QuantMatrix Historical Move Probability

  • Indicadores
  • Rafael Barreto Haddad
    Rafael Barreto Haddad

    Rafael Barreto Haddad

    • Rafael Haddad → QuantMatrix → quantitative trading research em  Quantitative Trading Systems Researcher
    • Brasil
    • 618
    Criador da série de pesquisa QuantMatrix para MetaTrader 5.
    Desenvolvo sistemas quantitativos de trading, Expert Advisors adaptativos e ferramentas de análise de mercado baseadas em evidências históricas, validação de estratégias e avaliação contínua de modelos.
  • Versão: 2.10
  • Ativações: 5

QuantMatrix Historical Move Probability

QuantMatrix Historical Move Probability is a statistical indicator for MetaTrader 5 that compares the current price movement with similar movements found in the historical data of the selected symbol and timeframe.

Price movements are normalized using Average True Range (ATR). This allows movements from different historical periods to be compared relative to the volatility present at each period.

The indicator searches the configured historical sample for movements within the selected similarity tolerance.

For the historical cases identified as similar, the indicator evaluates price behavior over a configurable number of subsequent bars.

The results are classified into three groups:

Continuation
Reversal
Unresolved

Continuation means that the subsequent historical movement continued in the same direction as the analyzed movement.

Reversal means that the subsequent historical movement moved in the opposite direction.

Unresolved represents cases where the subsequent movement remained within the configured ATR outcome threshold.

The indicator displays the evolution of these historical frequencies in a dedicated subwindow.

Main information displayed

  • Current move expressed in ATR
  • Current movement direction
  • Number of similar historical cases
  • Continuation percentage
  • Reversal percentage
  • Unresolved percentage
  • Historical sample quality
  • Configured forward analysis period
  • Similarity tolerance
  • Historical Continuation, Reversal and Unresolved curves

The price chart can also display compact historical markers when Continuation or Reversal reaches the configured dominance threshold.

Green markers represent historical Continuation dominance.

Red markers represent historical Reversal dominance.

The percentage shown beside each marker is the historical frequency calculated by the indicator for that bar.

Features

  • ATR-normalized historical movement comparison
  • Configurable historical lookback
  • Configurable similarity tolerance
  • Configurable forward analysis period
  • Configurable outcome threshold
  • Continuation frequency
  • Reversal frequency
  • Unresolved frequency
  • Historical sample count
  • Sample quality classification
  • Dedicated statistical subwindow
  • Historical probability-frequency curves
  • Compact chart markers
  • Automatic symbol detection
  • Automatic timeframe detection
  • Does not open, modify or close trades

QuantMatrix Research Series

QuantMatrix Historical Move Probability is part of the QuantMatrix series of quantitative market analysis tools developed by Rafael Haddad.

The percentages displayed by the indicator are frequencies calculated from the selected historical sample and parameters. They are not guaranteed probabilities of future market behavior and do not guarantee trading results.


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