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조회수:

42184

평가:

(24)

게시됨:

2014.09.02 09:55

업데이트됨:

2016.11.22 07:32

GARCH.mq4 (6.8 KB) 조회

ZIP 파일로 다운로드, MetaEditor에서 코드를 다운로드하는 방법

이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

This a little contribution for the wonderful community. I inspired my indicator by Edgar Peters work. It is a fractal volatility indicator based on Bollerslev Model. ARMA and ARCH models could help to understand forecast.

The indicator grows when the volatility of the market is high. The changes or variation can be predicted as well. Almost you have greater value of indicator when up or down tendency. All critics are accepted to improve the indicator.

I added an improvement to better results ()

In version 1.1 you can reverse GARCH (1,1) or just leave as default behavior. If you've already downloaded it, re-download it to test the improvements

Version 1.2 is better, you can customize more parameters. I use this new code and result is so good.

Fractal volatily indicator based on Bollerslev Model

WelchCandlesticks_v2

Change of the spread is being reflected in the candlestick formation, which you can use to more accurately place your stops and not get kicked out of a trade when it might just be challenging a price before making a huge swing in the direction you initially placed your trade.

Renko Live Charts v4.13

Trade using Renko Boxes in MetaTrader 4.

RobotiADXwining

Expert Advisor work with one hour chart, and is the best robot for now, plays a sound when orders/alarms are executed and multiply positions by 10 when 5 digits is true, trailing stops every tick regardless of Execution Mode.

COrdersCounter

The simple class for counting of the orders with different filters: by symbol of currency, Magic Number, either closed, either opened orders.

GARCH - MetaTrader 4용 지표