Hasbrouck Lambdas Estimator

Description : VWAP (Volume-Weighted Average Price) is the ratio of the value traded to total volume traded over a particular time horizon. It is a measure of the average price at which pair is traded over the trading horizon. Read More. All Symbols and All Timeframes are supported. Indicator Inputs :     VWAP Mode : Mode of VWAP Calculation. Options can be selected : Single,Session,Daily,Weekly,Monthly     Volumes : Real Volumes,Tick Volumes     Price Type : Used price for cal

Easley et al. study the frequency of trades per trade size, and find that trades with round sizes are abnormally frequent. For example, the frequency rates quickly decay as a function of trade size, with the exception of round trade sizes {5, 10, 20, 25, 50, 100, 200,…}. These authors attribute this phenomenon to socalled “mouse” or “GUI” traders, that is, human traders who send orders by clicking buttons on a GUI (Graphical User Interface). In the case of the E-mini S&P 500, for example, si

The professional browser of News and Trading Sessions is now available in MetaTrader 5. Now all the most important market information is collected on one dial! News located on the Time scale. Planning your working time has never been so easy and convenient ... The news scale can be switched a day, two, a week, a month forward or backward (see the details in the short video). All news updates in real time. Thanks to the built-in filters, you can configure the display of news by importance,

Vol 2 DPOC volume vol 2 DOC-dynamic horizontal volume indicator for any time periods Main settings of the indicator: Volume Source -selecting data for volumes (tick or real) DPOCOn -enabling / disabling the indicator DPOCFrom -calculation start date DPOCTo -settlement end date The indicator allows you to manually select areas on the chart to analyze changes in the maximum volume over time. You can do this by using vertical lines and moving them along the chart. Or by setting specific dates

The Beta index, also known as the Beta indicator, is one of the key reference indicators for hedging institutions. It allows you to measure the relative risk of individual assets, such as currencies and commodities, in comparison to market portfolios, cross-currency pairs, the U.S. dollar index, and stock indices. By understanding how your assets perform in relation to market benchmarks, you will have a clearer understanding of your investment risk. Key Features: Accurate Risk Assessment: The Be

In Kyle’s model, the variable captures price impact. Illiquidity increases with uncertainty about v and decreases with the amount of noise Kyle argues that the market maker must find an equilibrium between profit maximization and market efficiency. This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book, Page 288.

The third indicator from the set for market analysis. The first one is here:  https://www.mql5.com/ru/market/product/65258 The second one is here: https://www.mql5.com/ru/market/product/65347 The indicator builds a channel of maximum price fluctuations for a specified period. Additionally, the middle of the channel is drawn. All color settings, line types are customizable. The indicator allows you to see the picture of price movement from a slightly different angle. You can use several in

The Commissioner indicator is very sensitive to current price activity and displays signals quite well. Reacts quickly to trend changes, clearly shows the price movement. The colored version of the indicator signals a trend change. The indicator allows you to see a rising or falling trend. In addition to the direction of the trend, the indicator shows the change in the slope, the analysis of which allows you to filter signals using filters by angle, this can be used when building a bot with t

Introducing RSIScalperPro - the revolutionary RSI-based indicator for Metatrader 5, specifically designed for scalping in the one-minute chart. With RSIScalperPro, you'll have a powerful toolkit for precise entry and exit signals to take your trading to the next level. RSIScalperPro utilizes two different RSI indicators that provide clear signals for overbought and oversold areas. You can customize the time periods and limit values of the two RSIs according to your preferences to achieve the be

The indicator allows you to simplify the interpretation of signals produced by the classical MACD indicator.  It is based on the double-smoothed rate of change (ROC).  Bollinger Bands is made from EMA line.  The indicator is a logical continuation of the series of indicators using this classical and efficient technical indicator. The strength of the trend is determined by Bands and main line. If the bands width are smaller than the specified value, judge it as suqueeze and do not recommen

300 downloads without review ? !!!! If continued. I will not share any product for free. :( Small and very simple timer next to the current price to show the end time of the current candle Very useful and important for scalpers and those who work on price action.   We assure you that we welcome any suggestions to improve this indicator and make the necessary changes to improve this indicator. You can contact us via Instagram, Telegram, WhatsApp, email or here. We are ready to answer you.

