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High Low Volatility Estimator

This indicator implements the High Low Volatility Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 284. It's a robust estimator using High/Low values from past bars (configurable). It's robusto to Gaps (open/close of days to stock markets) since it's using high/low ration and not the close price.

It's interesting when you need to avoid trading at a specific level of volatility

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Hrum
Yvan Musatov
The Hrum indicator was created to neutralize temporary pauses and rollbacks. It analyzes price behavior and, if there is a temporary weakness in the trend, you can notice this from the indicator readings, as in the case of a pronounced change in trend direction. Entering the market is not difficult, but staying in it is much more difficult. With the Giordano Bruno indicator and its unique trend line, staying on trend will become much easier! Every rise and every fall is reflected in your emot
IX Power MT5
Daniel Stein
5 (3)
IX Power   porta finalmente l'imbattibile precisione di FX Power ai simboli non-Forex. Determina con precisione l'intensità delle tendenze a breve, medio e lungo termine dei vostri indici preferiti, azioni, materie prime, ETF e persino criptovalute. Potete   analizzare tutto ciò che   il vostro terminale ha da offrire. Provatelo e sperimentate come   il vostro tempismo migliori significativamente   durante il trading. Caratteristiche principali di IX Power Risultati di calcolo precisi al
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
Ichimoku Map (instant look at the markets) - built on the basis of the legendary Ichimoku Kinko Hyo indicator. The task of the Ichimoku Map is to provide information about the market strength on the selected time periods and instruments, from the point of view of the Ichimoku indicator. The indicator displays 7 degrees of buy signal strength and 7 degrees of sell signal strength. The stronger the trend, the brighter the signal rectangle in the table. The table can be dragged with the mouse. T
Moving average, moving average (English Moving average, MA) is a general name for a family of functions, the values ​​of which at each point of determining the level of some average value of the original function for the previous period. This indicator is suitable for those who are interested in the classic calculation method but with improved functionality. There is a version for both MT4 and MT5. Moving averages are commonly used in time series data to smooth out short-term fluctuations a
Description of work The 'MA7 Flax' indicator is based on the standard Average True Range (ATR) indicator and candle data. Shows candles that are larger in size relative to the ATR indicator value. Detailed information about the 'MA7 Flax' indicator. Indicator settings General settings: ATR period – Average True Range indicator period; ATR multiplier – Average True Range indicator value multiplier; Remove subsequent arrows – removes subsequent arrows in one direction. Message settings: Send
Multi active response function
MARCIO ALVES JACINTO Arribabenne
Expert Advisor Evolution Response Function It is a unique initiative, a simple yet powerful EA capable of predicting the fine nuances of price changes. You can choose whether to play manually or use automatic mode; Choose the number of matches you want, but if your choice is 0 (zero), this means no limits. Automate affects the number of lots, Stop Loss, Profit, Trailing. If you wish, you can manually enter the values, but for this to take effect, turn off automatic. Do not forget to set a time
MilliiEa
Ricardo Mccartney
Introducing Milli EA: Your Path to Success in Forex Trading Are you seeking a trading solution that can propel your forex trading to new heights? Look no further than Milli EA, a groundbreaking expert advisor that I've poured months of dedication and hard work into. I take immense pride in this EA and have continually refined and backtested it to ensure it becomes an invaluable asset in achieving your trading goals. Milli EA boasts a fusion of top-tier indicators, including Support and Resistanc
Tired of information overload when analyzing forex currency strength? Introducing "All Currency Strength Live", the ultimate dashboard indicator for MetaTrader 5 that simplifies your trading life. This innovative tool provides a clear, concise overview of the strength of all major currencies, empowering you to make informed trading decisions with ease. With "All Currency Strength Live,"  you gain access to real-time insights into both price and volume strength across all major currencies. No mor
EA Alpha Expert
Jonatas Da Silva Cruz
Eu tentei muitas coisas na negociação forex no passado e aprendi muito nos últimos 3,5 anos. Tentei   varias  ferramentas para negociação manual e nao tive muito sucesso. Sempre fui fascinado com o mercado forex, . A integração dos dados de volume é uma característica única e aumenta muito a qualidade das decisões comerciais do Expert Advisor. E sim, você tem que lembrar que os resultados do backtest não são os mesmos que resultados ao vivo. Mas aqui eles estão muito próximos. agora o único Exp
