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WalkForwardReporter

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パブリッシュ済み: 15 8月 2016

現在のバージョン: 1.8

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WalkForwardReporter

ユーティリティ
Stanislav Korotky
バージョン: 1.8
アップデート済み: 24 10月 2018

WalkForwardReporter is a script creating HTML reports from walk-forward optimization results generated by WalkForwardOptimizer (WFO) library. It allows you to easily view and analyze your expert adviser (EA) performance and robustness in unknown trading conditions of future. You may find more details about walk-forward optimization in Wikipedia.

Once you have performed optimization using WFO, the library generates a CSV-file and special global variables with resulting data. Copy the CSV-file from the tester's Files folder into MQL4/Files folder and run the script with default parameters. This builds an html-page with overview of the optimization and also saves the related global variables into GVF-file. In future you may build different reports (drilldowns) from the same resulting data, even if the global variables will be deleted, just by specifing the GVF-file as the 1-st parameter of the script. Until the global variables are intact, you can build drilldowns without mentioning GVF-file.

The names of GVF and HTML files correspond to CSV-file name in global variables, initially specified in EA input wfo_outputFile.

Parameters

InputVariablesFile - a name of GVF-file to use; if empty (by default), global variables are checked for latest available data;
WindowSize - specific window size (days) to use for drilldown; must be one of values used during optimization; by default - 0, meaning cluster overview or auto-detection;
StepSize - specific forward step size (percent or days) to use for drilldown; must be one of values used during optimization; by default - 0, meaning cluster overview or auto-detection;
ClearWFGlobalVariables - a boolean flag; if true, the script deletes "WF_"-global variables at the end of its run; by default - false; the global variables should be cleared before you start next optimization with WFO.

Report types

Depending from input parameters given for WFO library, WFR can generate different report types from the resulting data.

Standard walk-forward report with a table of passes containing performance indicators for in-sample and out-of-sample periods in the same row, and overall performance for entire aggregated forward period. The report is generated for rolling walk-forward analysis and as a drilldown for cluster analysis (in the later case WindowSize and StepSize parameters should be specified as existing column and row indices of cluster table).
Cluster report with a set of tables, containing annualized profit, efficiency, consistency, completeness, and number of days in step for selected combinations of window sizes and forward step sizes. This report is generated after clustered walk-forward optimization, if drilldown is not used (WindowSize and StepSize remains 0 by default).
Anchored walk-forward report is similar to standard report except for that window size changes in every pass (row).

Standard and anchored reports show pass number in the 1-st column. Until MetaTrader 4 is closed you may check every single pass by opening Optimization Results tab in the tester, double-clicking a row with required pass number - this will select optimal inputs from this pass into EA, so you can then start a test run.

In standard reports, in-sample optimization data is highlighted with blue color, and out-of-sample data - with yellow. If the latest pass contains forward step overlapping with current time it's highlighted in green, indicating that this is the latest known parameters applicable for trading right now.

Performance indicators

Annualized profit is a hypothetical profit which EA could earn in a year if optimization period profit and forward period profit are re-scaled proportionally to their length.

Efficiency is a ratio of annualized profits of forward and back periods.

Consistency is a fraction of profitable forward passes in aggregated forward period.

Completeness shows how many rolling passes was performed for specified combination of optimization window size and forward step size, can be less than requested number during genetic optimization, because this method skips some parameters values.

Number of days is suitable for converting step size in percent into days.

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Trade Manager は、リスクを自動的に計算しながら、取引を迅速に開始および終了するのに役立ちます。過剰取引、復讐取引、感情的な取引を防止する機能が含まれています。取引は自動的に管理され、アカウントのパフォーマンス指標はグラフで視覚化できます。これらの機能により、このパネルはすべてのマニュアルトレーダーにとって理想的なものとなり、MetaTrader 4 プラットフォームの強化に役立ちます。多言語サポート。 MT5バージョン | ユーザーガイド + デモ Trade Manager はストラテジーテスターでは機能しません。デモについてはユーザーガイドをご覧ください。危機管理 % または $ に基づくリスクの自動調整固定ロットサイズを使用するか、ボリュームとピップに基づいた自動ロットサイズ計算を使用するオプション RR、Pips、または価格を使用した損益分岐点ストップロス設定トレーリングストップロス設定目標に達したときにすべての取引を自動的に終了するための 1 日あたりの最大損失 (%)。過度のドローダウンからアカウントを保護し、オーバートレードを防ぎま

