Metatrader 5 versions of indicators ... - good thread with many indicators for MT5
- 2009.10.16
- www.mql5.com
Correlation
The beginning
- Correlation indicators: very good thread with some systems, explanations and good usefull indicators.
- Chart Transposition Indicator: original thread.
- FINEXX Correlation System and EA - the thread
- Currency corelation - the thread.
- trend corelation - discussion thread.
- Correlation Index - small thread with indicator
- complimentary pairs thread
- Cross-Currency Strength: good thread with indicators.
- Pearson correlation thread
- Correlations revisited ... - the thread with interpretations and detailed explanation of 3 prevailing correlations methods with all the particularities and images: Pearson (linear) correlation, Kendall's tau and Spearman's rank correlation
- Cluster Indicators thread.
- Correlation candles indicator (MT5) - the post. Two possible types of correlation used: Pearson correlation and Spearman correlation
- Rank correlations (Pearson and Spearman) indicator (MT5) - the post with original version, the post with fixed version. This indicator is using Pearson correlation and Spearman correlation, besides, it has an option to use some of the 22 price types as well as using floating levels
After
- Correlation system thread
- Currency Correlations, Part I - the video
- Currency Correlations, Part II - the video
- MFCS Currency Correlation Chart - MT5 CodeBase indicator
- MT5 CodeBase on HowTo - post with the articles
- Multi currency EA ideas - the thread
- Forex Correlation Theory thread
- 2010.02.22
- www.mql5.com
Stochastic
The beginning
- Stochastic Oscillator, the beginning
After
- Stochastic thread.
- Stochastic Trader thread
- Multi pair indicators thread
(Multi pair MACD, Multi pair CoeffOfLine, Multi pair RSi, Multi pair Stochastic, Multi pair WPR (Williams % range), Multi pair Laguerre RSI, Multi pair Wilders DMI, Multi pair dss, and more) - Stochastic RSI for MT5 - the post
- Stochastic rsi (oma) colored or MT5 - the post:
- RSI types: Cuttler's RSI; Ehlers' smoothed RSI; Harris' RSI; Rapid RSI; RSI; RSX; Slow RSI
- levels: floating; quantile; fixed - Round price DOC indicator for MT5 - the post: Added 2 parameters : price (so we can chose the price we would like to use - in the original it is Close) and T3Original (false for Fulks/Matulich calculation which is faster then the original Tim Tillson calculation).
advanced links/threads/tools part #20
Elliot oscillator - waves indicator is on this post. The idea was simple : to use Elliot oscillator, but the advanced get variation, for peaks identifying - we can choose how many peaks we want it to find (as every peak finding code, this will recalculate).
Elliot oscillator - waves 1.00 indicator is on this post. What has been done: no limit in waves (now it draws waves for the whole history), changed a logic a bit (it affects the way how extremes are found in some cases). Also, as a note: only the last leg of the wave can change if new high or new low is reached. Once it is "opened" it can not (and I repeat) it can not disappear (like in some zigzags or some peak finding indicators), it can only go higher or lower if the price moves in the right direction.
Elliot oscillator - waves 1.01 indicator is on this post. It is the Elliot oscillator - waves with alerts (it will alert at a moment when the oscillator value first crosses either of ema values - that is the moment when a colored bar appears for the first time).
Elliot oscillator - waves 1.02 indicator is on this post. It can have different color of the histogram (now only light blue) above/below zero.
Elliot oscillator - waves 1.02 & arrows indicator is on this post.
DiNapoli MACD - mtf & alerts indicator is on this post. "DiNapoli is using smoothing factors of 0.213, 0.108, and 0.199, which when translated to periods we are used to becomes 8.3896, 17.5185 and 9.0503. So here is this one that can work with fractional periods and is set by default to calculate DiNapoli MACD" - read more in advanced elite.
ema levels - macd indicator, ema levels - rsi indicator and ema levels - stochastic indicator are on this post. They actually have very little in common with levels in Elliot oscillator, but ... here is a couple of variations to the ema levels idea: ema levels - macd; ema levels - rsi; ema levels - stochastic.
PolyFit Tools
Forum threads
- Key thread with indicators
- PolyFitDerivative_v2 indicator - the post. It can be used in Nth Order Polynomial Trading Systems:
- Order = 0 - Polynomial line
- Order = 1 - Velocity of Polynomial line
- Order = 2 - Acceleration of Polynomial line
- Order = 3 - Jerk(or Velocity of Acceleration) of Polynomial line
- and so on. - Dynamic zone PolyFit derivative indicator - the post. Here is the dynamic zone poly fit derivative. Probably the look back length should be experimented with.