Bears Power Trade X MT5 is an EA based on Bears Power. Bears Power parameters such as Period, BuyShift, BuyValue, SellShift and SellValue can be adjusted. Bears Power Trade X MT5 applies BTN TECHNOLOGY's state-of-the-art intelligent technology to help you create optimal results for your trades. May your dreams come true through Bears Power Trade X MT5. Good luck. === Inquiries === E-Mail:support@btntechfx.com
Project 1 RSI
Abdelrahman Ahmed Mahmoud Ahmed
5 (1)
Introducing Project 1 RSI, an expert advisor designed to simplify your trading experience. This powerful tool offers a user-friendly interface, making it easy to modify according to your specific trading strategies. With its lightning-fast backtesting capabilities, you can swiftly evaluate different scenarios and make informed decisions.  Whether you are a seasoned trader or just starting your journey, Project 1 RSI empowers you to make data-driven decisions with confidence. Experience the simpl
The best time to trade Using this Indicator is when the time reach exactly hour,half,45 minutes,15 minutes and sometimes 5 minutes.. This indicators is helpful to those who trade boom and crash indecies.How to read this indicator first you'll see Blue allow and Red allow all these allows used to indicate or to detect the spike which will happen so the allow happens soon before the spike happen.This indicator works properly only in boom and crash trading thing which you have to consider when
AlgoKing Chandelier Exit Indicator (MT5) The Chandelier Exit Indicator is a volatility based indicator that maximizes returns using the Average True Range (ATR) value and the highest high or lowest low of a period. Benefits Should be used as a trailing stop. Helps you exit a position when you have a respectable profit. Identifies a high probability of a trend reversal when the price moves against the prevailing trend by a distance equal to 3x the average volatility. Join the AlgoKing Lightning
Dragon Multi Indicator MT5
Mansour Babasafary
5 (1)
74% discount for the next 10 buyers (original price $605): 1 left Get a 50% bonus by buying (or even renting) any of our products. After buying (or renting), send a message for more information. 3 Indicators in 1 indicator Strategy based on price action Made specifically for the best forex currency pairs Can be used in the best time frame of the market at a very reasonable price This indicator is basically 3 different indicatos . But we have combined these 3 indicators in 1 indicator so th
This indicator implements the Corwin and Schultz Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 284. It's a spread estimator using high/low and a rolling window (configurable). It works with low liquidity markets as a robust estimator. It's interesting when you need to track spread changes, more information can be found at Marcos book.
NeuroNNX
Andriy Sydoruk
Very simple work on the principle of work. The elementary neural network is used, with the help of which the normalized RSI indicator is analyzed, the neural network has three outputs. One is responsible for the direction of trade, the other two for stop loss and take profit. Thus, by optimizing the coefficients of the neural network (this is the usual optimization using a genetic algorithm), we get a well-adapted network to work in the future. Sampling according to the results of optimization m
VTC Volatility
Ricardo Almeida Branco
The VTC Volatility indicator was written to support a Brazilian stock market strategy in the WDO (USDBRL), but it can be adapted to other strategies and markets. In the new indicator update, it is now allowed to choose up to 4 levels to determine the range, and thus be more versatile. The Brazilian stock exchange (B3) has the VTC which is a "Structured Exchange Rate Volatility Transaction" (more information on the B3 website). At around 10:00 am, the VTC "Call" comes out and Brazilian
AW RVI Based MT5
AW Trading Software Limited
4 (1)
AW RVI si basa sui segnali del classico oscillatore Relative Vigor Index (RVI). Per uscire dalle posizioni, utilizza un sistema di trailing intelligente e calcola la media utilizzando gli ordini in sospeso. L'Expert Advisor ha una funzione integrata di calcolo automatico della gestione del rischio, impostazioni flessibili e molti scenari di lavoro. Risoluzione dei problemi ->   QUI     Vantaggi: Sistema di trading automatizzato flessibile, Sistema di trascinamento regolabile integrato, Segnali
Floating peaks oscillator - it the manual trading system. It's based on Stochastik/RSI type of oscillator with dynamic/floating  overbought and oversold levels. When main line is green - market is under bullish pressure, when main line is red - market is under bearish pressure. Buy arrow appears at the floating bottom and sell arrow appears at floating top. Indicator allows to reverse signal types. Main indicator's adjustable inputs : mainTrendPeriod; signalTrendPeriod; smoothedTrendPeriod; tre