80 USD

Trade Panel は、多機能の取引アシスタントです。このアプリケーションには手動取引用の 50 以上の機能が含まれており、ほとんどの取引アクションを自動化できます。購入する前に、デモアカウントでデモバージョンをテストできます。デモはこちらから。詳しい手順はこちらをご覧ください。取引。ワンクリックで基本的な取引操作を実行できます。未決の注文とポジションをオープンする未決の注文とポジションを決済するポジションの反転（買いを閉じて売りをオープンする、または売りを閉じて買いをオープンする）ポジションをロックする（反対のポジションをオープンすることで、売りポジションと買いポジションの量を等しくします）すべてのポジションを部分的に決済します。すべてのポジションのテイクプロフィットやストップロスを共通のレベルに設定します。すべてのポジションのストップロスを損益分岐点レベルに設定します。注文とポジションをオープンする際に、次のことが可能になります。確立されたリスクに応じて取引量の自動計算を使用します。ワンクリックで複数の注文を開きます。計算された数量

100 USD

Tired of complex order placement and manual calculations? Trade Dashboard is your solution. With its user-friendly interface, placing orders becomes effortless, by a single click, you can open trades, set stop loss and take profit levels, manage trade lot size, and calculate risk to reward ratios, allowing you to only focus on your strategy. Say goodbye to manual calculations and streamline your trading experience with Trade Dashboard. Download demo version right now. You can find details

50 USD

ADAM EA Special Version for FTMO Our 1st EA created using ChatGPT technology Trade only GOOD and checked PROP FIRMS Default parameters for Challenge $100,000 Tested on EURUSD and GBPUSD only Use 15MIN Time Frame Close all deals and Auto-trading before Weekend at 12:00 GMT+3 Friday For Prop Firms MUST use special Protector https://www.mql5.com/en/market/product/94887 Signal using ADAM https://www.mql5.com/en/signals/2190554 --------------------------------------------------------------

2 700 USD

The product will copy all telegram signal to MT4 ( which you are member ) , also it can work as remote copier. Easy to set up, copy order instant, can work with almost signal formats, image signal, s upport to translate other language to English Work with all type of channel or group, even channel have "Restrict Saving Content", work with multi channel, multi MT5 Work as remote copier: with signal have ticket number, it will copy exactly via ticket number. Support to backtest signal. How to

219 USD

MT4 Alert Signal Trader is an EA that helps you trade MT4 Alert popup. Some indicators can provide signals by showing an alert popup containing signal texts. This EA will read and trade these signal texts. The alert texts should contain at least 2 elements: (1) a symbol text (ex: "EURUSD") and (2) a command type (ex: "Buy", "Sell", "Close") that trigger EA's trading activities. Some other contents that may have or not are open price, stop loss, take profit values... The EA needs an aweso

149 USD

The Best One Scalping Trade Panel functional manual trade panel with risk reward, auto SL by candle ( original solution), lot size calculation, one-click trading, scale in and out of trades (partial close), Works with all symbols not just currency pairs, perfect works on DAX, NASDAQ, GOLD, ...... I earn every day during live stream on ZakopiecFX - join Me Risk by lot Risk by percent SL by points SL by Candle, Renko, RangeBar ( original solution) TP by point TP by Risk/Reward Auto Trailing b

99 USD

ワンクリックで取引できるトレーディングパネル。ポジションと注文の操作！チャートまたはキーボードから取引。手動取引用の取引パネル。チャート（チャートウィンドウ）またはキーボードから取引できます。開閉、リバース、ロックポジションと注文を処理する МetaТrader4のメインオーダーのトレーディングコントロールパネル：売買、売却、売却、売却、売却、閉じる、削除、修正、トレーリングストップ、ストップロス、takeproft MT5のバージョン完全な説明 +DEMO +PDF 購入する方法インストールする方法ログファイルの取得方法テストと最適化の方法 Expforex のすべての製品シンボルウィンドウからの取引とキーボードからの取引！あなたはMetaTrader 4ターミナル - バーチャルコントロールパネルVirtualTradePadのためのユニークなプラグインを持っています。 Description on English 注意！ストラテジーテスターの取引方法を学びたい場合は、無料の TesterPad ユーティリティをチェック

