Codici sorgente MQL5 di Indicatori Tecnici per MetaTrader 5 - 65

The Hurst exponent is referred to as the "index of dependence" or "index of long-range dependence". It quantifies the relative tendency of a time series either to regress strongly to the mean or to cluster in a direction.

Fractal Dimension from Mark Jurik is much smoother than the others but the general rule is the same: it is not a directional indicator, but is attempting to determine if there is a trend in the current market price changes or not, and it should be used bearing that in mind.

Mandelbrot describes the Fractal Dimension Index (FDI) as a way to measure "how convoluted and irregular" something is. The FDI can be used as a stock market indicator. The closer prices move in a one-dimensional straight line, the closer the FDI moves to 1.0. The more closely prices resemble a two-dimensional plane, the closer the FDI moves to 2.0.

By it's nature, fractal dimension index indicator is not directional. Instead it is showing if there is a trend or not. If the value of the FDI is less than the target threshold, then there is no trend (the market is ranging). If the value is above that threshold then the market is trending.

BB MACD is a MACD (Moving Average Convergence Divergence) indicator variation with an addition of Bollinger Bands, which helps in detecting trend change points and measuring current trend's strength.

Calculation is based on current week open and previous week range.

Instead of using the "regular" Heiken Ashi for oscillator calculations, this version is using the smoothed Heiken Ashi. That makes the number of false signals fall dramatically, and, when pre-smoothing is applied to Heiken Ashi, the lag is in acceptable bounds.

Instead of using "pure price" this indicator uses Heiken Ashi values to determine the trend as well as the "strength" of the trend.

This is not a directional indicator. This means that even it is stochastic it does not show the direction of the market, but shows the direction-amount-size of volatility. The assumption that seems sound enough and after which this indicator is made is that in the times of extremely low volatility it is a good time to enter the market, since the change in volatility is imminent. Those times are marked by dark gray dots on this indicator. For direction of entry, you should use some other trend showing indicator(s).

EMA Levels multi timeframe version.

Schaff Trend RSX multi timeframe version.

Schaff Trend RSI multi timeframe version.

Stochastic on the price chart.

A signal indicator for opening/closing positions.

A trend signal indicator.

The indicator displays the ratio of two LSMAs.

Linear regression line (LSMA) - a moving average calculated by the linear regression method.

A Moving Average based on Heiken Ashi candlesticks.

Modified BW Zone Trading - a modified indicator of Bill Williams' zone trading.

Detrended Price Oscillator Bar - price chart without a trend.

A colored histogram of the days of the week. Uses the drawing style DRAW_COLOR_HISTOGRAM.

An arrow indicator, which compares the daily open price with the close price of an hour.

A histogram of the days of the week.

VSI - Volatility Switch Indicator.

The IDayIIndex (Intraday Intensity Index) oscillator indicator.

A stochastic momentum.

A colored histogram drawn using the High/Low prices.

The indicator adds signal marks to a price chart when the CCI indicator crosses its zero line.

An indicator of the market state.

Gap searching indicator.

SZO (Sentiment Zone Oscillator) is an indicator of market sentiment, which has overbought and oversold zones.

CVI (Chartmill Value Indicator) shows the value of price deviation from the Moving Average.

An indicator for automatic drawing of trendlines based on fractals of a given timeframe.

The AD (Accumulation Distribution) indicator with three calculation methods.

SSS (Special Slow Stochastic) has an additional smoothed (slow) line based on the Stochastic signal line.

The "Small Inside Bar" indicator. It searches for formations, in which the internal candlestick of the "Internal bar" pattern is not more than half the size of the determinant candlestick.

The indicator calculates and displays on a chart the autocorrelation function, which shows the relationship between the function (signal) and its shifted copy depending on the time shift value.

The indicator allows setting any dimension for each side of a fractal.

MACD with advanced settings. In addition to the standard parameters of the fast and slow EMA periods, signal SMA periods and calculation price, this indicator allows setting the calculation method for each line and use either absolute or relative values for MACD calculation.

The KWAN_NRP indicator with the possibility to change the indicator timeframe in input parameters.