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AIS Probabilistic Price Levels

This script allows selecting the TakeProfit and StopLoss levels. It analyzes the history data, and then calculates the probability of reaching a given price level.


How the script works

Suppose you have a trading strategy and you want to select the TakeProfit and StopLoss levels. Run the script and set the parameter:

  • Number of Bars - the average position holding time in bars.

Once the script operation is complete, the AIS-PPL.csv file will be created in the Files folder in the terminal data catalog. The PCT column shows the probability (in percents) of price deviation from the entry points by the umber of points indicated in the LVL column.

When selecting the TakeProfit and StopLoss levels, it is necessary to strive to fulfill the following conditions:

  • PCT_tp >= PCT_sl
  • PCT_tp * LVL_tp >= PCT_sl * LVL_sl.

Assuming V = PCT_tp / (PCT_tp + PCT_sl), the most optimal case is when the equation V * (V * LVL_tp - (1 - V) * LVL_sl) tends to a maximum.

These optimal values are displayed in the Alert box once the script operation is complete.

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The added video will show you the full functionality, effectiveness, and simplicity of this trade manager. Drag and Drop Trade Manager. Draw your entry and have the tool calculate the rest. Advanced targeting and close portions of a trade directly available in tool (manage trades while you sleep). Market order or limit order on either side with factored spread. Just draw the entry, the tool does the rest. Hotkey setup to make it simple. Draw where you want to enter, and the stop loss, the tool c
Ticaret paneli, emirleri yönetmekle sınırlıdır - hem düğmeler kullanılarak açılır hem de kullanıcı tarafından açılır. Koleksiyonda basit ve kullanışlı. Herhangi bir alıcıyı tamamlayacak. Gold Stuff göstergesiyle birlikte kullanmanızı öneririm. Alım satımı tek emirler olarak kurun ve mesafeli bir ızgara oluşturun. Standart bir ızgara oluşturmak için 10000 gibi büyük bir mesafe ayarlamanız yeterlidir. Gerçek zamanlı sonuçlar burada görüntülenebilir. Ayarları ve kişisel bir bonusu almak için s
MT4 Alert Signal Trader  is an EA that helps you trade MT4 Alert popup. Some indicators can provide signals by showing an alert popup containing signal texts. This EA will read and trade these signal texts. The alert texts should contain at least 2 elements:  (1) a symbol text   (ex: "EURUSD") and  (2) a command type   (ex: "Buy", "Sell", "Close") that trigger EA's trading activities. Some other contents that may have or not are open price, stop loss, take profit values... The EA needs an aweso
The Expert Advisor will help you forward all pop-up alert with screenshot from  MetaTrader 4 to Telegram channel/ group, also forward all notifications to Telegram. Parameters  -  Telegram Bot Token - create bot on Telegram and get token.  -  Telegram Chat ID  - input your Telegram user ID,  group / channel ID  -  Forward Alert - default true, to forward alert.  -  Send message as caption of Screenshot - default false, set true to send message below Screenshot  How to setup and guide  - Telegram
This EA Utility allows you to manage (with advanced filtering) unlimited open orders (manual or EA) with 16 trailing stop methods: fixed, percent, ATR Exit, Chandelier Exit, Moving Average, Candle High Low Exit, Bollinger Bands, Parabolic, Envelope, Fractal, Ichimoku Kijun-Sen, Alligator, Exit After X Minutes or Bars, RSI and Stochastic. The trailing stop can be either real or virtual, and you can exit fully or with a partial close percent on touch or bar close.  Moreover, you can add (overr
Bu Özel Ultimate Sniper Dashboard, orijinal Ultimate Sniper Dashboard göstergesine yapılan bir EA yükseltmesidir. Birlikte çalıştığınız bir varlık sınıfındaki bir eğilimin gerçek doğasını yakalamasını sağlamak için 98'e kadar farklı algoritma ile çalışır. Birkaç ay boyunca müşterilerimizin çoğundan aldığımız birçok öneri ve tavsiyeye doğrudan bir yanıttır.   Bu özel sürüm tamamen özelleştirilebilir. 98 ayrı özel algoritma tarafından desteklenmektedir. Çok güzel görsel arayüz sayesinde herha
The Expert Advisor will send notifications via Discord when orders are opened/modified/closed on your MetaTrader 4 account. - Send message and screenshot to Discord group/channel.  - Easy to customize message.  - Support custom message for all languages - Support full Emoji.  - Send report Daily, Weekly, Monthly ( must show all history of orders ) Parameters - Discord url Webhook - create webhook on your Discord channel. - Magic number filter - default all, or input magic number to notify with
Yazarın diğer ürünleri