75 USD

-25% discount ($199 -> $149) Advanced trading tool: One click smart orders that execute under your conditions Developed by trader for trading community: position size calculator (lot size), open position after price action, strategy builder, set and forget trading, mobile notifications... Risk Management - Risk percentage position size calculator, gain percentage, target risk reward ratio, spread and commissions are included in calculations 7 Advanced order types - Set and forget trading

149 USD

KT Equity Protector EA consistently monitors the account equity and closes all the market and pending orders once the account equity reached a fixed equity stop loss or profit target. After closing all trading positions, the EA can close all open charts to stop other expert advisors from opening more trading positions. Equity Stop-Loss If your current account balance is $5000 and you set an equity stop loss at $500. In this case, the KT Equity Protector will close all the active and pending

30 USD

The added video will show you the full functionality, effectiveness, and simplicity of this trade manager. Drag and Drop Trade Manager. Draw your entry and have the tool calculate the rest. Advanced targeting and close portions of a trade directly available in tool (manage trades while you sleep). Market order or limit order on either side with factored spread. Just draw the entry, the tool does the rest. Hotkey setup to make it simple. Draw where you want to enter, and the stop loss, the tool c

300 USD

この製品は、ニュースタイム中にすべてのエキスパートアドバイザーと手動チャートをフィルタリングするため、急激な価格変動によるマニュアルトレードのセットアップの破壊や他のエキスパートアドバイザーによって入力された取引について心配する必要はありません。この製品には、ニュースのリリース前にオープンポジションとペンディングオーダーを処理できる完全な注文管理システムも付属しています。 The News Filter を購入すると、将来のエキスパートアドバイザーのためにビルトインのニュースフィルターに頼る必要はなく、今後はすべてのエキスパートアドバイザーをここからフィルタリングできます。ニュース選択ニュースソースは、Forex Factoryの経済カレンダーから取得されます。 USD、EUR、GBP、JPY、AUD、CAD、CHF、NZD、CNYなど、任意の通貨数に基づいて選択できます。 Non-Farm（NFP）、FOMC、CPIなどのキーワード識別に基づいて選択することもできます。影響レベルによってフィルタリングするニュースを選択することができ、低、中、高の影響範囲から選択できます

60 USD

The top-selling EAs on the market cost a lot and one day they are suddenly gone. This is because one strategy will not work in the forex market all the time. Our product is unique from all others in the MQL Marketplace because our EA comes with 34+ built-in indicators that allow adding more strategies every time. You build your strategy and keep updating it. If one strategy does not work, simply build another all using only one EA. This is All-In-One EA in this market place. You can use as trad

80 USD

The Expert Advisor will help you forward all pop-up alert with screenshot from MetaTrader 4 to Telegram channel/ group, also forward all notifications to Telegram. Parameters - Telegram Bot Token - create bot on Telegram and get token. - Telegram Chat ID - input your Telegram user ID, group / channel ID - Forward Alert - default true, to forward alert. - Send message as caption of Screenshot - default false, set true to send message below Screenshot How to setup and guide - Telegram

100 USD

The most advanced news filter and drawdown limiter on MQL market NEW: Take a Break can be backtested against your account history! Check the " What's new " tab for details. Take a Break has evolved from a once simple news filter to a full-fledged account protection tool. It pauses any other EA during potentially unfavorable market conditions and will continue trading when the noise is over. Typical use cases: Stop trading during news/high volatility (+ close my trades before). Stop trading when

70 USD

MT4 to Discord Signal Provider は、Discord へ直接トレーディングシグナルを送信するために設計された、使いやすく完全にカスタマイズ可能なユーティリティです。このツールは、あなたのトレーディングアカウントを効率的なシグナルプロバイダーに変えます。スタイルに合わせてメッセージフォーマットをカスタマイズ！利便性を考え、事前にデザインされたテンプレートから選択し、メッセージのどの要素を含めるか除外するかを選択できます。 [ デモ ] [ マニュアル ] [ MT5 バージョン ] [ Telegram バージョン ] セットアップ簡単なセットアップのために、私たちの詳細なユーザーガイドに従ってください。 Discord API の事前知識は必要ありません。必要なツールはすべて提供されます。主な特徴購読者の更新のための注文詳細をカスタマイズ。ブロンズ、シルバー、ゴールドなど、各レベルで異なるシグナルアクセスを提供する階層的サブスクリプションモデルを実装。注文が実行されたチャートのスクリーンショットを添付。これらのスクリーンショットに表