- PolyFit rsi and PolyFit derivative using nrp coloring - the post
- dynamic zone polyfit derivative averages nrp indicator - the post
- PolyFit derivative with alert - the post
- PolyFitRSI - the post. It works in fitting mode(FitMode=0) with projection (ProjLength > 0). Besides, this kind of RSI gives us more clear picture of OberBought/OverSold Zones.
- Dynamic zone PolyFit derivative averages_nrp updated - the post
- PolyFitBands with NRP coloring indicator the post. Coloring added to upper and lower band.
- PolyFitBands_v2.3 - oscillator - the post. It is an oscillator of a price relative to polyfit bands.
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Generate Tick Data
The forum
- GenerateTickData indicator - the post. It is the indicator to generate tick data (so place it in indicators folder) and it will work the same regardless of the time frame it is attached to. It will create a file that is starting with "_t" and adds symbol name after it. It "pretends" to be 1 minute chart, but it is not (of course ). Just open that symbol as offline chart and use it (the indicator must be active on some other chart in order to get "live" ticks).
- Tick Indicator and EAs - the key thread
- What is a TICK? - small thread with the explanation
- GenerateTickData - final indicator is on this post. Two options added:
- ResetData - Added it in order to be able to "start from the beginning" (if you turned off your PC and a "time gap" occurs since there is no way to reconstruct tick data or any other reason when you do not want the data to be appended to already existing tick data) If you set this parameter to true, it will start a new tick data history.
- ShowComment - It is the fastest way to show that it is working, so if you set it to true it will simply comment in the upper left corner that tick data is saved and a time when it was saved. - Tick Data v1.00 indicator - the post. It is next version of GenerateTickData indicator: Added an option to choose how many ticks do you want per bar. Indicator is differentiating 2 basic types:
- When required number of ticks per bar is 1, it records bid as low and ask as high, so you can have a sort of a "spread control" (since now you can see those ticks as lines but you can see them as bars too, as in this example );
- When required number of ticks is greater than 1 then you are getting a sort of "equi-volume" charts (every bar is having a same volume when you turn the volume display on) High, low, open and close are constructed from a Bid. - Tick Data v1.01 indicator - the post. This is improved version of Tick Data v1.00 indicator. This indicator can produce an offline chart of ticks simulated by metatrader and if you are testing an EA that depends on a narrow take profits or stops, this indicator shows you that back test can not be trusted at all. The indicator is, apart from having the possibility of recording test data, a revised version with some code optimization and some corrections.
- Tick Data v1.02 indicator - the post. It is the Newer version of tick data indicator. Unlike before (previous versions) this one make difference as of how many ticks is chosen and saves it accordingly. As before the name of the symbol for offline charts is "_t"+symbol name, but the difference is in the "time frame" it is saved as : the time frame is in fact number of ticks. So you are going to artificially get a 1 minute, 10 minute, nnn minutes tick charts where minutes are in fact number of ticks per bar. The limitation (due to metatrader naming conventions) is that the maximum number of ticks can be 9999. All the charts are updated live (one 1 tick chart and two 10 tick charts) and both indicators (for 1 tick and 10 tick) are attached to the same chart.
- Tick Data v1.03 indicator - the post. It is the next version of Tick Data indicator. A parameter to add a completely new option - there is some explanation of the author: "It occurred to me that a tick chart is a bit "illogical" - illogical in a sense that current bar open is very rarely previous bar open (since it was opened at first tick after a current bar reaches tick count), not when the previous bar was closed. So decided to add on option that takes care of it : UsePreviousCloseForOpen - if set to true, then the open is determined from previous bar close not the first ticks after the bar opens, if set to false it work as before".
The articles
- One-Minute Data Modelling Quality Rating
- The Algorithm of Ticks' Generation within the Strategy Tester of the MetaTrader 5 Terminal
- Testing trading strategies on real ticks
- Creating Tick Indicators in MQL5
CodeBase
- Simple tick data collector - indicator for MetaTrader 4
- X_0_Serg153_TEST A tick-tack-toe indicator with trade alerts. - indicator for MetaTrader 4
- Tick emulation for accelerated testing of indicators ver.2.2 - script for MetaTrader 4
- Tick Chart and Record - indicator for MetaTrader 4
- Tick Chart - indicator for MetaTrader 4
- Ticks-MilSec - indicator for MetaTrader 4
- Ticks Volume Indicator - indicator for MetaTrader 4
- Ticks collector - indicator for MetaTrader 4
- more in search here
Spline
The forum
- Using spline(s) discussion thread.
