MetaTrader 5
Experts
지표
스크립트
라이브러리
보관함당사 팬 페이지에 가입하십시오
- 조회수:
- 299
- 평가:
- 게시됨:
-
이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요
프리랜스로 이동
This Expert Advisor combines Chaos Theory and quantitative momentum logic for MetaTrader 5. It calculates the Largest Lyapunov Exponent (LLE) in real-time to analyze phase space trajectory divergence, identifying whether current market dynamics are chaotic or deterministic.
By measuring divergence between nearest neighbors in reconstructed phase space, the EA filters out unpredictable market noise and executes trades only when market conditions exhibit structured behavior.
Key Features:
-
Lyapunov Chaos Filter: Uses phase space reconstruction (lookback, embedding dimension, and projection steps) to calculate the LLE and halt trading during high-entropy conditions.
-
Momentum Trigger: Executes trades using fast and slow Exponential Moving Average (EMA) crossovers strictly when the chaos filter validates market predictability.
-
Dynamic Risk Management: Automated lot sizing based on account balance risk percentage, ATR-based Stop Loss, and Take Profit targets.
-
Bar-By-Bar Execution: Evaluates signals at the open of each new bar to optimize performance and prevent over-trading.
Note: Developed as a quantitative regime-filtering module for algorithmic portfolios.
Drawdown Meter
Most reports give you one drawdown number - the worst one. This read-only script measures all three that matter on your own closed history: depth, duration and frequency. It prints the maximum drawdown with its peak, trough and recovery dates, the longest underwater period in days, whether you are at a new peak or how far below it and for how long, and a table of the deepest episodes with the days each took to recover. An episode is not a losing streak: it closes only when a NEW high is made, so a dip that never reclaims the old peak stays the same episode - which is what makes the duration column meaningful. Entry commissions are included and a partial close counts as one round turn, so the curve carries full cost. Optional percentage figures and CSV export. Deposits and withdrawals are excluded: this is the drawdown of your trading, not of your balance line.
Timer Candle
simple coundown timer
Interactive On-Chart Risk Management and Execution Panel
An interactive GUI panel for MetaTrader 5 designed for manual traders and quant developers. It automates dynamic position sizing based on exact account equity risk percentage, features one-click order execution (Buy/Sell), instant BreakEven, Close All functionality, and continuous real-time Trailing Stop management.
Fair Value Gap Detector Indicator
Detects 3-candle Fair Value Gaps (price imbalances) and draws them as boxes that extend live until price trades back through the gap. Detection runs only on fully closed bars, so gaps never flicker in and out as the current candle forms.