NLMS Adaptive Volatility Trail Multi Filter Signal
- Göstergeler
- Sürüm: 1.28
- Etkinleştirmeler: 5
★ NLMS Adaptive Volatility Trail Pro | No-Repaint Multi-Filter Buy & Sell Signals MT5 ★
Adaptive NLMS trailing line + ATR volatility bands + 18 optional confirmation filters. Closed-bar arrows only. Alerts, push notifications, and custom sounds included.
════════════════
PRODUCT TYPE
════════════════
• Platform : MetaTrader 5
• Type : Technical Indicator (chart window)
• Category : Trend / Trailing Stop / Buy-Sell Signals / Multi-Filter
• Version : 1.28 — Strict No-Repaint + Notify + Sound
• Plots : Color trail, BUY arrows, SELL arrows
• License : Standard MQL5 Market indicator
• Does not trade : visual + alert tool only (not an EA)
Use it as a clean adaptive trail or as a strict confirmation engine. Filters are optional and use AND logic.
════════════════
WHAT IT DOES
════════════════
Three layers:
1) NLMS adaptive price estimate (Normalized Least Mean Squares)
2) ATR envelope that ratchets into a trail (holds, then steps up or down)
3) BUY/SELL arrows only when the trail flips AND every enabled filter agrees — after the candle closes
Colors: Lime = bullish, Red = bearish, Gray = no direction yet.
BUY under the low. SELL above the high. Offset is adjustable.
════════════════
WHY THIS VERSION
════════════════
✓ Adaptive core, not a fixed MA — NLMS updates weights from error and normalizes the step by recent energy
✓ Volatility-aware trail — ATR period and factor are the main “feel” controls
✓ Modular stack — 18 optional families; OFF filters never block; ON filters must all pass
✓ Strict no-repaint arrows — live trail may move on the open bar; arrows/alerts lock on close
✓ One-chart workflow — trail + arrows + Ichimoku/RSI/ADX/MA/AO/SAR/HA/CCI/RVI/MACD/S&R/Fib
✓ All important constants are inputs — no hidden magic period
Confirmation tool only. It does not open orders and it does not promise profit.
════════════════
ENGINE LOGIC (SHORT)
════════════════
Source price → NLMS prediction → ATR bands → ratchet trail → trend flip → filter gate → closed-bar arrow.
Ratchet rule:
• lower band above previous trail → trail steps up
• upper band below previous trail → trail steps down
• otherwise trail holds
Flip rule:
• BUY candidate = trail turns up and previous state was not already bullish
• SELL candidate = trail turns down and previous state was not already bearish
Same-color continuation does not print another arrow.
Filter rule:
Every enabled Use_* switch must return true for that side. One failed filter kills the arrow.
Notify rule:
Message format: SYMBOL | TIMEFRAME | NLMS + Filter → BUY/SELL (closed)
Fired once per bar time, only on the newest closed bar.
════════════════
KEY FEATURES
════════════════
★ Adaptive NLMS trail with configurable taps, Mu, Eps, and price source
★ ATR ratcheting trailing line with color state
★ Optional BUY/SELL arrows and arrow offset
★ Popup Alert + MetaQuotes push + separate BUY/SELL WAV files
★ Ichimoku Senkou Span B filter (period 52, shift 26 by default)
★ RSI cross from oversold / overbought
★ RSI 75 regime filter around the 50 line
★ ADX minimum-strength gate
★ Single MA location filter
★ Double MA stack filter (fast vs slow)
★ Awesome Oscillator with level, color, and zero-line sub-modes
★ Parabolic SAR side filter
★ Internal Heiken Ashi body filter
★ CCI zero-line trend and CCI OB/OS extreme filter
★ RVI zero-line and RVI main-vs-signal filter
★ MACD histogram filter and MACD main-line zero filter
★ Rolling support & resistance zone filter
★ Fibonacci zone from a built-in swing search (Depth / Deviation / Backstep)
★ Any MT5 symbol and timeframe the terminal can chart
════════════════
ADVANTAGES AND BENEFITS
════════════════
• Trail stays useful with arrows hidden (bias line / visual stop idea)
• Closed-bar arrows are designed not to vanish after refresh (v1.28 goal)
• Pick your school: Ichimoku, MA stack, momentum, candle color, or level touch
• Extra filters cut noise on purpose — start empty, add one family at a time
• Alerts are built in; save different presets per timeframe
Quick benefit map: Taps/Mu/Eps = core speed; ATR = flip rate; Source = series; Arrows = display; Alert/Push/Sound = notice; Ichimoku = cloud-line bias; RSI Cross = OB/OS event; RSI75 = 50-regime; ADX = chop filter; MA/Dual MA = location/stack; AO/SAR/HA = momentum or candle; CCI/RVI/MACD = oscillator; S/R+Fib = level touch.
