Fabii Kaufman Efficiency Ratio
- 指标
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Fabien Georges Andre Guillemaud
我开发适用于 MetaTrader 5 的定制指标和交易工具。
我本人也是一名交易员。多年来，我一直在构建和完善自己的系统化交易方法——从零开始设计指标、测试各种组合、优化风险管理参数，并在真实市场环境中调试代码。正是这些实践经验，让我能够在您还没解释完需求之前，就理解您真正需要什么。
我提供：
定制指标——震荡指标、叠加指标、多时间周期版本
MT4 转 MT5
仪表盘和面板指标
基于 ATR 的工具——移动止损、仓位计算、风险管理
面向系统化交易者的完整指标套件 - 版本: 4.0
- 激活: 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.
