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AIS Basic Window Functions

This script is designed to evaluate weights in various window functions. An indicator built on these window functions can be downloaded at https://www.mql5.com/ru/market/product/72160
Input parameters:
iPeriod – indicator period. iPeriod >= 2
iCenter is the index of the reference where the center of the window function will be located. By default, this parameter is 0 - the center of the window coincides with the center of the indicator. With 1 <= iCenter <= iPeriod, the center of the window function will be shifted, as a result of which some characteristics of the indicator will change. In Figure 1, you can see how the choice of the center affects the window function and the display of the indicator. This parameter can be changed in increments of 0.5.
Histogram width - the width of the histogram.
Histogram color - color of the histogram.
Show duration - display duration.
Screenshot - when this option is enabled, a picture is saved in the Files folder.

Some window functions use additional parameters - ParameterA and ParameterB. They affect the window weights. Because of this, the characteristics of the indicator change. The table shows the window functions and the limits for changing parameters if they are used.

Window
 Parameter A
 Parameter B
Bartlett - Hann window

Blackman window

Blackman window exact

Blackman – Harris window

Blackman – Harris window approx.

Blackman – Harris window corr.

Blackman - Harris window opt.

Blackman – Harris window ref.

Blackman - Nuttall window

Bohman window

Cauchy window
 0 <= ParameterA

Connes window
 1 < = ParameterA
Cosine gen. window 1st
 0 <= ParameterA <= 100
Cosine gen. window 2nd
 0 <= ParameterA <= 100
Dolph - Chebyshev window
 0 <= ParameterA
Flat Top window

Flat Top window approx.

Gauss window
 1 < = ParameterA <= 2*iPeriod
Gauss window approx.
 1 < = ParameterA <= 2*(iPeriod+1)
Gauss window conf.
 1 < = ParameterA <= 2*(iPeriod+1)
Gauss window gen.
 1 < = ParameterA <= 2*iPeriod
 0 <= ParameterB
Hamming window

Hamming window opt.

Hann window

Hann double window

Hann - Poisson window
 0 <= ParameterA

Hyperbolic tangent window
 0 <= ParameterA
 0 <= ParameterB
Kaiser window
 0 <= ParameterA

Kaiser - Bessel window
 0 <= ParameterA

Kaiser – Bessel window approx.

Karre window

Lanczos window

Lanczos kernel window
 1 <= ParameterA
Log window
 1 <= ParameterA
Logistic window

Modified cosine window

Nuttall's window

Parzen window

Planck - Bessel window
 0 < = ParameterA <= iPeriod/2
 0 <= ParameterB
Plank-taper window
 0 < = ParameterA <= iPeriod/2
Poisson window
 0 <= ParameterA

Rectangular window

Rife – Vincent 3rd window

Rife – Vincent 4th window

Silverman window
 1 <= ParameterA
Sinusoidal windows
 0 <= ParameterA

Smoothed rectangular window
 0 < = ParameterA <= iPeriod/2
Stepped window
 0 <= ParameterA