════════════════
WHAT EACH BLOCK IS
════════════════
[ NLMS SETTINGS ] builds the adaptive line and ATR envelope
[ SIGNAL SETTINGS ] arrows and notifications only — no trail math
[ FILTER MODE ] optional AND-gates; all off = trail flips only
[ ICHIMOKU ] Close vs Senkou Span B shifted by Kijun (26)
[ RSI CROSS ] event filter on 30/70 style levels
[ ADX ] strength gate for both sides
[ SINGLE MA ] Close vs one MA
[ RSI 75 ] slow RSI versus 50
[ DOUBLE MA ] MA A versus MA B
[ AO ] optional level + color + zero rules
[ SAR ] Close versus SAR
[ HEIKEN ASHI ] internal HA bull/bear body
[ CCI TREND ] CCI versus 0
[ CCI OB & OS ] CCI versus extreme thresholds
[ RVI TREND ] RVI versus 0
[ RVI SIGNAL ] RVI main versus signal
[ MACD SIGNAL ] histogram side
[ MACD LEV 0 ] MACD main versus 0
[ SUPPORT & RESIST ] touch of recent range high/low ± zone
[ FIBONACCI ] touch of Fib zone from last valid swing pair
════════════════
FULL INPUT GUIDE
════════════════
Read groups in the same order as the Inputs tab. Defaults match version 1.28.
────────────────────────────────
A. NLMS SETTINGS
────────────────────────────────
• InpTaps = 2
NLMS weights. Minimum 2. Lower = faster. Higher = smoother. Start 2–8.
• InpMu = 0.1
Learning rate. Higher = more flips. Lower = calmer. Cut Mu if it chatters.
• InpEps = 0.5
Stabilizer in Mu / (Eps + energy). Raise it if the trail shakes on flat sessions.
• InpAtrPeriod = 7
True Range bars. Smaller = tighter. Larger = slower. M1–M15: 5–10. H1–H4: 10–21.
• InpAtrFactor = 0.5
Band width = ATR * factor. Main visual control. 0.3–0.6 scalp. 0.8–1.5 swing.
If the line cuts wicks, raise this before Mu.
• InpSource = PRICE_CLOSE
NLMS series: Close / Open / High / Low / Median / Typical / Weighted. Prefer Close.
────────────────────────────────
B. SIGNAL SETTINGS
────────────────────────────────
• InpShowBuySell = true
false = trail only, no arrows and no signal branch.
• InpArrowOffset = 30
Visual shift so arrows stay off the wick. Raise it on Gold/crypto.
• InpAlertOnSignal = false
Terminal popup on a new closed-bar signal.
• InpPushNotify = false
SendNotification to MetaQuotes ID (enable push in MT5 Options).
• InpPlaySound = false
Play a WAV from the terminal Sounds folder.
• InpBuySound = "alert.wav"
• InpSellSound = "alert2.wav"
Change names if you drop custom WAV files into Sounds.
────────────────────────────────
C. ICHIMOKU SENKOU SPAN B
────────────────────────────────
• Use_Ichimoku_Filter = false
• Ichimoku_SenkouB = 52 → Span B period
• Ichimoku_Kijun = 26 → used as Span B shift
Handle: iIchimoku(9, Kijun, SenkouB). Tenkan is fixed at 9.
Close > shifted Span B → sells blocked. Close < Span B → buys blocked. Empty/zero → both blocked.