The Rocket Trend indicator is trending. The indicator draws two-color points connected by lines along the chart. This is a trend indicator, it is an algorithmic indicator. It is easy to work and understand when a blue circle appears, you need to buy, when a red one appears, sell. The indicator is used for scalping and pipsing, and has proven itself well. Rocket Trend is available for analyzing the direction of the trend for a specific period of time. Ideal for novice traders learning the laws o

The Market Structures Pro indicator finds and displays 5 (five) patterns of the Smart Money Concepts (SMC) system on the chart, namely: Break Of Structures (BoS)       Change of character (CHoCH) Equal Highs & Lows Premium, Equilibrium and Discount zones with Fibo grid High-high, Low-low, High-low and Low-high extremes Patterns are displayed for two modes - Swing and Internal and are easily distinguished by color on the chart. Internal mode features higher contrast colors, finer lines, and sm

Was: $249  Now: $99   Market Profile defines a number of day types that can help the trader to determine market behaviour. A key feature is the Value Area, representing the range of price action where 70% of trading took place. Understanding the Value Area can give traders valuable insight into market direction and establish the higher odds trade. It is an excellent addition to any system you may be using. Inspired by Jim Dalton’s book “Mind Over Markets”, this indicator is designed to suit the

A very useful Price Action point is the previous day Closing VWAP. We call it Big Players Last Fight . This indicator will draw a line showing on your chart what was the last VWAP price of the previous trading session. Simple and effective. As an additional bonus, this indicator saves the VWAP value on the Public Terminal Variables, so you EA could read easily its value! Just for the "Prefix + Symbol name" on the variables list and you will see! SETTINGS How many past days back do you want to

The uniqueness of this indicator lies in the volume accounting algorithm: accumulation occurs directly for the selected period without reference to the beginning of the day. The last bars can be excluded from the calculation, then the current data will have less influence on the significant levels (volumes) formed earlier. For a more accurate calculation, data from the M1 graph is used by default. The step of distribution of price volumes is regulated. By default, the right border of the display

50% Off Today Only! Price Goes Back Up at 11 PM (EST) uGenesys Volume Indicator: Your Key to Mastering Market Volume Analysis What Traders Are Saying: "A must-have indicator...really a game-changer." – wuzzy66 "Amazing indicator...strongly recommend to beginners." – joinbehar Understanding Market Volume:   Volume in the market is a critical indicator of movement and opportunity. The uGenesys Volume Indicator is specially crafted to pinpoint when the market has the most volume, allowing you t

We at Minions Labs always like to defy the stablished systems and beliefs trying new things and new ways of seeing and interpreting the Market Data. And all starts with the following question... WHAT IF... You give more relevance and focus on the Wicks/Shadows on the candlesticks? And Why? In volatile markets wicks play an important role on determining who is winning the the fight between Bulls and Bears , and more than that, Higher and lower wicks can present you with a good status of the cu

Fixed Range Volume Profile with alerts for  MT5 This indicator shows where the price has spent more time, highlighting important levels that can be used in trading. and can show the price density over time, outlining the most important price levels, value area, and control value of a given trading session. This indicator can be attached to timeframes between M1 and D1 and will show the Market Profile for daily, weekly, monthly, or even intraday sessions. Lower timeframes offer higher precision.

Индикатор для отображения свеч размером меньше одной минуты, вплоть до размера в одну секунду, для детализированного просмотра графика . Имеется ряд необходимых настроек для удобной визуализации. Настройка размера хранения истории ценовых данных транслируемых инструментов. Размер видимых свеч. Настройка отображения неподвижности на курсах графика. Возможность отображения на различных торговых инструментах.  Удачной всем торговли.