Triangular window
 0 < = ParameterA

Tukey window
 0 < = ParameterA <= iPeriod/2
Welch window
 1 <= ParameterA



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This program will allow you to export all of your trades from your MetaTrader account straight into Notion using a very friendly User Interface.  MT5 Version  |  User Guide + Demo To get started please use the User Guide and download the Notion Template. If you want a Demo please go to the User Guide. Does not work in the strategy tester! Main Features Export All trades from your trading account into your Notion Export Trades   from     the Last Day Export Trades   from     the Last  Week Expo
Layer Master Toolbox
Peter Andrew Thomas
5 (3)
Utilities
GRID TRADING - Layer Master tool kit is the ultimate, easy to use trading toolkit makes it simple to layer grids of Orders over any entry level. This toolkit will make it simple and fast to Open / Enter and Manage your grid trades on MT4. Every function is simple - but clicking and dragging the order zone - you define an area you want your orders, then you can quickly drag the SL and TP levels to where you want them. Hit one button and your orders are sent!!!  Features: It is capable to send h
Trend Line Optimizer
Evgenii Aksenov
4 (17)
Utilities
This is an automatic parameter optimizer for the   Trend Line PRO   indicator Easily and quickly you will select the optimal parameters for your favorite Trend Line PRO indicator.  Optimization takes only a few seconds. The optimizer allows you to find the best parameters for each pair and period: Amplitude, TP1-TP3, StopLoss, as well as values for Time Filter and HTF Filter on the selected history section (Days)  To optimize different timeframes, you need a different range of history: M5-M15
Grid Manual MT4
Alfiya Fazylova
4.72 (18)
Utilities
Grid Manual is a trading panel for working with grid strategies. The utility is universal, has flexible settings and an intuitive interface. It works with a grid of orders not only in the direction of averaging losses, but also in the direction of increasing profits. The trader does not need to create and maintain a grid of orders, the utility will do it. It is enough to open an order and the Grid manual will automatically create a grid of orders for it and will accompany it until the close. Ful
Risk Manager for MT4
Sergey Batudayev
4.56 (9)
Utilities
Expert Advisor Risk Manager for MT4 is a very important and in my opinion necessary program for every trader. With this Expert Advisor, you will be able to control the risk in your trading account. Risk and profit control can be carried out both in monetary terms and in percentage terms. For the Expert Advisor to work, simply attach it to the currency pair chart and set the acceptable risk values ​​in the deposit currency or in % of the current balance. Version for MT5 -  https://www.mql5.c
Equity Shield
Vladimir Stepanov
4.63 (8)
Utilities
The Expert Advisor will protect your account from unexpected losses by constantly monitoring the equity and follow the rules as per input in the parameters.   When the rules are breached the EA will close all trades.   You can set the EA to close all trades at a certain percentage or money loss, or to close at a certain percentage or money profit.   This utility is very useful for Prop Trading Challenges to keep the draw down low and to protect your equity! My signals and other products can be f
Second Chart the Time Frame in Seconds
Boris Sedov
4.8 (5)
Utilities
Seconds Chart — timeframes in seconds for MetaTrader 4. The utility allows you to create charts in the MetaTrader 4 terminal with a timeframe in seconds. The timeframe on such a chart is set in seconds, not in minutes or hours. Thus, you can create charts with a timeframe less than M1. For example, S15 is a timeframe with a period of 15 seconds. You can apply indicators, Expert Advisors and scripts to the resulting chart. You get a fully functional chart on which you can work just as well as on
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AIS Money Management MT5
Aleksej Poljakov
Utilities
The script is based on the simulation of trade transactions using a random number generator. This allows you to get completely different results, even with the same input parameters. When you run the script, a dialog box opens in which you can set the desired values ​​for external variables. In the  Trading options  block, the basic parameters that are necessary for trading modeling are defined. Start Balance  - sets the initial size of the trade balance. Number Trade  - sets the number of trad
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AIS Optimal Stop Levels
Aleksej Poljakov
Utilities
Choosing the levels of StopLoss and TakeProfit can have a very strong impact on the overall performance of trading. In addition to the obvious parameters of a trade transaction - the size of a possible win or probable loss - the levels of StopLoss and TakeProfit also affect the expected duration of the transaction, and the profitability of trading in general. If you have already determined the optimal transaction duration using the “ AIS-ODT ” script, then you can begin to determine the paramete
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AIS Probabilistic Price Levels MT5
Aleksej Poljakov
Utilities
