Coppock Curve MultiFilter Fixed
- 지표
-
Shipra Gupta
저는 Shipra Gupta이며, 수학, 경제학 및 알고리즘 트레이딩 시스템 분야에 강력한 배경을 가진 트레이더이자 퀀트 전략 개발자입니다. 수년간 외환(Forex), 금, 지수, 원자재 및 암호화폐 시장 전반에서 활동하며 일관성, 정밀성 및 체계적인 실행을 목표로 한 데이터 기반 거래 전략 개발에 집중해 왔습니다. - 버전: 1.0
Coppock Curve Multi-Filter [MarkitTick]
Coppock Curve Multi-Filter [MarkitTick] is an advanced, multi-filtered momentum oscillator built for MetaTrader 5 (MQL5). Originally designed as a long-term monthly momentum indicator for stocks, this enhanced version incorporates adaptive smoothing filters, advanced confirmation layers (ADX, Divergence, Slope Acceleration, Volume, MTF Alignment, and Volatility Bands), and on-chart trade execution tools to make it highly effective across intraday and multi-asset trading.
Key Features
1. Advanced Adaptive Core & Smoothing
-
Flexible Smoothing Engine: Combines long and short Rate of Change (ROC) periods smoothed with a Weighted Moving Average (WMA), offering classic Coppock calculations alongside nine built-in adaptive calculation types (SMA, EMA, RMA, DWMA, TVWMA, HMA, LLAMA, and Kalman filters).
-
Separate Window Display: Renders a color-coded Coppock line and optional multi-color histogram in a dedicated indicator subwindow below your main chart.
-
Zero-Cross Detection: Automatically highlights bullish and bearish zero-line crossovers with custom signal arrows.
2. Comprehensive Multi-Filter Suite
Filter out false breakouts and weak trends using a customizable rule-based gating system:
-
ADX Filter: Ensures signals are only taken during trending market conditions based on a customizable Average Directional Index threshold.
-
Slope Acceleration: Filters entries by verifying momentum velocity and acceleration/deceleration between bars.
-
Divergence Detection: Automatically tracks price and indicator swing pivots to spot potential bullish and bearish divergences.
-
Volume Confirmation: Validates momentum moves using tick volume relative to a moving average length.
-
HTF Alignment (MTF): Filters trades based on higher-timeframe Coppock curve direction.
-
Volatility-Adjusted Zero Bands: Uses standard deviation bands around the zero line to prevent whipsaws during ranging periods.
-
Signal Persistence: Requires signals to maintain momentum for a set number of persistence bars.
3. On-Chart Trade Management Tools
-
Dynamic R-Multiples: Automatically plots entry price, stop-loss, and multi-tier take-profit levels ($TP1$, $TP2$, $TP3$) based on Average True Range (ATR) multiples.
-
Live Outcome Tracking: Scans price action historically and in real time to stamp hits ( ✓HIT ) and percentage gains/drawdowns directly onto your chart levels.
-
Built-in Dashboard & Alerts: Features an on-screen data panel showing current curve value, directional bias, active signal status, and filter metrics, alongside optional popup alerts.
How It Works
-
ROC Calculation: The indicator computes dual Rate of Change values (long and short periods) applied to either the raw close or an selected adaptive filter source.
-
Weighted Sum & WMA: The ROC values are summed and then smoothed using a WMA to construct the final Coppock curve line.
-
Multi-Filter Gate Evaluation: Before generating a valid buy or sell arrow, the engine passes the curve through all active filter criteria (ADX, volume, MTF alignment, and slope acceleration).
-
Trade Level Projection: Upon a confirmed signal, the script automatically maps out an ATR-based risk-to-reward matrix on the main chart window.
Input Settings Guide
Core Settings
| Parameter | Default | Description |
| InpRocLong | 14 | Long-term Rate of Change (ROC) period. |
| InpRocShort | 11 | Short-term Rate of Change (ROC) period. |
| InpWmaLen | 10 | WMA smoothing length applied to the combined ROC. |
Filter Suite
| Parameter | Default | Description |
| InpUseAdx | false | Enable/disable the ADX trend strength filter. |
| InpAdxThresh | 20.0 | Minimum ADX threshold required for signals. |
| InpAdapt | NONE_F | Select adaptive smoothing filter type (e.g., EMA, HMA, Kalman). |
| InpUseDiv | false | Enable divergence filtering between price and indicator. |
| InpUseAccel | false | Require slope acceleration confirmation. |
| InpUseVol | false | Enable volume confirmation filter. |
| InpUseMtf | false | Enable higher-timeframe alignment filter. |
| InpUseVolatZ | false | Use volatility-adjusted bands around the zero line. |
| InpUsePersist | false | Require signal persistence across multiple bars. |
Trade Tools & Visuals
| Parameter | Default | Description |
| InpAtrMult | 1.5 | ATR multiple used for stop-loss calculation. |
| InpTp1R ... InpTp3R | 1.0 , 2.0 , 3.0 | R-multiples for Take Profit 1, 2, and 3. |
| InpShowLvls | true | Display entry, SL, and TP lines on the main chart. |
| InpShowHist | true | Display the colored indicator histogram in the subwindow. |
| InpShowDash | true | Display the on-screen dashboard panel. |
| InpAlerts | false | Enable popup alerts on new signals. |
