Pro Traders Dynamic Index TDI rsi BB Signal Filter
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- 版本: 1.50
- 更新: 31 十月 2026
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Pro Traders Dynamic Index TDI rsi BB Signal Filter - Technical Specification and User Manual
1. Product Overview and Structural Architecture
Pro Traders Dynamic Index TDI rsi BB Signal Filter is a multi-layered technical analysis indicator developed natively for the MetaTrader 5 trading platform. The architecture integrates the mathematical models of the classic Traders Dynamic Index (TDI), an adaptive dual-speed Relative Strength Index (RSI) dynamic line engine, baseline volatility envelope channels (Tengah BB), and a secondary confirmation pipeline comprising 14 modular filter algorithms (MultiFilterSuite). The primary purpose of this software is to provide systematic identification of market momentum shifts, directional trend continuations, and mean-reversion cycle transitions across multiple asset classes. The indicator outputs directional arrow objects directly onto the main price chart at confirmed candlestick closes and plots visual oscillator buffers inside an independent subwindow. Visual buffer displays adapt based on the selected entry mode to maintain clean chart ergonomics. The system operates strictly on completed bar data (shift 1), preventing intra-bar recalculation and eliminating signal repainting once a candlestick interval concludes.
2. Mathematical Foundations and Core Calculation Models
The indicator framework functions through three distinct computational layers executed on every incoming quote:
2.1. Traders Dynamic Index (TDI) Mathematical Formulation
The foundational oscillator tracks relative price velocity and volatility distribution across three stages:
- Base RSI Stream: Computed using J. Welles Wilder's standard summation algorithm across a configurable period (InpPeriodRSI) based on the designated price array (InpAppliedPriceRSI).
- RSI Price Line (TRSI): Represents the fast smoothed trajectory of the base RSI. It is derived by smoothing the base RSI buffer using a selectable moving average method (InpMethodSmRSI: SMA, EMA, SMMA, or LWMA) across the period InpPeriodSmRSI. This line tracks rapid cyclical momentum.
- Trade Signal Line: Serves as the trailing baseline for the smoothed RSI. It is calculated by applying a secondary moving average filter (InpMethodSmSig: SMA, EMA, SMMA, or LWMA) across the period InpPeriodSmSig to the base RSI buffer.
- Volatility Bands Envelope: Constructs dynamic standard deviation channels around the base RSI to quantify market volatility:
* Baseline Moving Average (MA) = Sum(BaseRSI[j], j = i to i + InpPeriodVolBand - 1) / InpPeriodVolBand
* Sample Variance = (Sum(BaseRSI[j]^2) * N - (Sum(BaseRSI[j]))^2) / (N * (N - 1))
* Standard Deviation = SquareRoot(SampleVariance)
* Upper Volatility Band (BufferUpZone) = MA + (1.6185 * StandardDeviation)
* Lower Volatility Band (BufferDnZone) = MA - (1.6185 * StandardDeviation)
* Market Base Line / Tengah BB (BufferMdZone) = (Upper Volatility Band + Lower Volatility Band) / 2.0
The 1.6185 multiplier applies the golden ratio proportion to standard volatility channel expansion, establishing statistical distribution thresholds for momentum overextension.
2.2. Dual Dynamic RSI Crossover Engine
Operating alongside the classic TDI is a dual-period relative strength oscillator designed to track cyclical momentum transitions:
- Fast Dynamic RSI (BufferRSIFast): Calculated across a short lookback cycle (InpRSI1Period, default: 7) applying the price constant InpRSI1Applied. It reflects immediate price momentum.
- Slow Dynamic RSI (BufferRSISlow): Calculated across an extended lookback cycle (InpRSI2Period, default: 21) applying the price constant InpRSI2Applied. It establishes structural momentum direction.
- The interaction between Fast and Slow Dynamic RSI curves isolates cyclical turns and momentum expansion before price breakouts develop on the primary chart.
2.3. Dynamic Subwindow Buffer Allocation
To optimize chart visualization and computational efficiency, the indicator dynamically reconfigures drawing styles in the subwindow based on the selected operational entry method:
- Classic TDI Modes (Methods 0, 1, 2): Enables plots for TRSI, Trade Signal, and optionally Tengah BB and Volatility Bands, while setting Fast Dynamic RSI and Slow Dynamic RSI plots to DRAW_NONE.