This script allows selecting the TakeProfit and StopLoss levels. It analyzes the history data, and then calculates the probability of reaching a given price level. How the script works Suppose you have a trading strategy and you want to select the TakeProfit and StopLoss levels. Run the script and set the parameter: Number of Bars - the average position holding time in bars. Once the script operation is complete, the AIS-PPL.csv file will be created in the Files folder in the terminal data cat
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MinDeposit MT5
Aleksej Poljakov
3 (1)
Utilities
The script analyzes the history of quotes and gives recommendations on the minimum deposit. The calculations take into account the variability of prices and the standard deviation. Margin requirements for the instrument are also taken into account. The result of the script is the minimum recommended deposit for trading the given currency pair.
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Helper for parameter selection MTF MT5
Aleksej Poljakov
Utilities
The script allows selecting the required 'Filter level' value of the AIS-MTF MT5 indicator. Run the script on the required chart and selected timeframe. Once its operation is complete, the HPS.csv file will be created in the Files folder. Open the file. You will see three columns. The 'Filter lvl' column represents the value of the 'Filter level' for the AIS-MTF indicator. Am. dev. - degree and direction of the indicator's deviation from the price level (sorted in ascending order). Negative valu
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AIS Optimal Duration Transaction
Aleksej Poljakov
Utilities
This script is designed so that the trader can determine the average duration of trade transactions, at which the ratio of possible profits and losses will be optimal. First, let's look at the general approach to determining the optimal duration of trade transactions. We introduce the following variables: R   - the result of the transaction; T   - the time during which the transaction was open; W  - the time between the closing of the previous transaction and the opening of the next one. Every t
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AIS Probabilistic Price Levels
Aleksej Poljakov
Utilities
This script allows selecting the TakeProfit and StopLoss levels. It analyzes the history data, and then calculates the probability of reaching a given price level. How the script works Suppose you have a trading strategy and you want to select the TakeProfit and StopLoss levels. Run the script and set the parameter: Number of Bars - the average position holding time in bars. Once the script operation is complete, the AIS-PPL.csv file will be created in the Files folder in the terminal data cat
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AIS Optimal Stop Levels MT4
Aleksej Poljakov
Utilities
Choosing the levels of StopLoss and TakeProfit can have a very strong impact on the overall performance of trading. In addition to the obvious parameters of a trade transaction - the size of a possible win or probable loss - the levels of StopLoss and TakeProfit also affect the expected duration of the transaction, and the profitability of trading in general. If you have already determined the optimal transaction duration using the “ AIS-ODT ” script, then you can begin to determine the paramete
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AIS Money Management
Aleksej Poljakov
Utilities
The script is based on the simulation of trade transactions using a random number generator. This allows you to get completely different results, even with the same input parameters. When you run the script, a dialog box opens in which you can set the desired values ​​for external variables. In the Trading options block, the basic parameters that are necessary for trading modeling are defined. Start Balance - sets the initial size of the trade balance. Number Trade - sets the number of trade tr
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AIS Optimal Duration Transaction MT4
Aleksej Poljakov
Utilities
This script is designed so that the trader can determine the average duration of trade transactions, at which the ratio of possible profits and losses will be optimal. First, let's look at the general approach to determining the optimal duration of trade transactions. We introduce the following variables: R   - the result of the transaction; T   - the time during which the transaction was open; W - the time between the closing of the previous transaction and the opening of the next one. Every tr
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MinDeposit
Aleksej Poljakov
5 (1)
Utilities
The script analyzes the history of quotes and gives recommendations on the minimum deposit. The calculations take into account the variability of prices and the standard deviation. Margin requirements for the instrument are also taken into account. The result of the script is the minimum recommended deposit for trading the given currency pair.
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Helper for parameter selection MTF
Aleksej Poljakov
Utilities