VWAP RSJ is an indicator that plots the Hourly, Daily, Weekly and Monthly  VWAP Lines. Large institutional buyers and   mutual funds   use the VWAP ratio to help move into or out of stocks with as small of a market impact as possible. Therefore, when possible, institutions will try to buy below the VWAP, or sell above it. This way their actions push the price back toward the average, instead of away from it. Based on this information I developed this indicator that combines 4 types of VWAP T

**   All Symbols   x   All Timeframes   scan just by pressing scanner button ** *** Contact me after the purchase to send you instructions and add you in "M W Scanner group" for sharing or seeing experiences with other users. Introduction: Double Top(M) and Double Bottom(W) is a very repetitive common type of price reversal patterns. Double Top resembles M pattern and indicates bearish reversal whereas Double Bottom resembles W pattern and indicates a bullish reversal that they have  high win  r

The market is unfair if only because 10% of participants manage 90% of funds. An ordinary trader has slim changes to stand against these "vultures". This problem can be solved. You just need to be among these 10%, learn to predict their intentions and move with them. Volume is the only preemptive factor that faultlessly works on any timeframe and symbol. First, the volume appears and is accumulated, and only then the price moves. The price moves from one volume to another. Areas of volume accumu

This indicator allows you to enjoy the two most popular products for analyzing request volumes and market deals at a favorable price: Actual Depth of Market Chart Actual Tick Footprint Volume Chart This product combines the power of both indicators and is provided as a single file. The functionality of Actual COMBO Depth of Market AND Tick Volume Chart is fully identical to the original indicators. You will enjoy the power of these two products combined into the single super-indicator! Below is

https://c.mql5.com/31/761/best-trend-indicator-logo-200x200-8493.png The indicator uses a solid line of red and green to reflect the myriad changes in market prices. The green line indicates a period of rising market prices and the red line indicates a period of falling market prices. Solid line color change indicates that the market has changed and the market is likely to reverse! It is recommended that you use this indicator on your daily K-chart. This indicator is not suitable for you to do

Live broadcast of the indicator on YouTube. Please click on the link below for more credibility. There are also videos of the indicator that you can watch. Note that the broadcast is late, do not rely on it. Only a review of the indicator is only a review of the indicator’s accuracy, which does not lose almost and the profit rate reaches 95%. I will work with great accuracy on the CRASH coin 1000 INDICES

The Vwap Bands Auto indicator seeks to automatically map the maximum market frequency ( automatic update of the outermost band ) and has two intermediate bands that also adjust to daily volatility. Another tool from White Trader that combines price and volume, in addition to mapping the daily amplitude. The external band is updated automatically when the daily maximum or minimum breaks the current frequency, and can be an input signal, seeking a return to the daily vwap. Thus, in ad

Indicator that allows the maximum and minimum of days to be marked, with real time update, closing of the previous day and beginning of the day. It is possible to define which markings will be made and also the colors for each mark.      The values ​​of each tick are displayed in the upper left corner of the screen, below the trading panel within the chart.      Maximum and Minimum of the Day and Closing of the Previous Day are marked with a horizontal line, while the beginning of the day with a

The "Trend Fishing Indicator" is a powerful custom indicator designed to help traders identify potential trend reversal points and capitalize on market momentum. This indicator uses multiple moving averages of varying periods to evaluate short-term and long-term market trends. By comparing the short-term moving averages against the long-term ones, it generates clear buy and sell signals that can guide traders in making informed trading decisions. Key Features: Multiple Moving Averages : Incorpor

Kill zones ICT is a powerful indicator which will allow you to see the markets from a better perspective. This indicators tool is to display on the chart one of the most important factors of trading which is time. With its easy interface you will be able to easily see what the times with higher volatility and movement the sessions with less active hours are as well.  How can I use this indicator to trade ICT/ Liquidity concepts?    What can you do with Kill Zones ICT ? This indicator is not o