- RSI Dynamic Cross Mode (Method 3): Disables classic TDI plots and renders the Fast Dynamic RSI and Slow Dynamic RSI curves.
- RSI Dynamic and Base Mode (Method 4): Renders the Fast Dynamic RSI, Slow Dynamic RSI, and the Tengah BB median volatility line to monitor interaction between dynamic momentum and volatility boundaries.
3. Signal Generation Logic and Entry Methods
Signal evaluation occurs on closed candlestick bars (bar index i = 1). The indicator provides five distinct operational entry methods via InpEntryMethod:
3.1. Method 0: ENTRY_TRSI_CROSS_SIGNAL (Classic TDI Momentum Breakout)
- Bullish Signal (BUY): Validated when the smoothed RSI Price Line (TRSI) crosses from below to above the Trade Signal Line on the completed bar (BufferTRSI[1] > BufferSignal[1] and BufferTRSI[2] <= BufferSignal[2]). Indicates short-term bullish acceleration overtaking trailing momentum.
- Bearish Signal (SELL): Validated when TRSI crosses from above to below the Trade Signal Line on the completed bar (BufferTRSI[1] < BufferSignal[1] and BufferTRSI[2] >= BufferSignal[2]). Indicates bearish pressure breaking below trailing momentum.
3.2. Method 1: ENTRY_TRSI_CROSS_BASE (Market Base Line / Tengah BB Crossover)
- Bullish Signal (BUY): Validated when TRSI crosses from below to above the Tengah BB median volatility band on the completed bar (BufferTRSI[1] > BufferMdZone[1] and BufferTRSI[2] <= BufferMdZone[2]). Confirms that momentum has shifted into the upper volatility hemisphere.
- Bearish Signal (SELL): Validated when TRSI crosses from above to below the Tengah BB median volatility band on the completed bar (BufferTRSI[1] < BufferMdZone[1] and BufferTRSI[2] >= BufferMdZone[2]). Confirms that momentum has fallen into the lower volatility hemisphere.
3.3. Method 2: ENTRY_TRSI_CROSS_BOTH (Dual-Line Confluence Breakout)
- Bullish Signal (BUY): Requires TRSI to simultaneously cross above both the Trade Signal Line and the Tengah BB median band within the exact same closed bar (BufferTRSI[1] > BufferSignal[1] and BufferTRSI[2] <= BufferSignal[2] AND BufferTRSI[1] > BufferMdZone[1] and BufferTRSI[2] <= BufferMdZone[2]).
- Bearish Signal (SELL): Requires TRSI to simultaneously cross below both the Trade Signal Line and the Tengah BB median band within the exact same closed bar (BufferTRSI[1] < BufferSignal[1] and BufferTRSI[2] >= BufferSignal[2] AND BufferTRSI[1] < BufferMdZone[1] and BufferTRSI[2] >= BufferMdZone[2]). Provides strict entry filtering for high-momentum breakouts.
3.4. Method 3: ENTRY_RSI_DYNAMIC_CROSS (Dynamic Dual-RSI Crossover)
- Bullish Signal (BUY): Validated when the Fast Dynamic RSI crosses above the Slow Dynamic RSI on the completed bar (BufferRSIFast[1] > BufferRSISlow[1] and BufferRSIFast[2] <= BufferRSISlow[2]). Identifies short-cycle momentum overtaking structural baseline momentum.
- Bearish Signal (SELL): Validated when the Fast Dynamic RSI crosses below the Slow Dynamic RSI on the completed bar (BufferRSIFast[1] < BufferRSISlow[1] and BufferRSIFast[2] >= BufferRSISlow[2]). Identifies short-cycle momentum breaking downward through structural baseline momentum.
3.5. Method 4: ENTRY_RSI_DYNAMIC_AND_BASE (Dynamic Dual-RSI and Tengah BB Confluence)
- Bullish Signal (BUY): Requires Fast Dynamic RSI to cross above Slow Dynamic RSI while simultaneously crossing above the Tengah BB volatility median line on the completed bar.
- Bearish Signal (SELL): Requires Fast Dynamic RSI to cross below Slow Dynamic RSI while simultaneously crossing below the Tengah BB volatility median line on the completed bar. Combines dynamic cycle acceleration with volatility boundary breakout confirmation.
