Fabii Kaufman Efficiency Ratio
- 지표
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Fabien Georges Andre Guillemaud
저는 MetaTrader 5용 맞춤형 지표와 트레이딩 도구를 개발합니다.
저 역시 트레이더입니다. 수년 동안 저만의 시스템 트레이딩 전략을 구축하고 개선해 왔습니다. 지표를 처음부터 설계하고, 다양한 조합을 테스트하며, 리스크 관리 매개변수를 최적화하고, 실제 시장 환경에서 코드를 디버깅해 왔습니다. 이러한 실전 경험 덕분에 고객이 설명을 끝내기 전에도 무엇이 필요한지 정확히 이해할 수 있습니다.
개발 가능한 항목:
맞춤형 지표 — 오실레이터, 오버레이, 멀티 타임프레임 버전
MT4 → MT5 변환 - 버전: 4.0
- 활성화: 20
Tired of entering a "trend" that turns out to be chop and stops you out? This filter shows real trends from noise at a glance. Any pair, any timeframe. No repaint. Free trial in the Strategy Tester.
▬▬▬ THE PROBLEM ▬▬▬
Chop is expensive. It fakes a trend just long enough to trap you, then stops you out and moves on.
- You enter a "breakout" and it dies.
- You skip a real move after three fake trends.
- You read three indicators just to guess the market's state.
The hard part isn't seeing that price moves. It's knowing whether the move goes somewhere, or churns in place.
▬▬▬ HOW IT WORKS ▬▬▬
The Kaufman Efficiency Ratio measures one thing: efficiency. It compares the net distance price travelled to the total path it took.
- Straight from A to B: a high ratio, a real efficient trend.
- Zig-zag to the same point: a ratio near zero, just noise.
- Bounded 0 to 1, so it reads the same everywhere.
The colour gives the answer instantly:
- Red: choppy and inefficient. Stay out.
- Gold: in transition. Caution.
- Green: a clean, efficient trend. Go with it.
▬▬▬ KEY FEATURES ▬▬▬
- Instant regime read: three colours on line and histogram.
- No repaint: the signal is final on the closed bar.
- Reads the same everywhere: bounded 0 to 1, no recalibration.
- Multi-timeframe: show a higher timeframe as a staircase.
- Zone-cross alerts: popup, sound, push. Off by default.
- Display mode: line, histogram, or both.
- Optional EMA smoothing, or raw for speed.
- Light and fast on any market and timeframe.
▬▬▬ INPUTS ▬▬▬
(Rebuild as a table in the MQL5 editor: Parameter / What it does / Recommended.)
- ER Period: lookback window of the ratio. Recommended 10.
- EMA Smoothing: steadies the signal, 1 = raw. Recommended 3 on D1.
- Higher TF: read a higher timeframe, Current = off. Default current.
- Low threshold: below this is range. Recommended 0.30.
- High threshold: above this is trend. Recommended 0.50.
- Display mode: line, histogram, or both. Default both.
- Alerts: popup, sound, push on a zone cross. Off by default.
- Bars limit: limit history to N recent bars. On, 500.
▬▬▬ HOW TO USE IT ▬▬▬
- Attach it to any chart. It opens in a sub-window below price.
- Green: an efficient trend, take trend setups.
- Red: choppy range, stand aside or trade smaller.
- Gold: in transition, treat as caution.
- Use it as a filter: your method finds the setup, the colour says if the market is efficient enough to take it.
- For confirmation, set a higher timeframe and trade only when it is green too.
▬▬▬ SUPPORT ▬▬▬
Questions? Message me. I answer within 24h.
▬▬▬ GET IT ▬▬▬
- Launch price 30 USD, rises to 49 USD after the first 20 sales.
- Add it to your chart and stop trading noise as if it were trend.
- Follow my profile for updates and new tools.
For educational and analytical use. No indicator guarantees profit; test it in the Strategy Tester and on demo before trading live.