First of all Its worth emphasizing here that this Trading Indicator is   Non-Repainting   , Non Redrawing and Non Lagging Indicator   Indicator, Which makes it ideal from both manual and robot trading.  User manual: settings, inputs and strategy . The Atomic Analyst  is a PA Price Action Indicator that uses Strength and Momentum of the price to find a better edge in the market. Equipped with Advanced filters which help remove noises and false signals, and Increase Trading Potential. Using Mult

First of all Its worth emphasizing here that this Trading System is Non-Repainting   , Non Redrawing and Non Lagging Indicator Which makes it ideal from both manual and robot trading .  Online course, manual and download presets. The Smart Trend Trading System MT5 is a comprehensive trading solution tailored for new and experienced traders . It combines over 10 premium indicators and features more than 7 robust trading strategies , making it a versatile choice for diverse market conditions . Tre

Introducing   Quantum Trend Sniper Indicator , the groundbreaking MQL5 Indicator that's transforming the way you identify and trade trend reversals! Developed by a team of experienced traders with trading experience of over 13 years,   Quantum Trend Sniper Indicator   is designed to propel your trading journey to new heights with its innovative way of identifying trend reversals with extremely high accuracy. ***Buy Quantum Trend Sniper Indicator and you could get Quantum Breakout Indicator fo

Gold Stuff mt5 is a trend indicator designed specifically for gold and can also be used on any financial instrument. The indicator does not redraw and does not lag. Recommended time frame H1. Contact me immediately after the purchase to get   personal bonus!  You can get a free copy of our Strong Support and Trend Scanner indicator, please pm. me! Settings  and manual   here   SETTINGS Draw Arrow - on off. drawing arrows on the chart. Alerts -   on off audible alerts. E-mail notification - on of

Reversal First Impulse levels (RFI)      INSTRUCTIONS        RUS       -       ENG              R ecommended to use with an indicator   -   TREND PRO -  Version MT4                 A key element in trading is zones or levels from which decisions to buy or sell a trading instrument are made. Despite attempts by major players to conceal their presence in the market, they inevitably leave traces. Our task was to learn how to identify these traces and interpret them correctly. Main functions:: Di

First of all Its worth emphasizing here that this Trading Tool is Non Repainting , Non Redrawing and Non Lagging Indicator , Which makes it ideal for professional trading . Online course, user manual and demo. The Smart Price Action Concepts Indicator is a very powerful tool for both new and experienced traders . It packs more than 20 useful indicators into one , combining advanced trading ideas like Inner Circle Trader Analysis and Smart Money Concepts Trading Strategies . This indicator focus

Visit our all-new   Stein Investments Welcome Page   to get the latest information, updates and trading strategies. FX Volume is the FIRST and ONLY volume indicator that provides a REAL insight into the market sentiment from a broker's point of view. It provides awesome insights into how institutional market participants, like brokers, are positioned in the Forex market, much faster than COT reports. Seeing this information directly on your chart is the real game-changer and breakthrough solut

Unlock the Power of  Trends trading with Trend Screener Indicator: Your Ultimate Trend Trading Solution powered by fuzzy logic and Multi-currencies System ! Elevate your trend trading with Trend Screener, the revolutionary trend indicator powered by   fuzzy logic.  It is a powerful trend-following indicator that combines over  13 premium tools and features and 3 trading strategies  , making it a versatile choice to   make your Metatrader a Trend Analyzer. LIMITED TIME OFFER : Trend Screener Indi

Trading GOLD, and currencies, with the dog walk strategy  - super smart Trading GOLD, and currencies, with the breakout strategy  - super easy Visit our all-new   Stein Investments Welcome Page   to get the latest information, updates and trading strategies. FX Power MT5 NG  is the next generation of our long-time very popular currency strength meter, FX Power.  And what does this next-generation strength meter offer? Everything you have loved about the original FX Power  PLUS GOLD/XAU st

Bill Williams Advanced is designed for automatic chart analysis using Bill Williams' "Profitunity" system. The indicator analyzes four timeframes at once. Manual (Be sure to read before purchasing) Advantages 1. Automatically analyzes the chart using the "Profitunity" system of Bill Williams. The found signals are placed in a table in the corner of the screen. 2. Equipped with a trend filter based on the Alligator indicator. Most of the system signals are recommended to be used only accordi

