Aleksey Ivanov / Profile
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6+ years
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32
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139
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💰 Presented products:
1) 🏆 Indicators with optimal filtering of market noises (for choosing points of opening and closing positions).
2) 🏆 Statistical indicators (to determine the global trend).
3) 🏆 Market research indicators (to clarify the microstructure of prices, build channels, identify differences between trend reversals and pullbacks).
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☛ More information in the blog https://www.mql5.com/en/blogs/post/741637
Added global shift to start calculating indicator readings (for visual estimation of the accuracy of its work).
(1) Added push and mail alert types.
(2) The number of signal identification methods have been introduced.
https://www.mql5.com/en/market/product/36336
The Estimation moving average without lag (EMAWL) indicator calculates the non-lagging moving average, which is calculated at the points (Inf, n + 1) in the usual way, and at the points of the [n, 0] segment, where 0 is the last bar number, is algorithmically and there is a curvilinear sector (cover out the confidence interval) in which the line of the non-lagging moving average fits with the confidence level specified in the indicator settings. It is clear that the more the confidence probability value is taken (which by default is equal to 0.67), the wider the curvilinear sector of the confidence interval is obtained. If we take the confidence probability equal to zero, then the sector of the indicator readings at points [n, 0] will shrink to a curve, which will pass through the most probable values of the non-lagging average. Statistical studies show that the price around the non-remaining average is distributed according to the Laplace law. Knowledge of the distribution law and the algorithm for calculating the most likely non-lagging average on the [n, 0] segment allow us to calculate the confidence interval sector.
I present an indicator for professionals. ProfitMACD is very similar to classic MACD in appearance and its functions. However, ProfitMACD is based on completely new algorithms (for example, it has only one averaging period) and is more robust, especially on small timeframes, since it filters random price walks.
The StatChannel indicator builds the distribution patterns of the current channels, into which all price fluctuations fit in heap and evenly. The figure of the middle line gives directly those values for the current price that fit into the given (in the settings) confidence level. The figures of the upper and lower lines describe the allowable variations in price fluctuations at the top and bottom, respectively.
The principle of the indicator. The StatChannel ( SC ) indicator is a development of the Bollinger Bands indicator ( ВВ ). BB is a moving average, on both sides of which two lines are drawn, separated from it by standard deviations std multiplied by the corresponding coefficient. At the same time, a moving average with an averaging period (2n + 1) bars is always obtained lagging behind n bars. Sliding std
The principle of the indicator. The Strong Trend Flat Signal (STFS) indicator is the intersection of two, developed by the author, non-lagging moving averages with averaging periods 21 and 63. A simple moving average (SMA) with an averaging period (2n + 1) of bars is always obtained lagging by n bars. If SMA or other types of moving
The Estimation moving average without lag (EMAWL) indicator calculates the non-lagging moving average.
The principle of the indicator. A simple moving average (SMA) with an averaging period (2n + 1) of bars is always obtained lagging by n bars. If SMA or other types of moving averages are the basis for making trading decisions, then their strong delay does not allow to open positions in time and close positions, which leads to losses.
The Sensitive Signal (SS) indicator, using the filtering methods developed by the author, allows, with a high degree of probability, to establish the beginning of the true (filtered from interference - random price walks) trend movement. It is clear that such an indicator is very effective for trading on the currency exchange, where signals are highly distorted by random noise.