The script is based on the simulation of trade transactions using a random number generator. This allows you to get completely different results, even with the same input parameters. When you run the script, a dialog box opens in which you can set the desired values ​​for external variables. In the  Trading options  block, the basic parameters that are necessary for trading modeling are defined. Start Balance  - sets the initial size of the trade balance. Number Trade  - sets the number of trad
FREE
Choosing the levels of StopLoss and TakeProfit can have a very strong impact on the overall performance of trading. In addition to the obvious parameters of a trade transaction - the size of a possible win or probable loss - the levels of StopLoss and TakeProfit also affect the expected duration of the transaction, and the profitability of trading in general. If you have already determined the optimal transaction duration using the “ AIS-ODT ” script, then you can begin to determine the paramete
FREE
This script allows selecting the TakeProfit and StopLoss levels. It analyzes the history data, and then calculates the probability of reaching a given price level. How the script works Suppose you have a trading strategy and you want to select the TakeProfit and StopLoss levels. Run the script and set the parameter: Number of Bars - the average position holding time in bars. Once the script operation is complete, the AIS-PPL.csv file will be created in the Files folder in the terminal data cat
FREE
This script is designed so that the trader can determine the average duration of trade transactions, at which the ratio of possible profits and losses will be optimal. First, let's look at the general approach to determining the optimal duration of trade transactions. We introduce the following variables: R   - the result of the transaction; T   - the time during which the transaction was open; W  - the time between the closing of the previous transaction and the opening of the next one. Every t
FREE
The script is based on the simulation of trade transactions using a random number generator. This allows you to get completely different results, even with the same input parameters. When you run the script, a dialog box opens in which you can set the desired values ​​for external variables. In the Trading options block, the basic parameters that are necessary for trading modeling are defined. Start Balance - sets the initial size of the trade balance. Number Trade - sets the number of trade tr
FREE
Choosing the levels of StopLoss and TakeProfit can have a very strong impact on the overall performance of trading. In addition to the obvious parameters of a trade transaction - the size of a possible win or probable loss - the levels of StopLoss and TakeProfit also affect the expected duration of the transaction, and the profitability of trading in general. If you have already determined the optimal transaction duration using the “ AIS-ODT ” script, then you can begin to determine the paramete
FREE
MinDeposit
Aleksej Poljakov
5 (1)
The script analyzes the history of quotes and gives recommendations on the minimum deposit. The calculations take into account the variability of prices and the standard deviation. Margin requirements for the instrument are also taken into account. The result of the script is the minimum recommended deposit for trading the given currency pair.
FREE
This script is designed so that the trader can determine the average duration of trade transactions, at which the ratio of possible profits and losses will be optimal. First, let's look at the general approach to determining the optimal duration of trade transactions. We introduce the following variables: R   - the result of the transaction; T   - the time during which the transaction was open; W - the time between the closing of the previous transaction and the opening of the next one. Every tr
FREE
The script analyzes the history of quotes and gives recommendations on the minimum deposit. The calculations take into account the variability of prices and the standard deviation. Margin requirements for the instrument are also taken into account. The result of the script is the minimum recommended deposit for trading the given currency pair.
FREE
The script allows selecting the required 'Filter level' value of the AIS-MTF indicator. Run the script on the required chart and selected timeframe. Once its operation is complete, the HPS.csv file will be created in the Files folder. Open the file. You will see three columns. The 'Filter lvl' column represents the value of the 'Filter level' for the AIS-MTF indicator. Am. dev. - degree and direction of the indicator's deviation from the price level (sorted in ascending order). Negative values i
FREE
The script allows selecting the required 'Filter level' value of the AIS-MTF MT5 indicator. Run the script on the required chart and selected timeframe. Once its operation is complete, the HPS.csv file will be created in the Files folder. Open the file. You will see three columns. The 'Filter lvl' column represents the value of the 'Filter level' for the AIS-MTF indicator. Am. dev. - degree and direction of the indicator's deviation from the price level (sorted in ascending order). Negative valu