Step into the realm of Forex trading with confidence and precision using XQ, a cutting-edge Forex indicator designed to elevate your trading game to unprecedented heights. Whether you're a seasoned trader or just stepping into the world of currency exchange, XQ Forex Indicator empowers you with the insights and signals needed to make informed trading decisions. The signal conditions are a combination of three indicators, and XQ Forex Indicator only display  medium and long-term trends . The ind

Top indicator for MT5   providing accurate signals to enter a trade without repainting! It can be applied to any financial assets:   forex, cryptocurrencies, metals, stocks, indices .  Watch  the video  (6:22) with an example of processing only one signal that paid off the indicator! MT4 version is here It will provide pretty accurate trading signals and tell you when it's best to open a trade and close it. Most traders improve their trading results during the first trading week with the help of

The combination of trend and breakdown levels in one system. An advanced indicator algorithm filters market noise, determines the trend, entry points, as well as possible exit levels. Indicator signals are recorded in a statistical module, which allows you to select the most suitable tools, showing the effectiveness of the signal history. The indicator calculates Take Profit and Stop Loss marks. Manual and instruction ->  HERE  / MT4 version ->  HERE How to trade with the indicator:  Trading wit

ICT, SMC, SMART MONEY CONCEPTS, SMART MONEY, Smart Money Concept, Support and Resistance, Trend Analysis, Price Action, Market Structure, Order Blocks, BOS/CHoCH,   Breaker Blocks ,  Momentum Shift,   Supply&Demand Zone/Order Blocks , Strong Imbalance, HH/LL/HL/LH,    Fair Value Gap, FVG,  Premium  &   Discount   Zones, Fibonacci Retracement, OTE, Buy Side Liquidity, Sell Side Liquidity, BSL/SSL Taken, Equal Highs & Lows, MTF Dashboard, Multiple Time Frame, BigBar, HTF OB, HTF Market Structure, 

note: this indicator is for METATRADER4, if you want the version for METATRADER5 this is the link:  https://www.mql5.com/it/market/product/108106 TRENDMAESTRO ver 2.4 TRENDMAESTRO recognizes a new TREND in the bud, he never makes mistakes. The certainty of identifying a new TREND is priceless. DESCRIPTION TRENDMAESTRO identifies a new TREND in the bud, this indicator examines the volatility, volumes and momentum to identify the moment in which there is an explosion of one or more of these data a

TPSpro TRENDPRO  - is a trend indicator that automatically analyzes the market and provides information about the trend and each of its changes, as well as giving signals for entering trades without redrawing! The indicator uses each candle, analyzing them separately. referring to different impulses - up or down impulse. Exact entry points into transactions for currencies, crypto, metals, stocks, indices!  -  Version MT4               DETAILED DESCRIPTION               R ecommended to use with

Profit from market structure changes as price reverses and pulls back. The market structure reversal alert indicator identifies when a trend or price move is approaching exhaustion and ready to reverse. It alerts you to changes in market structure which typically occur when a reversal or major pullback are about to happen. The indicator identifies breakouts and price momentum initially, every time a new high or low is formed near a possible exhaustion point. The indicator draws in a rectangle on

** All Symbols x All Timeframes scan just by pressing scanner button ** ***Contact me after purchase to send you instructions and add you in "123 scanner group" for sharing or seeing experiences with other users. After 17 years of experience in the markets and programming, Winner indicator is ready. I would like to share with you! Introduction The 123 Pattern Scanner indicator with a special enhanced algorithm is a very repetitive common pattern finder with a high success rate . Interestingly,

Introducing   Quantum Breakout PRO , the groundbreaking MQL5 Indicator that's transforming the way you trade Breakout Zones! Developed by a team of experienced traders with trading experience of over 13 years,   Quantum Breakout PRO   is designed to propel your trading journey to new heights with its innovative and dynamic breakout zone strategy. Quantum Breakout Indicator will give you signal arrows on breakout zones with 5 profit target zones and stop loss suggestion based on the breako

