). Looks fascinating, doesn't it? The main idea behind this indicator is to determine the parameters of a stable distribution based
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