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Tick Imbalance Bars

Tick imbalance bars (TIB), described in the book Advances in Financial Machine Learning (2018) by Marcos López de Prado.

Indicator that show candlestick bars with an different sampling method than time fixed.

Real time data is sourced to the indicator and it may be used as substitute of the default graph.

Each bar is formed when a predefined tick balance is exceeded, showing in the graph the OHLC of this cluster of ticks.

The input variable is the amount of ticks of each bar.

The indicator may not work on strategy tester. Metatrader clusters the past ticks by price.


There is two adicional indexes buffers: stdev_log_returns (buffer 5) and new_bar (buffer 6), wich returns the standard deviation of log returns [%] of the last 20 TIB and flags the initial tick the bar. New_bar is 1 when the current tick opens a new bar.


Ps.: as discussed in this issue, there is a problem with the TIB's threshold. The choosen approach to address the issue was limiting the maximum expectation to the input threshold from the begining.


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Obtenez votre mise à jour quotidienne du marché avec des détails et des captures d'écran via notre Morning Briefing ici sur mql5 et sur Telegram ! FX Volume est le PREMIER et SEUL indicateur de volume qui fournit un VRAI aperçu du sentiment du marché du point de vue d'un courtier. Il fournit des informations impressionnantes sur la façon dont les acteurs institutionnels du marché, comme les courtiers, sont positionnés sur le marché des changes, bien plus rapidement que les rapports COT. Voir c
Noize Absorption Index - is the manual trading system that measures the difference of pressure between bears forces and bulls forces. Green line - is a noize free index that showing curent situation. Zero value of index shows totally choppy/flat market.Values above zero level shows how powerfull bullish wave is and values below zero measures bearish forces.Up arrow appears on bearish market when it's ready to reverse, dn arrow appears on weak bullish market, as a result of reverse expectation.
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Volume Candlestick Bars
Henrique Helmuth Kreutz Pfeifer
Indicator that show candlestick bars with an different sampling method than time fixed. Real time data is sourced to the indicator and it may be used as substitute of the default graph. Each bar is formed when a predefined volume of assets was dealt, showing in the graph the OHLC of this clustering. The amount of bars is proportional to the amount of negotiations instead of a sample in a fixed amount of time. If the broker doesn't show the real volume of the trades, this indicator won't work. Th
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Tick Bars
Henrique Helmuth Kreutz Pfeifer
Indicator that show candlestick bars with an different sampling method than time fixed. Real time data is sourced to the indicator and it may be used as substitute of the default graph. Each bar is formed when a predefined amount of ticks is received, showing in the graph the OHLC of this clusteri of ticks. The input variable is the amount of ticks of each bar. It's a different approach of sampling, the amount of bars is proportional to the amount of negotiations insted of a sample in a fixed am
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Version 1.1 2022.03.29
2 auxiliar buffers included