59 USD

あなたがメンバーである任意のチャンネル（プライベートおよび制限されたチャンネルを含む）からのシグナルを、直接あなたのMT4にコピーします。このツールは、ユーザーを念頭に置いて設計されており、取引を管理および監視するために必要な多くの機能を提供しています。この製品は、使いやすく視覚的に魅力的なグラフィカルインターフェースで提供されています。設定をカスタマイズして、数分で製品を使用開始できます！ユーザーガイド + デモ | MT5版 | Discord版デモを試したい場合は、ユーザーガイドを参照してください。 Telegram To MT5レシーバーは、ストラテジーテスターでは機能しません！ Telegram To MT4の特長一度に複数のチャンネルからシグナルをコピープライベートおよび制限されたチャンネルからシグナルをコピー BotトークンやチャットIDは不要です（必要な場合は引き続き使用できます）リスク％または固定ロットを使用して取引特定のシンボルを除外すべてのシグナルをコピーするか、コピーするシグナルをカスタマイズするかを選択すべてのシグナルを認識する

120 USD

An instrument capable of instantly calculating position size or risk based on a specified stop-loss level is critically important for both professional traders and beginners. Trading utility TRADE PRO provides fast and accurate calculations, helping you make decisions in conditions of limited time and increased market volatility. Main functions: Original. Simple. Effective. Original and convenient opening of the main trading panel: Simply hover your mouse over the right part of the chart and cli

79 USD

あなたの外国為替ポートフォリオを管理してください。あなたが立っている場所、何が働いているのか、そして何があなたに痛みを引き起こしているのかを即座に見てください！ここで利用可能なMT5バージョン：https：// www.mql5.com/en/market/product/58658 Trade Managerダッシュボードは、外国為替市場での現在の各ポジションが一目でわかるように設計されており、リスク管理と通貨へのエクスポージャーを理解しやすくします。複数のポジションで徐々に市場に参入するトレーダー、またはそれらのトレーディンググリッドとバスケット戦略にとって、これは重要な情報です。ターミナル内の複数の位置を監視することは、管理が難しいことがよくあります。不十分なリスクの活用と使用：報酬は、新しいトレーダーや一部の経験豊富なトレーダーが直面する主要な問題です。トレードマネージャーは、各通貨へのエクスポージャーを個別に示し、一度に両方向に取引しないようにします。特徴：オープントレード-通貨ペアでソートされた現在のオープントレードをすべて表示します。ペアだけでなく

49 USD

Hi, all. News trapper EA It is an expert for trading news very safe expert put Settings interest rate only or high impact news for Automated Trading on the news of the economic calendar. It shows stable trading during last 10 years. EA doesn't use dangerous technologies like martingale, grid. The Expert is very simple to use. The program contains flexible settings In the terminal settings, you need to add the news site to the list of allowed URLs. Click Tools >Options > Expert Advisors. Che

49 USD

-25% discount ($149 -> $111) Everything for chart Technical Analysis indicator mt4 in one tool Draw your supply demand zone with rectangle and support resistance with trendline and get alerts to mobile phone or email alert - Risk reward indicator Video tutorials, manuals, DEMO download here . Find contacts on my profile . 1. Extended rectangles and trendlines Object will be extended to the right edge of the chart when price will draw new candles on chart. This is rectangle extender or

111 USD

FREE SIGNAL CHANEL: https://t.me/redfox_daily_forex_signals Time saving and fast execution Whether you’re traveling or sleeping, always know that Telegram To Mt4 performs the trades for you. In other words, Our Telegram MT4 Signal Trader will analyze the trading signals you receive on your selected Telegram channels and execute them to your Telegram to MT4 account. Reduce The Risk Telegram To Mt4 defines the whole experience of copying signals from Telegram signal copier to mt4 p