────────────────────────────────
D. RSI CROSS
────────────────────────────────
• Use_RSI_Cross_Filter = false
• RSI_Length = 14
• RSI_Price_Source = PRICE_CLOSE
• Oversold = 30
• Overbought = 70
Buy : RSI now > Oversold AND previous RSI <= Oversold
Sell : RSI now < Overbought AND previous RSI >= Overbought
Cross event, not a zone hold. RSI_Price_Source is also used by RSI 75.
────────────────────────────────
E. ADX
────────────────────────────────
• Use_ADX_Filter = false
• ADX_Period = 10
• ADX_Min_Level = 20
Both sides need ADX >= minimum. Strength gate, not direction. FX start: 18–25.
────────────────────────────────
F. SINGLE MA
────────────────────────────────
• Use_MA_Filter = false
• MA_Period = 50
• MA_Method = MODE_SMA
• MA_Shift = 0
Buy : Close > MA
Sell : Close < MA
This MA is calculated on Close.
────────────────────────────────
G. RSI 75
────────────────────────────────
• Use_RSI75_Filter = false
• RSI_Filter_Period = 75
Buy if RSI > 50, sell if RSI < 50. Slow regime filter. Cuts counter-trend flips.
────────────────────────────────
H. DOUBLE MA
────────────────────────────────
• Use_DoubleMA_Filter = false
• MA_A_Period = 30, MA_A_Method = EMA, MA_A_Applied = Close, MA_A_Shift = 0
• MA_B_Period = 140, MA_B_Method = EMA, MA_B_Applied = Close, MA_B_Shift = 0
Buy : MA A > MA B
Sell : MA A < MA B
Keep A faster than B unless you want inverted logic.
────────────────────────────────
I. AWESOME OSCILLATOR
────────────────────────────────
• Use_AO_Filter = false → master switch
• Use_AO_Volume_Filter = false
• AO_Buy_Min = 4.0
• AO_Sell_Max = -4.0
• Use_AO_Color_Filter = false
• Use_AO_Zero_Filter = false
Volume mode : Buy if AO >= Buy_Min, Sell if AO <= Sell_Max
Color mode : Buy if AO rising, Sell if AO falling
Zero mode : Buy if rising and AO > 0, Sell if falling and AO < 0
AO scale depends on the symbol — retune Gold/indices/crypto. All ON sub-modes must pass.
────────────────────────────────
J. PARABOLIC SAR
────────────────────────────────
• Use_SAR_Filter = false
• SAR_Step = 0.02
• SAR_Maximum = 0.2
Buy : Close > SAR
Sell : Close < SAR
────────────────────────────────
K. HEIKEN ASHI
────────────────────────────────
• Use_HeikenAshi_Filter = false
Internal HA Close=(O+H+L+C)/4, Open=previous HA midpoint.
Buy if HA Close > Open. Sell if HA Close < Open. Equal body blocks both.
────────────────────────────────
L. CCI TREND
────────────────────────────────
• Use_CCI_Filter = false
• CCI_Period = 50
• CCI_Applied = PRICE_CLOSE
Buy : CCI > 0
Sell : CCI < 0
────────────────────────────────
M. CCI OB & OS
────────────────────────────────
• Use_CCI_OBOS_Filter = false
• CCI_OBOS_Period = 14
• CCI_OBOS_Applied = PRICE_CLOSE
• CCI_Overbought = 100
• CCI_Oversold = -100
Buy if CCI > Overbought. Sell if CCI < Oversold. Very strict; arrows become rare.
────────────────────────────────
N. RVI TREND
────────────────────────────────
• Use_RVI_Filter = false
• RVI_Period = 75
Buy : RVI > 0
Sell : RVI < 0
────────────────────────────────
O. RVI SIGNAL
────────────────────────────────
• Use_RVI_Signal_Filter = false
• RVI_Signal_Period = 20
Buy : RVI main > RVI signal
Sell : RVI main < RVI signal
────────────────────────────────
P. MACD SIGNAL
────────────────────────────────
• Use_MACD_Filter = false
• MACD_FastEMA = 12
• MACD_SlowEMA = 26
• MACD_SignalSMA = 9
• MACD_Applied = PRICE_CLOSE
Buy : (main − signal) > 0
Sell : (main − signal) < 0
────────────────────────────────
Q. MACD LEV 0
────────────────────────────────
• Use_MACD_Zero_Filter = false
Uses the same MACD handle.