Introducing the Quantum Heiken Ashi PRO charts with integrated alerts Designed to provide clear insights into market trends, the Heiken Ashi candles are renowned for their ability to filter out noise and eliminate false signals. Say goodbye to confusing price fluctuations and hello to a smoother, more reliable chart representation. What makes the Quantum Heiken Ashi PRO truly unique is its innovative formula, which transforms traditional candlestick data into easy-to-read colored bars. Red and g

Introducing GoldenGate Algo: A Cutting-Edge Trading Solution!  Discover a revolutionary approach to trading with GoldenGate Algo (GGA), an advanced indicator designed to elevate your trading experience. GGA provides a comprehensive set of features to empower users with precision and confidence in their trading decisions. Send me a message once you have purchased for access to the private Telegram. No re-painting! Pairs:   Any TimeFrames:   15m up to H1 Key Features: Buy and Sell Arrow Indic

TPA True Price Action indicator reveals the true price action of the market makers through 100% non-repainting signals strictly at the close of a candle! TPA shows entries and re-entries, every time the bulls are definitely stronger than the bears and vice versa. Not to confuse with red/green candles. The shift of power gets confirmed at the earliest stage and is ONE exit strategy of several. There are available now two free parts of the TPA User Guide for our customers. The first "The Basics"

Best Solution for any Newbie or Expert Trader! This indicator is a unique, high quality and affordable trading tool because we have incorporated a number of proprietary features and a new formula. With this update, you will be able to show double timeframe zones. You will not only be able to show a higher TF but to show both, the chart TF, PLUS the higher TF: SHOWING NESTED ZONES. All Supply Demand traders will love it. :) Important Information Revealed Maximize the potential of Advanced Suppl

Easy By Sell is a market indicator for opening and closing positions. It becomes easy to track market entries with alerts. It indicates trend reversal points when a price reaches extreme values ​​and the most favorable time to enter the market. it is as effective as a Fibonacci to find a level but it uses different tools such as an algorithm based on ATR indicators and Stochastic Oscillator. You can modify these two parameters as you wish to adapt the settings to the desired period. My othe

Fractal Advanced - displays Fractal and Alligator indicators on the price chart. Has wide options for settings and customization. It is also equipped with alerts and a hotkey system. Manual (Be sure to read before purchasing) | Version for MT4 Advantages 1. The indicator does not fill the entire chart with fractals, but allows you to display only relevant signals. 2. The number of fractals is adjusted by scrolling the mouse while holding down the Shift key. 3. Instantly show/hide the Alligator

Gartley Hunter Multi - An indicator for searching for harmonic patterns simultaneously on dozens of trading instruments and on all possible timeframes. Manual (Be sure to read before purchasing) | Version for MT4 Advantages 1. Patterns: Gartley, Butterfly, Shark, Crab. Bat, Alternate Bat, Deep Crab, Cypher 2. Simultaneous search for patterns on dozens of trading instruments and on all possible timeframes 3. Search for patterns of all possible sizes. From the smallest to the largest 4. A

Auto Order Block with break of structure based on ICT and Smart Money Concepts (SMC) Futures Break of Structure ( BoS )             Order block ( OB )            Higher time frame Order block / Point of Interest ( POI )    shown on current chart           Fair value Gap ( FVG ) / Imbalance   -  MTF      ( Multi Time Frame )    HH/LL/HL/LH  -  MTF      ( Multi Time Frame )  Choch  MTF      ( Multi Time Frame )  Volume Imbalance     ,  MTF          vIMB Gap’s Power of 3 Equal High

IX Power   finally brings the unbeatable precision of FX Power to all your trading symbols. It accurately determines the intensity of short, medium and long-term trends in your favourite indices, stocks, commodities, ETFs, and even cryptocurrencies. You can   analyse everything   your terminal has to offer. Try it out and experience how   your timing improves significantly   when trading. Read about our latest strategic development -  Easy scalping with IX Power Visit our all-new   Stein Inve