(mnt - cubic spline indicator, mnt - cubic spline & extrapolation indicator, Cubic spline trend line indicator, Hermite spline trend line indicator and more)
The articles
- Kernel Density Estimation of the Unknown Probability Density Function
- Visualize this! MQL5 graphics library similar to 'plot' of R language
- Introduction to the Empirical Mode Decomposition Method
- Studying the CCanvas Class. Anti-aliasing and Shadows
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- 2011.05.01
- www.mql5.com
BRAINTRADING SYSTEM
- BrainTrending indicators to download with template.
- Rules to trade manually
- How to install
- TSD DS jurik BrainTrading system - the key thread
- TSD BrainTrading Stochastics system - the post
- BrainTrading Semi-Manual EA for M30 timeframe system - the thread
- The differences between Brainwashing and BrainTrading system - the post.
Spread
The forum
- All the links - the post.
- spreadometer_v2.01 indicator fixed version - the post.
- Spread recording fail - the thread with the indicator (fixing bug thread).
- Spread and StopLoss indicator with alert - the thread
- Tools to monitor spread and swap - the thread with many good tools
- Spread monitoring and show leverage tools - the thread
- FunIndicator indicator - the thread (monitor spread, swap etc for many pairs in one window).
- Meh Spread Indicator thread
The articles
- An Example of Developing a Spread Strategy for Moscow Exchange Futures
- Introduction to MQL5: How to write simple Expert Advisor and Custom Indicator
CodeBase
- Spread Data Logger - indicator for MetaTrader 4
- Ask Bid Spread - indicator for MetaTrader 4
- Monitoring-Spread - indicator for MetaTrader 4
- Spread Tracker - indicator for MetaTrader 4
- Spread Lines - indicator for MetaTrader 4
- Spread Indicator - indicator for MetaTrader 4
- Spread and Pip Cost Checker - script for MetaTrader 4
- Spread - indicator for MetaTrader 5
- i-Spread - indicator for MetaTrader 5
- Spread Indicator - indicator for MetaTrader 5
- Spread statistics - indicator for MetaTrader 5
- Monitoring Spread - indicator for MetaTrader 5
- Candle Time End and Spread - indicator for MetaTrader 5
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Helweg / Stendahl value charts
The forum
- Helweg/Stendahl value charts ... - key thread (many good indicators)
CodeBase
- Value Chart Deluxe Edition - indicator for MetaTrader 4
- Value Charts - indicator for MetaTrader 5
- Value Chart Single - indicator for MetaTrader 5
The articles
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Fractal Dimension Index
Forum threads
- Fractal dimesion index - jppoton indicator is on this post. Although this jppoton's version is using Alex Matulich calculation as the closest to original, this version (jppoton's version) deviates from original Sevcik and Matulich version and ultimately from Hurst exponent (FDI = 2- Hurst), and it made his version to be faster than FGDI. So, the story of Fractal dimension index is a rather old one and it seems that it will never end.
- Fractal dimesion index pa - jppoton indicator and Fractal dimesion index alb - jppoton indicator are on this post. Here is the adaptive look back version and also the phase accumulation version of Fractal dimesion index pa - jppoton indicator. Just to remind: the adaptive Lookback (period finder) is truly a market-driven indicator used to determine the variable lookback period for many different indicators, instead of a traditional, fixed figure; and phase accumulation idea is to find how many bars does it take to add up every bars phases and to reach certain cycle.
The articles
- Fractal Analysis of Joint Currency Movements
- Calculating the Hurst exponent
- ZUP - universal ZigZag with Pesavento patterns. Graphical interface
CodeBase
- Fractal Graph Dimension Indicator (FGDI) - indicator for MetaTrader 4
- Fractal dimension - indicator for MetaTrader 4
- Fractal Dimension Index - indicator for MetaTrader 5
- Fractal Dimension Index. + Step EMA - indicator for MetaTrader 4
- Creating fractals in MQL5 using the Iterated Function Systems (IFS) - expert for MetaTrader 5
- Fractal Bands - indicator for MetaTrader 4
- Fractal Adaptive Moving Average (FrAMA) - indicator for MetaTrader 5
- FRASMA: Fractally Modified Simple Moving Average - indicator for MetaTrader 4
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- 2015.11.11
- www.mql5.com
Ocean theory based indicators
Jim Sloman's "Ocean theory" based indicators
The beginning
- Need a Better Moving Average? Try the NMA - the thread about indicators using Jim Sloman's formulas
After
- Ocean theory based indicators - the thread. More than 60 indicators (metatrader 4 + metatrader 5 versions)
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- 2016.11.30
- www.mql5.com
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One more average and variations - key thread for MT4
One more average and variations for MT5 - the indicators for MT5 are inside this MT5 thread
The following indicators can be found on the above mentioned threads:
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