FREE
AIS Doğru Ortalamalar göstergesi, piyasadaki bir trend hareketinin başlangıcını belirlemenizi sağlar. Göstergenin bir diğer önemli kalitesi, trendin sonunun açık bir işaretidir. Gösterge yeniden çizilmez veya yeniden hesaplanmaz. Görüntülenen Değerler h_AE - AE kanalının üst sınırı l_AE - AE kanalının alt sınırı h_EC - Mevcut çubuk için yüksek tahmin edilen değer l_EC - Mevcut çubuk için düşük tahmin edilen değer Gösterge ile çalışırken sinyaller Ana sinyal, AE ve EC kanallarının kesi
AIS Ağırlıklı Hareketli Ortalama göstergesi, ağırlıklı bir hareketli ortalama hesaplar ve trend olan bir piyasa hareketinin başlangıcını belirlemenize olanak tanır. Ağırlık katsayıları, her bir çubuğun belirli özellikleri dikkate alınarak hesaplanır. Bu, rastgele piyasa hareketlerini filtrelemenize olanak tanır. Bir trendin başladığını teyit eden ana sinyal, gösterge çizgilerinin yönündeki bir değişiklik ve gösterge çizgilerini geçen fiyattır. WH (mavi çizgi), Yüksek fiyatların ağırlıklı
AIS Advanced Grade Fizibilite göstergesi, fiyatın gelecekte ulaşabileceği seviyeleri tahmin etmek için tasarlanmıştır. Görevi, son üç çubuğu analiz etmek ve buna dayalı bir tahmin oluşturmaktır. Gösterge herhangi bir zaman diliminde ve herhangi bir döviz çiftinde kullanılabilir. Ayarların yardımıyla, tahminin istenen kalitesini elde edebilirsiniz. Tahmin derinliği - istenen tahmin derinliğini çubuklar halinde ayarlar. Bu parametrenin 18-31 aralığında seçilmesi önerilir. Bu sınırların ötesine
The indicator is designed to measure the price volatility. This allows determining the moments for opening or closing trade positions more accurately. High intensity of the market indicates the instability of its movement, but allows for better results. And, conversely, low intensity of the market indicates the stability of its movement. Parameters Bars to process - the number of bars to measure the price movements. A low value of this parameter allows determining the moments of rapid price mo
This indicator uses the Fibonacci p-numbers to smooth a price series. This allows combining the advantages of the simple and exponential moving averages. The smoothing coefficients depend on the level of the p-number, which is set in the indicator parameters. The higher the level, the greater the influence of the simple moving average and the less significant the exponential moving average. Parameters Fibonacci Numbers Order - order of the Fibonacci p-number, specified by trader. Valid values
The indicator is based on the analysis of interaction of two filters. The first filter is the popular Moving Average. It helps to identify linear price movements and to smooth minor price fluctuations. The second filter is the Sliding Median. It is a non-linear filter. It allows to filter out noise and single spikes in the price movement. A predictive filter implemented in this indicator is based on the difference between these filters. The indicator is trained during operation and is therefore
This indicator studies the price action as a combination of micro-trends. All micro-trends are analyzed and averaged. Price movement is filtered based on this averaging. IP_High and IP_Low (blue and red dashed lines) show the instantaneous price movement. They display the forecast only for the current price values, taking into account only the number of bars defined by the 'Filter level' parameter. SP_High and SP_Low (blue and red solid lines) smooth the price movements with respect to history.
Bu gösterge, basit bir doğrusal yumuşatma işlemi uygular. Üstel yumuşatmanın dezavantajlarından biri, sinyalin hızlı bozulmasıdır. Bu, fiyat aralığındaki uzun vadeli eğilimleri tam olarak takip etmeyi imkansız hale getirir. Doğrusal yumuşatma, sinyal filtrelemeyi daha doğru ve ince bir şekilde ayarlamanıza olanak tanır. Gösterge, parametreler seçilerek yapılandırılır: LP - bu parametre, yumuşatma süresini seçmenize olanak tanır. Değeri ne kadar büyük olursa, gösterge o kadar uzun vadeli e
Этот индикатор представляет гибридный фильтр основанный на совместном использовании медианы и скользящей средней. Использование медианы позволяет отфильтровывать аномальные выбросы и случайные импульсы в значениях ценового ряда. При этом на трендовую составляющую медианный фильтр не действует, оставляя ее без изменений. Так как медианный фильтр является нелинейным, то для сглаживания его значений используется скользящая средняя. Такой подход позволяет более точно выделять не только тренд, но и п