Personal Note (How best to use this fishing indicator) This is a highly intuitive indicator. I will express here, how I trade with it personally.   (Trend) 1. One way, you insert the fishing indicator onto your charts, and wait around 10mins at least, you can wait more.  The dot will become a more reliable direction color. Then you could choose to trade it. Once done. take the indicator off your chart. And then you can repeat and rinse.   (Scalping) 2. This is my personal favourite way t
A Simple Moving Average (SMA) is a statistical indicator used in time series analysis. This indicator represents the arithmetic mean of a sequence of values over a specific period of time. SMA is used to smooth short-term fluctuations in data, helping to highlight the overall trend or direction of changes. This aids analysts and traders in better understanding the general dynamics of the time series and identifying potential trends or changes in direction.  More information you can find in Wiki 
Fundamental Signals Indicator MT5
Kyra Nickaline Watson-gordon
Fundamental Signals Indicator is a Non-Repaint Indicator with a powerful calculation engine that can predict market movement over 3000 pips (30000 points). The indicator does not analyze the market fundamentally, it is named fundamental because it can predict trends with large movements, no complicated inputs and low risk. Also Indicator can alert on market trend changes. Using Indicator : The Indicator is very simple and without complicated input parameters. (No need to optimize anythin
Trend Dynamics
Oleksandr Powchan
Trend Dynamics Expert Advisor is a level trader designed to be as precise as possible. Because of the extreme accuracy of the entries and the algorithms ability to filter out bad trades, the system does not take new trades every day. The system was not optimized and has fixed indicator settings as its universally adaptable. Be aware, that its recomended to run multiple pairs on the same account for more profit. Our Goal is to help you be way more profitable and way more stress free, so yo
Robot PozziExhaustionHedge Important to activate at the opening of the session as it mainly operates during the opening; Details: PozziGapSavvyHedge Asset: Win, Future Index, Bra50, IBOVESPA Chart: Preferably 15 minutes; Daily GAIN: $20.00 (from 1 to 5 lots averaging price); Daily LOSS: $60.00 (from 1 to 5 lots averaging price); Operates until 12 p.m., if there's an open operation, until 5 p.m. averaging price (Option to change available); Example with 3 initial contracts in USD currency: D
Auto Trendline Pro
Odaine Ramon Mcmillan
Introducing Auto Trendline Pro : Your Ultimate Trading Companion Are you tired of manually drawing trendlines on your forex charts? Do you wish for a tool that can simplify your trading while providing timely alerts? Look no further, because Auto Trendline Pro is here to revolutionize your trading experience. In the fast-paced world of forex trading, staying ahead of the curve is essential. Identifying trends, both upward and downward, can be a game-changer. This is where Auto Trendline Pro ste
The Expert Advisor analyzes tick micro-signals and determines the direction to open a position. Micro-signals are identified by predetermined codes, which in the optimization are recorded in the settings of the bot. When a bot sees the corresponding micro-signal, it reacts to it by opening a position and its accompaniment! The bot has good predictability. You can check the work of the bot on the simulation of real history, how to configure the tester will be shown in the screenshot. Also, we sh
KT Volatility Oscillator MT5
KEENBASE SOFTWARE SOLUTIONS
KT Volatility oscillator analyze the past and current market data with a mathematical formula to display the result in a form of an oscillator. The growing and deteriorating waves are equivalent to high and low volatility in the asset.  In a nutshell, volatility is simply a measurement of the price fluctuation of an asset over a certain period of time. Without volatility, there would not much movement in the market and traders would not be able to profit from the price movements. Use of Volati
Gapless   Moving Average  (GMA) Improved version of   standard   Moving Average  (MA)   from MetaTrader library which provides the possibility to   eliminate the 'gaps' between candle sticks   which distort the average values mainly during the N ('period') initial candles after market opens due to the spread ('gap') between closing price from previous day and opening price from the next day. The greater these 'gaps' are, the more divergent the standard MA is in order to indicate the current p