The indicator very accurately determines the levels of the possible end of the trend and profit fixing. The method of determining levels is based on the ideas of W.D.Gann, using an algorithm developed by his follower Kirill Borovsky. Extremely high reliability of reaching levels (according to K. Borovsky  - 80-90%) Indispensable for any trading strategy – every trader needs to determine the exit point from the market! Precisely determines targets on any timeframes and any instruments (forex, met

**   All Symbols   x   All Timeframes   scan just by pressing scanner button ** *** Contact me after the purchase to send you instructions and add you in "Trend Reversal group" for sharing or seeing experiences with other users. Introduction: Trendlines are the most famous technical analysis in trading . Trendlines continually form on the charts of markets across all the different timeframes providing huge opportunities for traders to jump in and profit on the action. In the other hand,  The tre

This indicator get all events/countries/values from metatrader terminal calendar and print veritical lines at chart, you can configure anything with inputs (string to filter names/url/code/countries/currencies), select period to filter, nws interval before and after current time (every information about time is seconds based), you can filter importance, type, sector, unit, multiplier, impact, timemode, frequency, forecast/previous % increase/decrease interval, actual/previous % increase/decrease

Export Deals to CSV - Excell File location: HistoryDeals/<SERVER>/<LOGIN>.<DATETIME>.csv Works as an Script, reading all DEALS in history and exporting it as a plain text CSV file There's no option to change. There's no WebRequest. There's no DLL use. I need to write 300 characters to allow this product being exposed at MQL5 market place. It's simple to use, plug it in graph and wait completion.

This Indicator creates a heatmap based on depth of market of the current symbol or another symbol. Other symbol is useful when you trade futures market and a contract has 'mini' and 'full' split. For example, in Brazil (B3 - BMF&Bovespa), WDO and DOL are future Forex contract of BRL/USD (where 1 DOL = 5 WDO) and big banks work mostly with DOL (where liquidity is important). Please use with M1 timeframe , objects are too small to be displayed at higher timeframes (MT5 limit). The number of level

This indicator sends a message (notification), an email, and plays a custom sound when a Limit (Buy/Sell) or Limit Stop (Buy/Sell) or Take Profit, Stop Loss, Stop Out is executed. A user can change the sound file name, and select if they receive notifications/emails. It runs as an indicator, and only one indicator is locked (used) by a user account/login. Parameters soundFile - sound file Save your file at the terminal folder, for example: " C:\Program Files\MetaTrader 5\Sounds\Order Execute

Teclado trader, é uma BIBLIOTECA que você pode chamar no OnChartEvent para abrir posição de compra/venda/zerar, os botões padrões são: V = venda C = compra Z = zerar posições a mercado S = zerar posições opostas e depois a mercado X = zerar posições opostas Além da função de teclado, é possível mostrar os estados do ExpertAdvisor usando o MagicId, com informação de: lucro mensal, semanal, diario, e posição aberta, para isto use o OnTick, ou qualquer outro evento (OnTimer / OnTrade / OnBookEv

From https://en.wikipedia.org/wiki/Fractional_calculus: Fractional calculus  is a branch of  mathematical analysis  that studies the several different possibilities of defining  real number  powers or  complex number  powers of the  differentiation operator   D This indicator execute fracional differentiation on data, you can select the differentiation D value and execute some tweaks like execute Log(value)  before difefrentiation or execute a window normalization on last [diffNormalizeWindo

It's a simple indicator that execute GARCH(1,1) function, it can be used with basis stocks and options, when garch is bellow implied volatility probably implied volatility tend to goes down, and when garch is higher than implied volatility probably implied volatility goes up. Can be used with options trading when buying / selling volatility, for example, buy ATM put and call when garch is higher than implied volatility and sell when it's lower.