The script allows selecting the required 'Filter level' value of the AIS-MTF indicator. Run the script on the required chart and selected timeframe. Once its operation is complete, the HPS.csv file will be created in the Files folder. Open the file. You will see three columns. The 'Filter lvl' column represents the value of the 'Filter level' for the AIS-MTF indicator. Am. dev. - degree and direction of the indicator's deviation from the price level (sorted in ascending order). Negative values i
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AIS Correct Averages
Aleksej Poljakov
Indicators
AIS Correct Averages indicator allows you to determine the beginning of the trend movement in the market. Another important quality of the indicator is a clear signal of the end of the trend. The indicator is not redrawn or recalculated. Displayed values h_AE - the upper limit of the AE channel l_AE - the lower boundary of the AE channel h_EC - High value projected for the current bar l_EC - Low predicted value for the current bar Signals for the indicator The main channel signal is the in
AIS Weighted Moving Average
Aleksej Poljakov
Indicators
The AIS Weighted Moving Average indicator calculates weighted moving average, allowing to determine the beginning of market trend. Weights are calculated taking into account the specific characteristics of each bar. This allows filtering random market movements. The main signal, confirming the beginning of a trend, is change in the direction of indicator line movement and the intersection of the indicator lines with the indicator price. WH (blue line) - the weighted average High price. WL (red l
AIS Advanced Grade Feasibility
Aleksej Poljakov
Indicators
The AIS Advanced Grade Feasibility indicator is designed for forecasting levels that a price can reach in future. Its operation is based on the analysis of the last three bars and creating the forecast. The indicator can be used on any timeframe and any currency pair. Using settings, you can achieve the desired quality of the forecast. Depth of forecast - sets the desired depth of forecast in bars. The recommended values for these parameters are 18-31. You can try beyond this range. But in this
AIS Volatility Meter
Aleksej Poljakov
Indicators
The indicator is designed to measure the price volatility. This allows determining the moments for opening or closing trade positions more accurately. High intensity of the market indicates the instability of its movement, but allows for better results. And, conversely, low intensity of the market indicates the stability of its movement. Parameters Bars to process - the number of bars to measure the price movements. A low value of this parameter allows determining the moments of rapid price mo
AIS Fibonacci P Numbers
Aleksej Poljakov
Indicators
This indicator uses the Fibonacci p-numbers to smooth a price series. This allows combining the advantages of the simple and exponential moving averages. The smoothing coefficients depend on the level of the p-number, which is set in the indicator parameters. The higher the level, the greater the influence of the simple moving average and the less significant the exponential moving average. Parameters Fibonacci Numbers Order - order of the Fibonacci p-number, specified by trader. Valid values
AIS Sliding Median and Moving Average
Aleksej Poljakov
Indicators
The indicator is based on the analysis of interaction of two filters. The first filter is the popular Moving Average. It helps to identify linear price movements and to smooth minor price fluctuations. The second filter is the Sliding Median. It is a non-linear filter. It allows to filter out noise and single spikes in the price movement. A predictive filter implemented in this indicator is based on the difference between these filters. The indicator is trained during operation and is therefore
AIS Multi Trend Forecast
Aleksej Poljakov
Indicators
This indicator studies the price action as a combination of micro-trends. All micro-trends are analyzed and averaged. Price movement is filtered based on this averaging. IP_High and IP_Low (blue and red dashed lines) show the instantaneous price movement. They display the forecast only for the current price values, taking into account only the number of bars defined by the 'Filter level' parameter. SP_High and SP_Low (blue and red solid lines) smooth the price movements with respect to history.
AIS Simple Linear Smoothing
Aleksej Poljakov
Indicators
This indicator implements the process of simple linear smoothing. One of the disadvantages of exponential smoothing is the rapid attenuation of the signal. This does not allow for a full-fledged monitoring of long-term tendency of a price series. Linear smoothing allows fine-tuning the signal filtering. The indicator is configured by selecting the parameters: LP - period of smoothing. The higher the value, the more long-term tendencies are displayed by the indicator. Valid values are from 0 to 2
AIS Dynamic Geometric Filter MT4
Aleksej Poljakov
Indicators
Этот индикатор представляет гибридный фильтр основанный на совместном использовании медианы и скользящей средней. Использование медианы позволяет отфильтровывать аномальные выбросы и случайные импульсы в значениях ценового ряда. При этом на трендовую составляющую медианный фильтр не действует, оставляя ее без изменений. Так как медианный фильтр является нелинейным, то для сглаживания его значений используется скользящая средняя. Такой подход позволяет более точно выделять не только тренд, но и п