4. Core Confirmation Baseline Filters
Prior to executing secondary validation pipelines, candidate signals must satisfy two core filters:
- Tengah BB Directional Gate (InpUseBaseFilter): When enabled, BUY signals are invalidated if the reference RSI value is below or equal to the Tengah BB median band (rsi_ref <= BufferMdZone[1]). SELL signals are invalidated if the reference RSI value is above or equal to the Tengah BB median band (rsi_ref >= BufferMdZone[1]). This ensures trades align with the statistical volatility bias.
- Midline 50 Regime Gate (InpUseLevel50Filter): When enabled, BUY signals require the reference RSI to reside in bullish territory above 50.0 (rsi_ref > 50.0). SELL signals require the reference RSI to reside in bearish territory below 50.0 (rsi_ref < 50.0). This filters out counter-trend signals against the macro equilibrium line.
Note: The reference RSI (rsi_ref) dynamically references BufferRSIFast when operating under Dynamic RSI modes (Methods 3 and 4), and references BufferTRSI when operating under Classic TDI modes (Methods 0, 1, and 2).
5. The 14 Integrated MultiFilterSuite Modules
Following core validation, signals pass through an integrated 14-module secondary filter engine (MultiFilterSuite). Each module operates independently and can be enabled or disabled via input settings:
5.1. Module 1: RSI Cross Filter (Overbought/Oversold Reversal)
Monitors price exhaustion and momentum re-entry from statistical extremes:
- BUY Condition: The filter RSI must cross upward out of the oversold boundary (RSI[1] > RSI_Oversold and RSI[2] <= RSI_Oversold).
- SELL Condition: The filter RSI must cross downward out of the overbought boundary (RSI[1] < RSI_Overbought and RSI[2] >= RSI_Overbought).
5.2. Module 2: ADX Trend Strength Filter
Validates that directional market momentum is sufficient to support trade continuation:
- Verification: The main line of the Average Directional Movement Index (ADX) on bar 1 must be greater than or equal to ADX_Min_Level. Signals generated during flat, low-volatility consolidation ranges are blocked.
5.3. Module 3: Single Moving Average Trend Filter
Enforces strict alignment with macro trend structure:
- BUY Condition: Completed bar close price must be strictly above the moving average value (Close[1] > MA[1]).
- SELL Condition: Completed bar close price must be strictly below the moving average value (Close[1] < MA[1]).
5.4. Module 4: Ichimoku Senkou Span B Cloud Filter
Validates price positioning against the 52-period equilibrium boundary of the Ichimoku Kumo Cloud:
- BUY Condition: Completed bar close price must reside above Senkou Span B (Close[1] > SenkouB[1]).
- SELL Condition: Completed bar close price must reside below Senkou Span B (Close[1] < SenkouB[1]).
5.5. Module 5: RSI 75 Long-Cycle Baseline Filter
Filters short-term noise by referencing a long-term 75-period RSI baseline:
- BUY Condition: The 75-period RSI value must be above the 50.0 equilibrium level (RSI75[1] > 50.0).
- SELL Condition: The 75-period RSI value must be below the 50.0 equilibrium level (RSI75[1] < 50.0).
5.6. Module 6: Double Moving Average Structural Filter
Enforces trend alignment across two moving averages (Fast MA A and Slow MA B):
- BUY Condition: Fast Moving Average must reside above Slow Moving Average on bar 1 (MA_A[1] > MA_B[1]).
- SELL Condition: Fast Moving Average must reside below Slow Moving Average on bar 1 (MA_A[1] < MA_B[1]).
5.7. Module 7: Awesome Oscillator (AO) Comprehensive Filter
Evaluates market momentum through three selectable sub-conditions:
- Volume Filter: For BUY, AO must be greater than or equal to AO_Buy_Min; for SELL, AO must be less than or equal to AO_Sell_Max.
- Color Slope Filter: For BUY, AO must be ascending (AO[1] > AO[2]); for SELL, AO must be descending (AO[1] < AO[2]).
- Zero-Line Direction Filter: For BUY, AO must be ascending and positive (AO[1] > AO[2] and AO[1] > 0.0); for SELL, AO must be descending and negative (AO[1] < AO[2] and AO[1] < 0.0).
5.8. Module 8: Parabolic SAR Dynamic Trailing Filter
Validates trade direction against dynamic trailing stop levels:
- BUY Condition: Completed bar close price must be strictly above the Parabolic SAR value (Close[1] > SAR[1]).