This indicator works in Brazil market, it should be used on options symbols. the indicator create 8 buffers, Delta, Gamma, Vega, Rho, Theta, Time(working days), Implied Volatility, R (interest rate), and can be used to view greeks over time. It shouldn't be used to trade, since it's cpu intensive, it's just a historic viewer, you can see what happened with greeks and teach friends :)

This indicator implements the High Low Volatility Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 284. It's a robust estimator using High/Low values from past bars (configurable). It's robusto to Gaps (open/close of days to stock markets) since it's using high/low ration and not the close price. It's interesting when you need to avoid trading at a specific level of volatility

This indicator implements the Rool Model Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 283. It's a spread estimator using trade by trade (copytick) values from last trades (configurable). It works with low liquidity markets as a robust estimator considering the covariance between price diferences. It's interesting when you need to track spread changes

This indicator implements the Corwin and Schultz Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 284. It's a spread estimator using high/low and a rolling window (configurable). It works with low liquidity markets as a robust estimator. It's interesting when you need to track spread changes, more information can be found at Marcos book.

In Kyle’s model, the variable captures price impact. Illiquidity increases with uncertainty about v and decreases with the amount of noise Kyle argues that the market maker must find an equilibrium between profit maximization and market efficiency. This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book, Page 288.

Amihud studies the positive relationship between absolute returns and illiquidity. In particular, he computes the daily price response associated with one dollar of trading volume, and argues its value is a proxy of price impact. Despite its apparent simplicity, Hasbrouck [2009] found that daily Amihud’s lambda estimates exhibit a high rank correlation to intraday estimates of effective spread.  This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book,

Easley et al. [2011] proposed a high-frequency estimate of PIN, which they named volume-synchronized probability of informed trading (VPIN). This procedure adopts a volume clock, which synchronizes the data sampling with market activity. For additional details and case studies of VPIN, see Easley et al. [2013]. A number of studies have found that VPIN indeed has predictive power: Abad and Yague [2012], Bethel et al. [2012], Cheung et al. [2015], Kim et al. [2014], Song et al. [2014], Van Ness et

Easley et al. study the frequency of trades per trade size, and find that trades with round sizes are abnormally frequent. For example, the frequency rates quickly decay as a function of trade size, with the exception of round trade sizes {5, 10, 20, 25, 50, 100, 200,…}. These authors attribute this phenomenon to socalled “mouse” or “GUI” traders, that is, human traders who send orders by clicking buttons on a GUI (Graphical User Interface). In the case of the E-mini S&P 500, for example, si

A useful feature may be to determine the normal frequency of round-sized trades, and monitor deviations from that expected value. The ML algorithm could, for example, determine if a larger-than-usual proportion of round-sized trades is associated with trends, as human traders tend to bet with a fundamental view, belief, or conviction. Conversely, a lower-than-usual proportion of round-sized trades may increase the likelihood that prices will move sideways, as silicon traders do not typically hol

This script use DIDI+BB indicators and display alerts, send mail, send notifications, and play sounds. Scanner can monitor market watch using  ***MARKET***  as symbol name, with  all timeframes Inputs: media_lenta=3 media_base=8 media_longa=20 bb_periodo=20 bb_shift=0 bb_deviation=1.96 symbols - Symbol list, separated by ;   when using ***MARKET*** symbols from marketwatch will be included wait_interval_between_signals - Seconds between signals, default =60, but high frequency signals should red

This indicator represent option and basis values as a tax, using this formula: Tax = ( ( strike / ( basis - option ) ) - 1 ) * 100 It's not time based (don't use time to expire information)  You can set a fixed strike value, and a fixed basis symbol if needed. Some exchanges/brokers don't provide this information at marketdata and that's the only method to use this information when not provided.

This Service, export the account Orders/History Orders/Deals/Position on each new change. It save at a common folder with path = <DATE>\\<Server Name>.<Login>.<DATE>.<filetype>.csv Each file type have an header You can use it to receive OMS changes and source SQL Servers outside metatrader with bash scripts or others tools, each time the file change you can read it and get new updates, it works using SharedRead option when opening/flock the file.