AIS Dual Lanczos Filter
Aleksej Poljakov
Indicators
This indicator is a combination of two modified Lanczos filters. The first filter serves to extrapolate the price. Based on past values, he predicts a possible price movement within the current bar. That is, it shows what the price would be if the past trends remained unchanged. The second filter for smoothing and averaging prices within the window, determined by the level of the filter. Thanks to the selection of weights, this filter is most actively responding to the periodic component that is
AIS Linear Dynamic System MT4
Aleksej Poljakov
Indicators
Let's look at the nature of price changes in the Forex market, not paying attention to the reasons why these changes occur. This approach will allow us to identify the main factors affecting the price movement. For example, let's take the opening prices of bars on the EUR-USD currency pair and the H1 timeframe. For these prices, we construct the Lameray diagram (Figure 1). In this diagram, it can be seen that the price movement basically occurs according to a linear equation. To determine the pa
AIS Color Noise Filter MT4
Aleksej Poljakov
Indicators
This indicator is more informative. His work is based on the assumption that the price movement in the market can be represented as noise of a particular color, which depends on the parameters of the distribution of price values. Thanks to this, it is possible to analyze the price change from different angles, and considering the price movement as noise of a particular color, one can get information about the current state of affairs in the market and make a forecast about the price behavior. W
AIS Predictor Color Noise
Aleksej Poljakov
Indicators
Despite some drawbacks of the “ AIS Color Noise Filter ” indicator, the idea to use it to smooth the price series and forecast prices looks quite attractive. This is due to several reasons: first, taking into account several noise components allows building a forecast on factors independent of each other, which can improve the quality of forecasting; secondly, the noise characteristics of the price series behave quite stably throughout the entire history, which makes it possible to obtain stabl
AIS Adaptive Nonlinear Smoothing
Aleksej Poljakov
Indicators
Very often, in the study of financial series apply their smoothing. Using smoothing, you can remove high-frequency components - it is believed that they are caused by random factors and therefore irrelevant. Smoothing always includes some way of averaging the data, in which random changes in the time series mutually absorb each other. Most often, for this purpose, simple or weighted moving average methods are used, as well as exponential smoothing. Each of these methods has its advantages and d
AIS Adaptive Trend Smoothing
Aleksej Poljakov
Indicators
In order to isolate long-term and non-random components, it is necessary to know not only how much the price has changed, but also how these changes occurred. In other words - we are interested not only in the values ​​of price levels, but also in the order in which these levels replace each other. Through this approach, one can find long-term and stable factors that influence (or may influence) the price change at a given point in time. And knowledge of these factors allows you to make a more
AIS Levi Smoothing Process
Aleksej Poljakov
Indicators
One of the powerful methods of analysis is the modeling of financial series using Levy processes. The main advantage of these processes is that they can be used to model a huge number of phenomena - from the simplest to the most complex. Suffice it to say that the idea of ​​the fractal price movement in the market is only a special case of Levy processes. On the other hand, with proper selection of parameters, any Levy process can be represented as a simple moving average. Figure 1 shows an exa
AIS Channel Price
Aleksej Poljakov
Indicators
Very often, the trader is faced with the task of determining the extent to which the price may change in the near future. For this purpose, you can use the Johnson distribution type SB. The main advantage of this distribution is that it can be used even with a small amount of accumulated data. The empirical approach used in determining the parameters of this distribution, allows you to accurately determine the maximum and minimum levels of the price channel. These values ​​can be used in differ
AIS Probable High Low
Aleksej Poljakov
Indicators
This indicator allows you to determine the likelihood that the price will reach one or another level. Its algorithm is quite simple and is based on the use of statistical data on the price levels of a particular currency pair. Thanks to the collected historical data, it is possible to determine the extent to which the price will change during the current bar. Despite its simplicity, this indicator can provide invaluable assistance in trading. So, with its help it is possible to determine TakePr
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Version 4.0 2022.09.06
Added Fibonacci and Carré - Rouye windows
Version 3.0 2022.08.11
Enhanced some windows
Version 2.0 2022.06.01
Added new window functions, made some changes in the calculations.