- SELL Condition: Completed bar close price must be strictly below the Parabolic SAR value (Close[1] < SAR[1]).
5.9. Module 9: Heiken Ashi Synthetic Candle Filter
Filters out market noise by constructing synthetic average-price candlesticks:
- BUY Condition: Synthetic Heiken Ashi close must exceed open (HA_Close[1] > HA_Open[1]), confirming a bullish candle body.
- SELL Condition: Synthetic Heiken Ashi close must be below open (HA_Close[1] < HA_Open[1]), confirming a bearish candle body.
5.10. Module 10: CCI 50 Zero-Crossing Trend Filter
Evaluates statistical price variance relative to the mean:
- BUY Condition: 50-period Commodity Channel Index (CCI) value must be strictly positive (CCI[1] > 0.0).
- SELL Condition: 50-period Commodity Channel Index (CCI) value must be strictly negative (CCI[1] < 0.0).
5.11. Module 11: CCI 14 Overbought/Oversold Momentum Filter
Confirms momentum expansion at statistical extremes:
- BUY Condition: 14-period CCI must exceed the overbought threshold (CCI[1] > CCI_Overbought, default: +100.0).
- SELL Condition: 14-period CCI must drop below the oversold threshold (CCI[1] < CCI_Oversold, default: -100.0).
5.12. Module 12: Relative Vigor Index (RVI) Trend and Signal Filters
Assesses market energy distribution using two sub-modules:
- RVI Trend Filter: BUY requires RVI Main line > 0.0; SELL requires RVI Main line < 0.0.
- RVI Signal Filter: BUY requires RVI Main line > RVI Signal line; SELL requires RVI Main line < RVI Signal line.
5.13. Module 13: MACD Histogram and Zero-Line Filters
Verifies moving average convergence and divergence:
- MACD Histogram Filter: Histogram difference (Main - Signal) must be positive for BUY and negative for SELL.
- MACD Zero Filter: Main line must reside above 0.0 for BUY and below 0.0 for SELL.
5.14. Module 14: Support/Resistance and ZigZag Fibonacci Filters
Provides price-structure confirmation:
- Support and Resistance Zone Filter: Scans historical swing extremes over SR_Period. For BUY, price must test the support zone (within SR_Zone_Points); for SELL, price must test the resistance zone.
- Fibonacci Retracement Filter: Detects structural swing points using a ZigZag algorithm (ZigZag_Depth, Deviation, Backstep). Verifies that bar price tests the retracement zone bounded by Fib_Level_1 (default: 0.382) and Fib_Level_2 (default: 0.618).
6. Execution Architecture, Non-Repainting Design, and Alert Dispatcher
The indicator is engineered to maintain data integrity and prevent false signals:
- Non-Repainting Calculation Model: Signal evaluation executes at bar index i = 1 (the most recently closed bar). Live, developing bar fluctuations (index 0) are excluded from signal decisions. Once a candlestick closes and an arrow is plotted, its coordinates remain fixed on the chart history.
- Chart Arrow Management: Validated signals instantiate non-selectable Wingdings arrow objects (code 233 for bullish arrows placed below the low; code 234 for bearish arrows placed above the high) with customizable point offset (InpArrowGap).
- Multi-Channel Alert Dispatcher: To prevent duplicate alerts on repeated ticks, the system implements a bar-time locking mechanism (last_alert_bar_time). Supported dispatch channels include:
* Terminal Pop-up Dialog: Displays a modal message box with symbol, timeframe, price, and entry method details.
* Audio Alert: Triggers custom sound playback (.wav format) via the terminal audio engine.
* Mobile Push Notification: Dispatches notifications directly to mobile devices via MetaQuotes ID.
* Email Notification: Transmits automated signal details via the terminal SMTP client.
7. Complete Input Parameters Documentation
7.1. Entry Strategy Method Settings
- InpEntryMethod (Default: ENTRY_TRSI_CROSS_SIGNAL) -> Operational entry model: ENTRY_TRSI_CROSS_SIGNAL (Method 0), ENTRY_TRSI_CROSS_BASE (Method 1), ENTRY_TRSI_CROSS_BOTH (Method 2), ENTRY_RSI_DYNAMIC_CROSS (Method 3), or ENTRY_RSI_DYNAMIC_AND_BASE (Method 4).
- InpUseBaseFilter (Default: INPUT_YES) -> Enables or disables primary directional filtering against the Tengah BB volatility median line.