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Top indicator for MT5   providing accurate signals to enter a trade without repainting! It can be applied to any financial assets:   forex, cryptocurrencies, metals, stocks, indices .  Watch  the video  (6:22) with an example of processing only one signal that paid off the indicator! MT4 version is here It will provide pretty accurate trading signals and tell you when it's best to open a trade and close it. Most traders improve their trading results during the first trading week with the help of
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4.78 (50)
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Innanzitutto, è importante sottolineare che questo sistema di trading è un indicatore non repainting, non redrawing e non lagging, il che lo rende ideale per il trading professionale. Corso online, manuale utente e demo. Il "Sistema di Trading di Supporto e Resistenza Intelligente" è un indicatore avanzato progettato per trader nuovi ed esperti. Permette ai trader di ottenere precisione e fiducia sul mercato forex. Questo sistema completo combina più di 7 strategie, 10 indicatori e varie approc
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Alexey Minkov
5 (3)
The Trend Forecaster indicator utilizes a unique proprietary algorithm to determine entry points for a breakout trading strategy. The indicator identifies price clusters, analyzes price movement near levels, and provides a signal when the price breaks through a level. The Trend Forecaster indicator is suitable for all financial assets, including currencies (Forex), metals, stocks, indices, and cryptocurrencies. You can also adjust the indicator to work on any time frames, although it is recommen
Altri dall’autore
News Vertical Bar
Roberto Spadim
4 (1)
This indicator get all events/countries/values from metatrader terminal calendar and print veritical lines at chart, you can configure anything with inputs (string to filter names/url/code/countries/currencies), select period to filter, nws interval before and after current time (every information about time is seconds based), you can filter importance, type, sector, unit, multiplier, impact, timemode, frequency, forecast/previous % increase/decrease interval, actual/previous % increase/decrease
FREE
Export Deals to CSV - Excell File location: HistoryDeals/<SERVER>/<LOGIN>.<DATETIME>.csv Works as an Script, reading all DEALS in history and exporting it as a plain text CSV file There's no option to change. There's no WebRequest. There's no DLL use. I need to write 300 characters to allow this product being exposed at MQL5 market place. It's simple to use, plug it in graph and wait completion.
FREE
BookMap HeatMap
Roberto Spadim
1 (3)
This Indicator creates a heatmap based on depth of market of the current symbol or another symbol. Other symbol is useful when you trade futures market and a contract has 'mini' and 'full' split. For example, in Brazil (B3 - BMF&Bovespa), WDO and DOL are future Forex contract of BRL/USD (where 1 DOL = 5 WDO) and big banks work mostly with DOL (where liquidity is important). Please use with M1 timeframe , objects are too small to be displayed at higher timeframes (MT5 limit). The number of level
This indicator sends a message (notification), an email, and plays a custom sound when a Limit (Buy/Sell) or Limit Stop (Buy/Sell) or Take Profit, Stop Loss, Stop Out is executed. A user can change the sound file name, and select if they receive notifications/emails. It runs as an indicator, and only one indicator is locked (used) by a user account/login. Parameters soundFile - sound file Save your file at the terminal folder, for example: " C:\Program Files\MetaTrader 5\Sounds\Order Execute
Teclado trader, é uma BIBLIOTECA que você pode chamar no OnChartEvent para abrir posição de compra/venda/zerar, os botões padrões são: V = venda C = compra Z = zerar posições a mercado S = zerar posições opostas e depois a mercado X = zerar posições opostas Além da função de teclado, é possível mostrar os estados do ExpertAdvisor usando o MagicId, com informação de: lucro mensal, semanal, diario, e posição aberta, para isto use o OnTick, ou qualquer outro evento (OnTimer / OnTrade / OnBookEv
From https://en.wikipedia.org/wiki/Fractional_calculus: Fractional calculus  is a branch of  mathematical analysis  that studies the several different possibilities of defining  real number  powers or  complex number  powers of the  differentiation operator   D This indicator execute fracional differentiation on data, you can select the differentiation D value and execute some tweaks like execute Log(value)  before difefrentiation or execute a window normalization on last [diffNormalizeWindo
It's a simple indicator that execute GARCH(1,1) function, it can be used with basis stocks and options, when garch is bellow implied volatility probably implied volatility tend to goes down, and when garch is higher than implied volatility probably implied volatility goes up. Can be used with options trading when buying / selling volatility, for example, buy ATM put and call when garch is higher than implied volatility and sell when it's lower.