Buy : MACD main > 0
Sell : MACD main < 0
Turn both MACD switches on if you want histogram AND zero-line agreement.
────────────────────────────────
R. SUPPORT & RESISTANCE
────────────────────────────────
• Use_SR_Filter = false
• SR_Period = 50
• SR_Zone_Points = 80
Looks back SR_Period for range high/low. Zone = SR_Zone_Points * Point.
Buy = touch/pierce support ± zone. Sell = touch/pierce resistance ± zone.
80 points ≈ 8.0 pips on 5-digit FX. Retune Gold, crypto, indices, JPY.
────────────────────────────────
S. FIBONACCI
────────────────────────────────
• Use_Fib_Filter = false
• Fib_Level_1 = 0.382
• Fib_Level_2 = 0.618
• ZigZag_Depth = 12
• ZigZag_Deviation = 5
• ZigZag_Backstep = 3
Depth = bars each side of a pivot. Deviation = min improvement in points. Backstep = min bar gap.
Zone = area between the two Fib ratios of the last valid swing pair.
Signal candle must overlap the zone. No swing pair → both blocked. Deviation uses Point size.
════════════════
HOW TO USE (DO THIS IN ORDER)
════════════════
1. Install from MQL5 Market (or copy into MQL5 / Indicators) and refresh Navigator.
2. Attach to a chart. Short name: NLMS Trail + MultiFilter v1.28 (No-Repaint).
3. Leave every Use_* filter false and watch the trail only.
4. Tune InpAtrFactor first, then Taps / Mu / Eps.
5. Enable ONE bias filter (Dual MA, Single MA, Ichimoku, or ADX).
6. Add ONE momentum filter only if needed (MACD, AO, RVI, RSI 75).
7. Add S/R or Fibonacci last — they make arrows scarce on purpose.
8. Enable Alert / Push / Sound after the historical arrows look acceptable.
9. Save a template so new charts load the same preset.
If arrows vanish, disable filters one by one. AND logic means five switches need five green lights.
Starter bundles (examples, not guarantees):
• Clean trend : Double MA + ADX
• Ichimoku bias : Senkou B + ADX
• Continuation : MACD Signal + MACD Zero + RSI 75
• Flip at a level : S/R or Fib + RSI Cross + Heiken Ashi
• Conservative swing : Senkou B + Double MA + ADX + MACD Zero
Timeframe start points:
• M1–M5 : lower taps, moderate ATR factor, few filters
• M15–H1 : defaults + ADX or Dual MA
• H4–D1 : larger ATR factor + Ichimoku + Dual MA + MACD Zero
Retune ATR factor, SR zone, AO levels, and ZigZag deviation every time you change symbol class.
════════════════
NO-REPAINT AND LIMITS
════════════════
Does not print on the open bar: BUY buffer, SELL buffer, Alert, Push, Sound.
May still move on the open bar: live trail value and color. That is expected.
Closed-bar arrows that already qualified are intended to remain after refresh / timeframe change.
A no-repaint arrow can still lose. Spread, news, session, and position size are your job.
Warm-up needs Taps + ATR period + extra history. Short charts can start empty.
AO / S/R / Fib are scale-sensitive. EURUSD values will not copy blindly to Gold or BTC.
Sounds need a WAV in Sounds. Push needs Notifications enabled in MT5 Options.
Every extra handle costs CPU. Not an EA, not a grid, not a dashboard, not financial advice.
════════════════
DISCLAIMER
════════════════
Leveraged trading can cause rapid losses. Visual history is not a future result. Test on demo first. The author is not responsible for decisions made with this indicator.
════════════════
THANK YOU
════════════════
Thank you for your support. Start with the trail, add one filter at a time, and keep risk small.
Good charts. Clear rules. Controlled size.
FAZA A N