- InpUseLevel50Filter (Default: INPUT_YES) -> Enables or disables primary directional filtering against the 50.0 midline threshold.
7.2. RSI Dynamic Line Settings
- InpRSI1Period (Default: 7) -> Calculation lookback period in bars for the Fast Dynamic RSI line.
- InpRSI1Applied (Default: PRICE_CLOSE) -> Applied price constant used in Fast Dynamic RSI calculations.
- InpRSI2Period (Default: 21) -> Calculation lookback period in bars for the Slow Dynamic RSI line.
- InpRSI2Applied (Default: PRICE_CLOSE) -> Applied price constant used in Slow Dynamic RSI calculations.
7.3. TDI Core Parameters
- InpPeriodRSI (Default: 13) -> Lookback period in bars for base Traders Dynamic Index RSI calculation.
- InpAppliedPriceRSI (Default: PRICE_CLOSE) -> Applied price constant used in base TDI RSI calculations.
- InpPeriodVolBand (Default: 34) -> Smoothing lookback period used to calculate the volatility bands on RSI.
- InpPeriodSmRSI (Default: 2) -> Smoothing bar period applied to base RSI to derive the TRSI price line.
- InpMethodSmRSI (Default: MODE_SMA) -> Smoothing moving average method (SMA, EMA, SMMA, LWMA) for TRSI.
- InpPeriodSmSig (Default: 7) -> Smoothing bar period applied to base RSI to derive the Trade Signal line.
- InpMethodSmSig (Default: MODE_SMA) -> Smoothing moving average method (SMA, EMA, SMMA, LWMA) for Trade Signal.
- InpOverbought (Default: 68.0) -> Fixed overbought reference level plotted within the indicator subwindow.
- InpOversold (Default: 32.0) -> Fixed oversold reference level plotted within the indicator subwindow.
7.4. Chart Display and Visual Arrow Settings
- InpShowSignals (Default: INPUT_YES) -> Toggles the rendering of visual signal arrows on the primary price chart.
- InpShowBase (Default: INPUT_NO) -> Forces visibility of the Tengah BB line when operating in TDI Classic mode.
- InpShowVBL (Default: INPUT_NO) -> Toggles visibility of upper and lower Volatility Band boundary lines.
- InpBuyColor (Default: clrAqua) -> Color assigned to bullish signal arrow objects on the chart.
- InpSellColor (Default: clrRed) -> Color assigned to bearish signal arrow objects on the chart.
- InpArrowSize (Default: 2) -> Display thickness of signal arrow objects (range: 1 to 5).
- InpArrowGap (Default: 100) -> Vertical offset spacing in points between arrow objects and candle price extremes.
7.5. Alert and Notification Settings
- InpEnableAlerts (Default: INPUT_YES) -> Master switch enabling or disabling the alert notification system.
- InpAlertPopup (Default: true) -> Toggles on-screen pop-up alert dialog boxes in MetaTrader 5.
- InpAlertSound (Default: true) -> Toggles audible sound notifications upon signal confirmation.
- InpSoundFile (Default: "alert.wav") -> Audio file name located in the terminal Sounds directory.
- InpAlertPush (Default: true) -> Enables push notifications to smartphones via MetaQuotes ID.
- InpAlertEmail (Default: false) -> Enables sending automated email notifications via SMTP.
- InpAlertOnAttach (Default: false) -> Toggles whether signals present on initial indicator attachment trigger alerts.
7.6. MultiFilterSuite Framework: Modules 1 to 7
- Use_RSI_Cross_Filter (Default: false) -> Toggles Module 1 (RSI overbought/oversold breakout re-entry).
- RSI_Length (Default: 14) -> Lookback period in bars for Module 1 RSI calculation.
- RSI_Price_Source (Default: PRICE_CLOSE) -> Applied price constant for Module 1 RSI calculation.
- RSI_Oversold (Default: 30.0) -> Oversold threshold level for Module 1 RSI.
- RSI_Overbought (Default: 70.0) -> Overbought threshold level for Module 1 RSI.
- Use_ADX_Filter (Default: false) -> Toggles Module 2 (ADX trend strength threshold).
- ADX_Period (Default: 10) -> Lookback averaging period in bars for Module 2 ADX.
- ADX_Min_Level (Default: 20.0) -> Minimum ADX main-line threshold required to validate signals.