149 USD

取引パネルは注文の管理に限定されています - ボタンを使用して開かれたものと、ユーザーによって開かれたものの両方です。シンプルで便利なコレクション。バイヤーを補完します。 Gold Stuff インジケーターと併用することをお勧めします。単一注文として取引を設定し、距離のあるグリッドを構築します。標準グリッドを作成するには、10000 などの大きな距離を設定するだけです。リアルタイム結果はこちらからご覧いただけます。設定と個人的なボーナスを得るために、購入後すぐに私に連絡してください！設定新しいシリーズを開く - 注文の新しいシリーズのオン/オフの開始。 Lot miltiplier - 次の注文のロット乗数。 TP - ピップで利益を得る。 SL - 最初の注文からのピップ単位のストップロス。トレイルスタート - トレーリングストップの有効化。トレイルステップ - トレーリングストップを有効にしたときの価格からの距離。 DD 削減アルゴリズム - 利益のある最後の注文が損失のある最初の注文シリーズでクローズされる場合のドローダウン削減

149 USD

This non-trading expert utilizes so called custom symbols feature ( available in MQL API as well) to build renko charts based on history of real ticks of selected standard symbol. RenkoFromRealTicks generates custom symbol quotes, thus you may open many charts to apply different EAs and indicators to the renko. It also transmits real ticks to update renko charts in real time. The generated renko chart uses M1 timeframe. It makes no sense to switch the renko chart to a timeframe other than M1. T

49 USD

WalkForwardOptimizer library allows you to perform rolling and cluster walk-forward optimization of expert advisers (EA) in MetaTrader 5. To use the library include its header file WalkForwardOptimizer.mqh into your EA source code, add call provided functions as appropriate. Once the library is embedded into EA, you may start optimization according to the procedure described in the User guide . When it's finished, intermediate results are saved into a CSV file and some special global variables.

85 USD

This is a non-parametric ZigZag providing 4 different methods of calculation. Upward edge continues on new bars while their `highs` are above highest `low` among previous bars, downward edge continues on next bars while their `lows` are below lowest `high` among previous; Gann swing: upward edge continues while `highs` and `lows` are higher than on the left adjacent bar, downward edge continues while `highs` and `lows` are lower than on the left adjacent bar. Inside bars (with lower `high` and

FREE

This indicator displays volume delta (of either tick volume or real volume) encoded in a custom symbol, generated by special expert advisers, such as RenkoFromRealTicks . MetaTrader does not allow negative values in the volumes, this is why we need to encode deltas in a special way, and then use CustomVolumeDelta indicator to decode and display the deltas. This indicator is applicable only for custom instruments generated in appropriate way (with signed volumes encoded). It makes no sense to ap

FREE

Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker, but in real time only, without access to its history. This expert adviser OrderBook History Playback allows you to playback the market book events on the history using files, created by OrderBook Recorder . The exper

FREE

The indicator calculates running total of linear weighted returns. It transforms rates into integrated and difference-stationary time series with distinctive buy and sell zones. Buy zones are shown in blue, sell zones in red. Parameters: period - number of bars to use for linear weighted calculation; default value - 96; smoothing - period for EMA; default value - 5; mode - an integer value for choosing calculation mode: 0 - long term trading; 1 - medium term trading; 2 - short term trading; defa

FREE

This is an adaptive ZigZag based on modification of HZZ indicator (original source code is available in this article ). Most important changes in this version: two additional indicator buffers added for zigzag evolution monitoring - they show cross signs at points where zigzag direction first changes; zigzag range (H) autodetection on day by day basis; time-dependent adjustment of zigzag range. Parameters: H - zigzag range in points; this parameter is similar to original HZZ, but it can take 0

FREE

Most of traders use resistance and support levels for trading, and many people draw these levels as lines that go through extremums on a chart. When someone does this manually, he normally does this his own way, and every trader finds different lines as important. How can one be sure that his vision is correct? This indicator helps to solve this problem. It builds a complete set of virtual lines of resistance and support around current price and calculates density function for spatial distributi

30 USD

Ever wondered why standard ADX is made unsigned and what if it would be kept signed? This indicator gives the answer, which allows you to trade more efficient. This indicator calculates ADX values using standard formulae, but excludes operation of taking the module of ADX values, which is forcedly added into ADX for some reason. In other words, the indicator preserves natural signs of ADX values, which makes it more consistent, easy to use, and gives signals earlier than standard ADX. Strictly s

