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AIS Probabilistic Price Levels MT5

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 catalog. The PCT column shows the probability (in percents) of price deviation from the entry points by the umber of points indicated in the LVL column.

When selecting the TakeProfit and StopLoss levels, it is necessary to strive to fulfill the following conditions:

  • PCT_tp >= PCT_sl
  • PCT_tp * LVL_tp >= PCT_sl * LVL_sl.

Assuming V = PCT_tp / (PCT_tp + PCT_sl), the most optimal case is when the equation V * (V * LVL_tp - (1 - V) * LVL_sl) tends to a maximum.

These optimal values are displayed in the Alert box once the script operation is complete.

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UTM Manager è uno strumento intuitivo e facile da usare che offre un'esecuzione delle negoziazioni rapida ed efficiente. Una delle caratteristiche distintive è la modalità "Ignora spread", che ti consente di fare trading al prezzo delle candele, ignorando completamente gli spread (ad esempio, consente di scambiare coppie di spread più elevate su LTF, evitando di essere esclusi dalle negoziazioni a causa dello spread). Un altro aspetto chiave di UTM Manager è il suo copiatore commerciale locale u
T Manager Plus, the ultimate trade management solution designed by traders for traders. If you are searching for a simple and efficient trade panel, trade manager, or trade assistant, you are at the right place. T Manager Plus includes advanced charting utilities with a single goal to help traders analyze, plan, execute, and manage their trades on a single platform. The market contains a diverse number of those tools, but   this one is designed by traders for traders . I designed this tool, an
Trade Manager EA for MT5
Odaine Ramon Mcmillan
4.5 (10)
50% Off Today Only! Price Goes Back Up at 11 PM (EST) Marketkeys Trade Manager EA for MT5: Your Pathway to Forex Trading Mastery What Traders Are Saying: "Much better than lots of other trade managers I've tested..." – R Vdr "Saves me time from manually calculating lots sizes and risks...amazing support." – Richard Obi Efficiency and precision are paramount in Forex trading. Marketkeys Trade Manager EA for MT5 offers just that - a seamless interface combined with robust risk management tools
Didi Alert Needle Detector
Alexandre Tadeu Molina
5 (1)
EA DIDI Alert – lettore di  aghi del ATM SYSTEMS Cerchi strumenti che ti aiutino a sfruttare le migliori opportunità di trading sui mercati finanziari? Successivamente, DIDI Alert – Agulhadas Detector di ATM Systems è l'unico consulente sul mercato che sfrutta la potente strategia di trading Needles Setup di Didi Aguiar con il DIDI INDEX, a differenza di altri consulenti dedicati a questa strategia. Dobbiamo sapere che disponiamo di una varietà di risorse. Molto completo, funzionale e pratico.
Exp COPYLOT CLIENT for MT5
Vladislav Andruschenko
3.76 (17)
Trade copyr per MT5 è un trade copyr per la piattaforma МetaТrader 5   . Copia le negoziazioni forex   tra       eventuali conti   MT5   -   MT5, MT4   -   MT5 per la versione COPYLOT MT5 (o MT4   -   MT4 MT5   -   MT4 per la versione COPYLOT MT4) Fotocopiatrice affidabile! Versione MT4 Descrizione completa   +DEMO +PDF Come comprare Come installare     Come ottenere i file di registro     Come testare e ottimizzare     Tutti i prodotti di Expforex Puoi anche copiare le operazioni nel ter
Altri dall’autore
AIS Money Management MT5
Aleksej Poljakov
5 (1)
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
FREE
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
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
FREE
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.
FREE
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
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
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
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 tr
FREE
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 cat
FREE
L'indicatore AIS Correct Averages consente di impostare l'inizio di un movimento di tendenza nel mercato. Un'altra importante qualità dell'indicatore è un chiaro segnale della fine del trend. L'indicatore non viene ridisegnato o ricalcolato. Valori visualizzati h_AE - limite superiore del canale AE l_AE - limite inferiore del canale AE h_EC - Valore previsto alto per la barra corrente l_EC - Valore previsto basso per la barra corrente Segnali quando si lavora con l'indicatore Il segna
L'indicatore della media mobile ponderata AIS calcola una media mobile ponderata e consente di determinare l'inizio di un movimento di mercato di tendenza. I coefficienti di peso sono calcolati tenendo conto delle caratteristiche specifiche di ciascuna barra. Ciò ti consente di filtrare i movimenti casuali del mercato. Il segnale principale che conferma l'inizio di una tendenza è un cambiamento nella direzione delle linee dell'indicatore e il prezzo che attraversa le linee dell'indicatore.
L'indicatore di fattibilità del grado avanzato AIS è progettato per prevedere i livelli che il prezzo potrebbe raggiungere in futuro. Il suo compito è analizzare le ultime tre barre e costruire una previsione basata su queste. L'indicatore può essere utilizzato su qualsiasi intervallo di tempo e qualsiasi coppia di valute. Con l'aiuto delle impostazioni, puoi ottenere la qualità desiderata della previsione. Profondità di previsione: imposta la profondità di previsione desiderata in barre. Si
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 mo
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
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.
Questo indicatore implementa un semplice processo di smoothing lineare. Uno degli svantaggi del livellamento esponenziale è il rapido decadimento del segnale. Ciò rende impossibile tracciare completamente le tendenze a lungo termine nella fascia di prezzo. Il livellamento lineare consente di ottimizzare il filtraggio del segnale in modo più accurato e preciso. L'indicatore si configura selezionando i parametri: LP: questo parametro consente di selezionare il periodo di livellamento. Maggi
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 bas
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[Eliminato] 2019.01.14 08:36 
 

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Versione 2.0 2023.01.18
Исправил некоторые недочеты