- Use_MA_Filter (Default: false) -> Toggles Module 3 (Single Moving Average price positioning).
- MA_Period (Default: 50) -> Averaging period in bars for Module 3 Moving Average.
- MA_Method (Default: MODE_SMA) -> Smoothing method applied to Module 3 Moving Average.
- MA_Shift (Default: 0) -> Horizontal bar shift applied to Module 3 Moving Average.
- Use_Ichimoku_Filter (Default: false) -> Toggles Module 4 (Ichimoku Senkou Span B cloud boundary).
- Ichimoku_Tenkan (Default: 9) -> Tenkan-sen calculation period for Module 4.
- Ichimoku_Kijun (Default: 26) -> Kijun-sen calculation period for Module 4.
- Ichimoku_SenkouB (Default: 52) -> Senkou Span B calculation period for Module 4.
- Use_RSI75_Filter (Default: false) -> Toggles Module 5 (Long-term 75-period RSI baseline filter).
- RSI_Filter_Period (Default: 75) -> Lookback period in bars for Module 5 RSI.
- Use_DoubleMA_Filter (Default: false) -> Toggles Module 6 (Dual Moving Average alignment filter).
- MA_A_Period (Default: 30) -> Averaging period in bars for Fast Moving Average (MA A).
- MA_A_Method (Default: MODE_EMA) -> Smoothing method applied to Fast Moving Average (MA A).
- MA_A_Applied (Default: PRICE_CLOSE) -> Applied price constant for Fast Moving Average (MA A).
- MA_A_Shift (Default: 0) -> Horizontal bar shift for Fast Moving Average (MA A).
- MA_B_Period (Default: 140) -> Averaging period in bars for Slow Moving Average (MA B).
- MA_B_Method (Default: MODE_EMA) -> Smoothing method applied to Slow Moving Average (MA B).
- MA_B_Applied (Default: PRICE_CLOSE) -> Applied price constant for Slow Moving Average (MA B).
- MA_B_Shift (Default: 0) -> Horizontal bar shift for Slow Moving Average (MA B).
- Use_AO_Filter (Default: false) -> Master switch for Module 7 (Awesome Oscillator filter suite).
- Use_AO_Volume_Filter (Default: false) -> Enables absolute value threshold filtering on the AO histogram.
- AO_Buy_Min (Default: 4.0) -> Minimum positive AO threshold required for BUY signals.
- AO_Sell_Max (Default: -4.0) -> Maximum negative AO threshold required for SELL signals.
- Use_AO_Color_Filter (Default: false) -> Requires positive/negative slope continuation on the AO histogram.
- Use_AO_Zero_Filter (Default: false) -> Requires AO to reside on the corresponding side of zero.
7.7. MultiFilterSuite Framework: Modules 8 to 14
- Use_SAR_Filter (Default: false) -> Toggles Module 8 (Parabolic SAR dynamic trailing filter).
- SAR_Step (Default: 0.02) -> Acceleration factor increment step for Parabolic SAR.
- SAR_Maximum (Default: 0.2) -> Maximum acceleration factor cap for Parabolic SAR.
- Use_HeikenAshi_Filter (Default: false) -> Toggles Module 9 (Synthetic Heiken Ashi candlestick bias).
- Use_CCI_Filter (Default: false) -> Toggles Module 10 (CCI 50 zero-line directional trend filter).
- CCI_Period (Default: 50) -> Averaging period in bars for Module 10 CCI calculation.
- CCI_Applied (Default: PRICE_CLOSE) -> Applied price constant for Module 10 CCI.
- Use_CCI_OBOS_Filter (Default: false) -> Toggles Module 11 (CCI 14 overbought/oversold momentum filter).
- CCI_OBOS_Period (Default: 14) -> Averaging period in bars for Module 11 CCI calculation.
- CCI_OBOS_Applied (Default: PRICE_CLOSE) -> Applied price constant for Module 11 CCI.
- CCI_Overbought (Default: 100.0) -> Overbought threshold limit for Module 11 CCI.
- CCI_Oversold (Default: -100.0) -> Oversold threshold limit for Module 11 CCI.
- Use_RVI_Filter (Default: false) -> Toggles Module 12 (RVI Main line zero-crossing trend filter).
- RVI_Period (Default: 75) -> Lookback averaging period in bars for Module 12 RVI Trend.
