Amis
2
Illia Ivanov
Code publié Weekend Gap Statistics and Distribution Analyzer
The Weekend Gap Statistics & Distribution Analyzer is a purely analytical MQL5 indicator designed to evaluate the historical behavior of weekend price gaps. It scans chart data to calculate gap closure rates and measures the adverse excursion (drawdown) experienced before a gap successfully closes. By providing statistical distributions—including the 70th and 90th percentiles of adverse heat—this tool enables traders to make data-driven decisions. It moves beyond simple averages, allowing traders to properly assess risk, filter out low-probability instruments, and optimize stop-loss placement when fading weekend gaps.
17
Illia Ivanov
Code publié Advanced Trade History Exporter: MAE, MFE and Time-Based Excursions (Points)
Utility script that exports your MetaTrader 5 trading history to a CSV file. It automatically calculates Maximum Favorable Excursion (MFE), Maximum Adverse Excursion (MAE), and Forward Returns (Time-Based Excursions) in whole points for deep quantitative analysis in Excel. It will allow you to understand whether you close your trades too early and can help optimize overall trading execution.
114
Illia Ivanov
Code publié MA Deviation Histogram
The indicator calculates the difference between the close price (or any applied price) and the Moving Average.
36