This indicator works in Brazil market, it should be used on options symbols. the indicator create 8 buffers, Delta, Gamma, Vega, Rho, Theta, Time(working days), Implied Volatility, R (interest rate), and can be used to view greeks over time. It shouldn't be used to trade, since it's cpu intensive, it's just a historic viewer, you can see what happened with greeks and teach friends :)
This indicator implements the Rool Model Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 283. It's a spread estimator using trade by trade (copytick) values from last trades (configurable). It works with low liquidity markets as a robust estimator considering the covariance between price diferences. It's interesting when you need to track spread changes
This indicator implements the Corwin and Schultz Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 284. It's a spread estimator using high/low and a rolling window (configurable). It works with low liquidity markets as a robust estimator. It's interesting when you need to track spread changes, more information can be found at Marcos book.
Kyle Lambdas
Roberto Spadim
In Kyle’s model, the variable captures price impact. Illiquidity increases with uncertainty about v and decreases with the amount of noise Kyle argues that the market maker must find an equilibrium between profit maximization and market efficiency. This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book, Page 288.
Amihud studies the positive relationship between absolute returns and illiquidity. In particular, he computes the daily price response associated with one dollar of trading volume, and argues its value is a proxy of price impact. Despite its apparent simplicity, Hasbrouck [2009] found that daily Amihud’s lambda estimates exhibit a high rank correlation to intraday estimates of effective spread.  This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book,
Hasbrouck follows up on Kyle’s and Amihud’s ideas, and applies them to estimating the price impact coefficient based on trade-and-quote (TAQ) data. Consistent with most of the literature, Hasbrouck recommends 5-minute time-bars for sampling ticks.  This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book, Page 289. --- This code can run slow when using big timeframes, it use copytick to get dollar volume, in a next version I will implement a temporary i
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
Easley et al. study the frequency of trades per trade size, and find that trades with round sizes are abnormally frequent. For example, the frequency rates quickly decay as a function of trade size, with the exception of round trade sizes {5, 10, 20, 25, 50, 100, 200,…}. These authors attribute this phenomenon to socalled “mouse” or “GUI” traders, that is, human traders who send orders by clicking buttons on a GUI (Graphical User Interface). In the case of the E-mini S&P 500, for example, si
A useful feature may be to determine the normal frequency of round-sized trades, and monitor deviations from that expected value. The ML algorithm could, for example, determine if a larger-than-usual proportion of round-sized trades is associated with trends, as human traders tend to bet with a fundamental view, belief, or conviction. Conversely, a lower-than-usual proportion of round-sized trades may increase the likelihood that prices will move sideways, as silicon traders do not typically hol
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
This indicator represent option and basis values as a tax, using this formula: Tax = ( ( strike / ( basis - option ) ) - 1 ) * 100 It's not time based (don't use time to expire information)  You can set a fixed strike value, and a fixed basis symbol if needed. Some exchanges/brokers don't provide this information at marketdata and that's the only method to use this information when not provided.
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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Versione 1.2 2019.04.15
Wrong implementation when Low=0, #property setted: tester_everytick_calculate