30 USD

Classical ADX revamped to provide faster and more solid trading signals. This indicator calculates ADX values using standard formulae, but excludes operation of taking the module of ADX values, which is forcedly added into ADX for some reason. In other words, the indicator preserves natural signs of ADX values, which makes it more consistent, easy to use, and gives signals earlier than standard ADX. Strictly speaking, any conversion to an absolute value destroys a part of information, and it mak

30 USD

This indicator is a conventional analytical tool for tick volumes changes. It calculates tick volumes for buys and sells separately, and their delta on every bar, and displays volumes by price clusters (cells) within a specified bar (usually the latest one). The algorithm used internally is the same as in the indicator VolumeDeltaMT5 , but results are shown as cumulative volume delta bars (candlesticks). Analogous indicator for MetaTrader 4 exists - CumulativeDeltaBars . This is a limited substi

30 USD

This indicator compares the price changes during the specified period for the current symbol and other reference symbol. It allows to analyze the similar movements of highly correlated symbols, such as XAUUSD and XAGUSD, and find their occasional convergences and divergences for trading opportunities. The indicator displays the following buffers: light-green thick line - price changes of the current symbol for TimeGap bars; light-blue thin line - price changes of the reference symbol ( LeadSymbo

FREE

This is a demo version of a non-trading expert , which utilizes so called the custom symbols feature ( available in MQL as well ) to build renko charts based on historical quotes of selected standard symbol and to refresh renko in real-time according to new ticks. Also it translates real ticks to the renko charts, which allows other EAs and indicators to trade and analyze renko. Place the EA on a chart of a working instrument. The lesser timeframe of the source chart is, the more precise resulti

FREE

This indicator shows price changes for the same days in past years. D1 timeframe is required. This is a predictor indicator that finds D1 bars for the same days in past 8 years and shows their relative price changes on the current chart. Parameters: LookForward - number of days (bars) to show "future" price changes; default is 5; Offset - number of days (bars) to shift back in history; default is 0; ShowAverage - mode switch; true - show mean value for all 8 years and deviation bounds; false - s

FREE

This indicator provides a statistical analysis of price changes (in points) versus time delta (in bars). It calculates a matrix of full statistics about price changes during different time periods, and displays either distribution of returns in points for requested bar delta, or distribution of time deltas in bars for requested return. Please, note, that the indicator values are always a number of times corresponding price change vs bar delta occurred in history. Parameters: HistoryDepth - numbe

FREE

Time And Sales Layout indicator shows traded buy and sell volumes right on the chart. It provides a graphical representation of most important events in the time and sales table. The indicator downloads and processes a history of real trade ticks. Depending from selected depth of history, the process may take quite some time. During history processing the indicator displays a comment with progress percentage. When the history is processed, the indicator starts analyzing ticks in real time. The l

49 USD

WalkForwardDemo is an expert adviser (EA) demonstrating how the built-in library WalkForwardOptimizer (WFO) for walk-forward optimization works. It allows you to easily optimize, view and analyze your EA performance and robustness in unknown trading conditions of future. You may find more details about walk-forward optimization in Wikipedia . Once you have performed optimization using WFO, the library generates special global variables (saved in an "archived" file with GVF-extension) and a CSV-f

FREE

Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker in real time. The expert OrderBook Recorder records market book changes and stores them in local files for further usage in indicators and expert adviser, including testing in the tester. The expert stores market book

FREE

This script allows performing a walk-forward analysis of trading experts based on the data collected by the WalkForwardLight MT5 library. The script builds a cluster walk forward report and rolling walk forward reports that refine it, in the form of a single HTML page. This script is optional, as the library automatically generates the report immediate after the optimization in the tester is complete. However, the script is convenient because it allows using the same collected data to rebuild th

FREE

This indicator shows price changes for the same days in the past. This is a predictor that finds bars for the same days in past N years, quarters, months, weeks, or days (N is 10 by default) and shows their relative price changes on the current chart. Number of displayed buffers and historical time series for comparison is limited to 10, but indicator can process more past periods if averaging mode is enabled (ShowAverage is true) - just specify required number in the LookBack parameter. Paramet

30 USD

OrderBook Utilities is a script, which performs several service operations on order book hob-files, created by OrderBook Recorder . The script processes a file for work symbol of the current chart. The file date is selected by means of the input parameter CustomDate (if it's filled in) or by the point where the script is dropped on the chart. Depending from the operation, useful information is written into the log, and optionally new file is created. The operation is selected by the input parame