- Use_RVI_Signal_Filter (Default: false) -> Toggles Module 12 sub-module (RVI Main vs Signal crossover).
- RVI_Signal_Period (Default: 20) -> Lookback averaging period in bars for Module 12 RVI Signal.
- Use_MACD_Filter (Default: false) -> Toggles Module 13 (MACD Histogram directional sign filter).
- MACD_FastEMA (Default: 12) -> Fast exponential moving average period for MACD.
- MACD_SlowEMA (Default: 26) -> Slow exponential moving average period for MACD.
- MACD_SignalSMA (Default: 9) -> Signal simple moving average smoothing period for MACD.
- MACD_Applied (Default: PRICE_CLOSE) -> Applied price constant for MACD calculation.
- Use_MACD_Zero_Filter (Default: false) -> Toggles Module 13 sub-module (MACD Main line zero positioning).
- Use_SR_Filter (Default: false) -> Toggles Module 14 (Support and Resistance zone breakout filter).
- SR_Period (Default: 50) -> Historical bar lookback span used to identify swing extremes.
- SR_Zone_Points (Default: 80) -> Support and resistance zone tolerance threshold expressed in points.
- Use_Fib_Filter (Default: false) -> Toggles Module 14 sub-module (Fibonacci Retracement level test).
- Fib_Level_1 (Default: 0.382) -> Primary Fibonacci retracement ratio boundary.
- Fib_Level_2 (Default: 0.618) -> Secondary Fibonacci retracement ratio boundary.
- ZigZag_Depth (Default: 12) -> Depth setting for internal ZigZag swing detection algorithm.
- ZigZag_Deviation (Default: 5) -> Deviation setting in points for internal ZigZag algorithm.
- ZigZag_Backstep (Default: 3) -> Backstep parameter in bars for internal ZigZag algorithm.
8. Operational Recommendations and System Setup
8.1. Asset Classes and Market Instruments
The indicator uses normalized oscillator mathematics compatible across liquid financial instruments:
- Foreign Exchange: Major, minor, and cross currency pairs (e.g., EURUSD, GBPUSD, USDJPY, AUDUSD, EURJPY, GBPJPY).
- Commodities and Metals: Spot Gold (XAUUSD), Spot Silver (XAGUSD), and crude oil contracts.
- Equity Indices: High-liquidity cash indices (e.g., US30, US500, NAS100, GER40).
- Synthetic Indices: Volatility and step indices with continuous price quotation.
8.2. Timeframe Selection and Trading Methodologies
The software adapts across standard MetaTrader 5 timeframe horizons:
- Scalping Horizons (M1, M5): Recommended to utilize Entry Method 0 (TRSI Cross Signal) or Method 3 (RSI Dynamic Cross) paired with the Midline 50 Regime Filter and Parabolic SAR (Module 8) to reduce noise.
- Intraday Horizons (M15, M30, H1): Suitable for Entry Method 1 (TRSI Cross Base) or Method 4 (RSI Dynamic and Base), combined with macro trend filters such as Single MA (Module 3) or ADX (Module 2).
- Swing Trading Horizons (H4, D1): Method 2 (TRSI Cross Both) combined with MACD Histogram (Module 13) or Ichimoku Senkou Span B (Module 4) provides structured multi-session trend alignment.
8.3. Computational Efficiency and Execution Environment
- Buffer Memory Management: The indicator evaluates calculation limits using the formula limit = rates_total - prev_calculated. Full array recalculations occur only on initial chart attachment or history downloading, while ongoing ticks process only new incoming bars.
- Handle Deallocation: All indicator handles created during OnInit are explicitly deallocated via IndicatorRelease during OnDeinit, preventing memory leakage during extended runtime.
- Execution Latency: Because signals are computed at bar close (shift 1), execution is not sensitive to sub-millisecond network latency. A standard VPS environment with stable internet connectivity is sufficient for continuous signal monitoring and alert delivery.
9. Mandatory Risk Disclaimer
Trading foreign exchange, precious metals, indices, and derivative financial instruments carries significant financial risk and may not be suitable for all investors. Past performance and historical backtesting results do not guarantee future operational outcomes. This software is an analytical and technical evaluation tool designed to assist traders in market analysis; it does not provide automated financial advice or guarantee profits. Always test indicator configurations thoroughly on a demo account under simulated market conditions before considering deployment in live trading environments.