This indicator is a combination of two modified Lanczos filters. The first filter serves to extrapolate the price. Based on past values, he predicts a possible price movement within the current bar. That is, it shows what the price would be if the past trends remained unchanged. The second filter for smoothing and averaging prices within the window, determined by the level of the filter. Thanks to the selection of weights, this filter is most actively responding to the periodic component that is
Let's look at the nature of price changes in the Forex market, not paying attention to the reasons why these changes occur. This approach will allow us to identify the main factors affecting the price movement. For example, let's take the opening prices of bars on the EUR-USD currency pair and the H1 timeframe. For these prices, we construct the Lameray diagram (Figure 1). In this diagram, it can be seen that the price movement basically occurs according to a linear equation. To determine the pa
This indicator is more informative. His work is based on the assumption that the price movement in the market can be represented as noise of a particular color, which depends on the parameters of the distribution of price values. Thanks to this, it is possible to analyze the price change from different angles, and considering the price movement as noise of a particular color, one can get information about the current state of affairs in the market and make a forecast about the price behavior. W
Despite some drawbacks of the “ AIS Color Noise Filter ” indicator, the idea to use it to smooth the price series and forecast prices looks quite attractive. This is due to several reasons: first, taking into account several noise components allows building a forecast on factors independent of each other, which can improve the quality of forecasting; secondly, the noise characteristics of the price series behave quite stably throughout the entire history, which makes it possible to obtain stabl
Very often, in the study of financial series apply their smoothing. Using smoothing, you can remove high-frequency components - it is believed that they are caused by random factors and therefore irrelevant. Smoothing always includes some way of averaging the data, in which random changes in the time series mutually absorb each other. Most often, for this purpose, simple or weighted moving average methods are used, as well as exponential smoothing. Each of these methods has its advantages and d
In order to isolate long-term and non-random components, it is necessary to know not only how much the price has changed, but also how these changes occurred. In other words - we are interested not only in the values ​​of price levels, but also in the order in which these levels replace each other. Through this approach, one can find long-term and stable factors that influence (or may influence) the price change at a given point in time. And knowledge of these factors allows you to make a more
One of the powerful methods of analysis is the modeling of financial series using Levy processes. The main advantage of these processes is that they can be used to model a huge number of phenomena - from the simplest to the most complex. Suffice it to say that the idea of ​​the fractal price movement in the market is only a special case of Levy processes. On the other hand, with proper selection of parameters, any Levy process can be represented as a simple moving average. Figure 1 shows an exa
Very often, the trader is faced with the task of determining the extent to which the price may change in the near future. For this purpose, you can use the Johnson distribution type SB. The main advantage of this distribution is that it can be used even with a small amount of accumulated data. The empirical approach used in determining the parameters of this distribution, allows you to accurately determine the maximum and minimum levels of the price channel. These values ​​can be used in differ
This indicator allows you to determine the likelihood that the price will reach one or another level. Its algorithm is quite simple and is based on the use of statistical data on the price levels of a particular currency pair. Thanks to the collected historical data, it is possible to determine the extent to which the price will change during the current bar. Despite its simplicity, this indicator can provide invaluable assistance in trading. So, with its help it is possible to determine TakePr
Stable distributions can be used to smooth financial series. Since a fairly deep history can be used to calculate the distribution parameters, such smoothing may in some cases be even more effective than other methods. The figure shows an example of the distribution of the opening prices of the currency pair " EUR-USD " on the time frame H1 for ten years (figure 1). Looks fascinating, doesn't it? The main idea behind this indicator is to determine the parameters of a stable distribution bas
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Sürüm 2.0 2023.01.18
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