Coppock Curve MultiFilter Fixed
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Shipra Gupta
我是 Shipra Gupta，一名交易员和量化策略开发者，拥有扎实的数学、经济学以及算法交易系统背景。多年来，我长期专注于外汇、黄金、指数、大宗商品及加密货币市场，致力于构建以数据驱动、强调稳定性、精准度与纪律执行的交易策略。
我的专长包括开发 MetaTrader 5 Expert Advisors（EA）、量化交易模型、剥头皮交易系统、趋势跟随算法、波动率策略以及风险控制自动化框架。我开发的每一个系统都基于市场结构分析、统计研究、历史回测、优化以及真实市场验证。 - 版本: 1.0
Coppock Curve Multi-Filter [MarkitTick]
Coppock Curve Multi-Filter [MarkitTick] is an advanced, multi-filtered momentum oscillator built for MetaTrader 5 (MQL5). Originally designed as a long-term monthly momentum indicator for stocks, this enhanced version incorporates adaptive smoothing filters, advanced confirmation layers (ADX, Divergence, Slope Acceleration, Volume, MTF Alignment, and Volatility Bands), and on-chart trade execution tools to make it highly effective across intraday and multi-asset trading.
Key Features
1. Advanced Adaptive Core & Smoothing
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Flexible Smoothing Engine: Combines long and short Rate of Change (ROC) periods smoothed with a Weighted Moving Average (WMA), offering classic Coppock calculations alongside nine built-in adaptive calculation types (SMA, EMA, RMA, DWMA, TVWMA, HMA, LLAMA, and Kalman filters).
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Separate Window Display: Renders a color-coded Coppock line and optional multi-color histogram in a dedicated indicator subwindow below your main chart.
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Zero-Cross Detection: Automatically highlights bullish and bearish zero-line crossovers with custom signal arrows.
2. Comprehensive Multi-Filter Suite
Filter out false breakouts and weak trends using a customizable rule-based gating system:
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ADX Filter: Ensures signals are only taken during trending market conditions based on a customizable Average Directional Index threshold.
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Slope Acceleration: Filters entries by verifying momentum velocity and acceleration/deceleration between bars.
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Divergence Detection: Automatically tracks price and indicator swing pivots to spot potential bullish and bearish divergences.
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Volume Confirmation: Validates momentum moves using tick volume relative to a moving average length.
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HTF Alignment (MTF): Filters trades based on higher-timeframe Coppock curve direction.
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Volatility-Adjusted Zero Bands: Uses standard deviation bands around the zero line to prevent whipsaws during ranging periods.
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Signal Persistence: Requires signals to maintain momentum for a set number of persistence bars.
3. On-Chart Trade Management Tools
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Dynamic R-Multiples: Automatically plots entry price, stop-loss, and multi-tier take-profit levels ($TP1$, $TP2$, $TP3$) based on Average True Range (ATR) multiples.
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Live Outcome Tracking: Scans price action historically and in real time to stamp hits ( ✓HIT ) and percentage gains/drawdowns directly onto your chart levels.
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Built-in Dashboard & Alerts: Features an on-screen data panel showing current curve value, directional bias, active signal status, and filter metrics, alongside optional popup alerts.
How It Works
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ROC Calculation: The indicator computes dual Rate of Change values (long and short periods) applied to either the raw close or an selected adaptive filter source.
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Weighted Sum & WMA: The ROC values are summed and then smoothed using a WMA to construct the final Coppock curve line.
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Multi-Filter Gate Evaluation: Before generating a valid buy or sell arrow, the engine passes the curve through all active filter criteria (ADX, volume, MTF alignment, and slope acceleration).
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Trade Level Projection: Upon a confirmed signal, the script automatically maps out an ATR-based risk-to-reward matrix on the main chart window.
Input Settings Guide
Core Settings
| Parameter | Default | Description |
| InpRocLong | 14 | Long-term Rate of Change (ROC) period. |
| InpRocShort | 11 | Short-term Rate of Change (ROC) period. |
| InpWmaLen | 10 | WMA smoothing length applied to the combined ROC. |
Filter Suite
| Parameter | Default | Description |
| InpUseAdx | false | Enable/disable the ADX trend strength filter. |
| InpAdxThresh | 20.0 | Minimum ADX threshold required for signals. |
| InpAdapt | NONE_F | Select adaptive smoothing filter type (e.g., EMA, HMA, Kalman). |
| InpUseDiv | false | Enable divergence filtering between price and indicator. |
| InpUseAccel | false | Require slope acceleration confirmation. |
| InpUseVol | false | Enable volume confirmation filter. |
| InpUseMtf | false | Enable higher-timeframe alignment filter. |
| InpUseVolatZ | false | Use volatility-adjusted bands around the zero line. |
| InpUsePersist | false | Require signal persistence across multiple bars. |
Trade Tools & Visuals
| Parameter | Default | Description |
| InpAtrMult | 1.5 | ATR multiple used for stop-loss calculation. |
| InpTp1R ... InpTp3R | 1.0 , 2.0 , 3.0 | R-multiples for Take Profit 1, 2, and 3. |
| InpShowLvls | true | Display entry, SL, and TP lines on the main chart. |
| InpShowHist | true | Display the colored indicator histogram in the subwindow. |
| InpShowDash | true | Display the on-screen dashboard panel. |
| InpAlerts | false | Enable popup alerts on new signals. |