FREE

If you like trading by candle patterns and want to reinforce this approach by modern technologies, this script is for you. In fact, it is a part of a toolbox, that includes a neural network engine implementing Self-Organizing Map (SOM) for candle patterns recognition, prediction, and provides you with an option to explore input and resulting data. The toolbox contains: SOMFX1Builder - this script for training neural networks; it builds a file with generalized data about most characteristic pric

FREE

This indicator predicts rate changes based on the chart display principle. It uses the idea that the price fluctuations consist of "action" and "reaction" phases, and the "reaction" is comparable and similar to the "action", so mirroring can be used to predict it. The indicator has three parameters: predict - the number of bars for prediction (24 by default); depth - the number of past bars that will be used as mirror points; for all depth mirroring points an MA is calculated and drawn on the ch

30 USD

If you like trading crosses (such as AUDJPY, CADJPY, EURCHF, and similar), you should take into account what happens with major currencies (especially, USD and EUR) against the work pair: for example, while trading AUDJPY, important levels from AUDUSD and USDJPY may have an implicit effect. This indicator allows you to view hidden levels, calculated from the major rates. It finds nearest extremums in major quotes for specified history depth, which most likely form resistence or support levels, a

30 USD

The indicator displays most prominent price levels and their changes in history. It dynamically detects regions where price movements form attractors and shows up to 8 of them. The attractors can serve as resistance or support levels and outer bounds for rates. Parameters: WindowSize - number of bars in the sliding window which is used for detection of attractors; default is 100; MaxBar - number of bars to process (for performance optimization); default is 1000; when the indicator is called from

30 USD

This is an intraday indicator that uses conventional formulae for daily and weekly levels of pivot, resistance and support, but updates them dynamically bar by bar. It answers the question how pivot levels would behave if every bar were considered as the last bar of a day. At every point in time, it takes N latest bars into consideration, where N is either the number of bars in a day (round the clock, i.e. in 24h) or the number of bars in a week - for daily and weekly levels correspondingly. So,

30 USD

The indicator draws a histogram of important levels for several major currencies attached to the current cross rates. It is intended for using on charts of crosses. It displays a histogram calculated from levels of nearest extremums of related major currencies. For example, hidden levels for AUDJPY can be detected by analyzing extremums of AUD and JPY rates against USD, EUR, GBP, and CHF. All instruments built from these currencies must be available on the client. This is an extended version of

30 USD

The indicator provides a statistic histogram of estimated price movements for intraday bars. It builds a histogram of average price movements for every intraday bar in history, separately for each day of week. Bars with movements above standard deviation or with higher percentage of buys than sells, or vice versa, can be used as direct trading signals. The indicator looks up current symbol history and sums up returns on every single intraday bar on a specific day of week. For example, if current

30 USD

This is an easy to use signal indicator which shows and alerts probability measures for buys and sells in near future. It is based on statistical data gathered on existing history and takes into account all observed price changes versus corresponding bar intervals in the past. The statistical calculations use the same matrix as another related indicator - PointsVsBars. Once the indicator is placed on a chart, it shows 2 labels with current estimation of signal probability and alerts when signal

75 USD

CCFpExtra is an extended version of the classic cluster indicator - CCFp. This is the MT4 version of indicator CCFpExt available for MT5. Despite the fact that MT5 version was published first, it is MT4 version which was initially developed and tested, long before MT4 market was launched. Main Features Arbitrary groups of tickers or currencies are supported: can be Forex, CFDs, futures, spot, indices; Time alignment of bars for different symbols with proper handling of possibly missing bars, in

49 USD

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バージョン 1.8 2018.10.24

Large step value overflow bug fix.

バージョン 1.7 2017.05.31

Improved the generation of the HTML-page: cluster report is supplemented by refining rolling reports, names of optimized parameters are shown, and other minor changes.

バージョン 1.6 2016.10.14

Fixed the zero divide error, which occurred at certain rudimentary data.

バージョン 1.5 2016.09.13

Bug fixes.

バージョン 1.4 2016.09.01

- processing of large csv files and memory consumption are significantly optimized;
- calculation of performance indicators is fixed for forward tests partially exceeding the ending date of test period.
- if a user enters wrong numbers for window or steps size, the script generates the error message in html file instead of an empty table.

バージョン 1.2 2016.08.29

Improved corrupted data error handling.