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DIFF 2Pairs

DIFF-2Pairs detects divergences of correlated pairs considering lots balancing (+ built-in strategy tester).

The indicator has a system for measuring the divergence of correlated pairs by various methods to estimate the value of the differential curve:

  • the system can measure performance.
  • statistical analysis to determine the optimal SL and TP.
  • exporting data to a CSV file.

Currently, the indicator supports the following deviations of the correlated pairs:

  • The standard deviation is the measurement of the standard deviation (StdDev).
  • MA - measuring the difference in deviation (Moving Average).
  • Stochastic – stochastic value of the deviation difference - Stochastic.

The price deviation of correlated pairs (difference) is displayed as a curve. Once the price divergence goes beyond, you open a position and close it after returning to the average value (ideal value).

Optimal SL and TP: How to determine the optimal value for TP and SL? And how to minimize losses with maximum profit? The answer to this question lies in the analysis of MFE and MAE:

  • MFE analysis (Maximum Favorable Excursion) - helps us determine the optimal Take Profit (TP). This is the maximum profit.
  • MAE analysis (Maximum Adverse Excursion) - helps us determine the optimal Stop Loss (SL). This is the maximum loss.


The algorithm of the indicator

At a discrepancy there are 3 inputs (3 × 2 pos.). After login, the calculation of MAE and MFE. Using this method allows you to increase profits. The system is more advantageous than without SL and TP, and is more reliable.

Various methods of modeling on history can be exported to an Excel file. This is a kind of strategy tester for pair trading (trade results can be analyzed using Excel tools).

In the indicator, two characters are entered and it should be on the chart of the 1st symbol. The signals are given by the indicator in the form of an alert, and the chart shows, in which direction it is necessary to open the traded symbols of the correlated pairs and with what volume (Lot).


Inputs

  • DIFF_PairI - 1 symbol
  • DIFF_PairII - 2 symbol
  • TFPeriod - Working timeframe
  • DirectionType - Type of referral (ByCorrelation / Positive / Negative)
  • CorelationD1Period - Number of correlation bars (D1)
  • AutoMagicNumber - Auto detection Magic number
  • MagicNumber - Magic (manual input with AutoMagicNumber = false)
  • FilterSpread - Use spread filter
  • SpreadMax - Maximum spread is 2 symbols
  • UseCommentOnGraph - Output of information on the chart (false-output in the indicator window)
  • Language - display language
  • LotSize - lot size
  • BalanceLotSize - lot calculation (by Volatility / by price)
  • VOL_PeriodATR - ATR period
  • DIFF_Type - Type of difference (Standart Deviation-StdDev / Moving Average-MA / Stochastic)
  • StdDevPeriod - Standard deviation period
  • MaPeriod - МА period
  • Kperiod - Period of the line K
  • Dperiod - Period of the line D
  • Slowing - Slowdown
  • TS - Difference calculation type
  • SendAlert - Signal- Алерт
  • SendEmail - Signal e-mail
  • TradePercentInput - % divergence for entry
  • TradePercentClose - % divergence for output
  • TradePercRecalcBars - recalculation percent every N bars
  • TradeValueInput - value divergence for entry
  • TradeValueClose - value divergence for output
  • Profit_Calculation = Simulation of profit calculation (output to the graph)
  • Spread_Sym1 - Spread of 1 symbol
  • Spread_Sym2 - Spread of 2 symbol
  • PercentMAE - % for MAE, percentage of loss reduction (risk reduction)
  • PercentMFE - % for MFE, percentage of profit increase
  • ExportTradeToCsv - Writing data to a file
  • ShowOnlyDiffCurve - show only the difference curve
  • MaxBarCount - number of calculated bars, if 0 - then all
  • ShowPriceLabel - Difference value indicator
  • ResetAlertStatusAfterStart - Reset the last line status activation
  • ColorBuy - color of the Buy symbol
  • ColorSell - color of the Sell symbol
  • Color_Correl – correlation
  • Color_Text - text simulation of profit / loss calculation
  • Color_BLevels - Buy entry levels
  • Color_SLevels - Sell entry levels
  • Color_Magic - magic
  • Color_HourON - time on
  • Color_HourOFF - time off
  • Color_SpreadON - spread on
  • Color_SpreadOFF - spread off
  • Color_ProfitPlus - profit(+)
  • Color_ProfitMinus - profit(-)
  • Color_StopLevelLine - stop-level
  • Color_ZeroLine - zero-line
  • Color_TradeLine - trade-line
  • Color_PriceLabel - price label


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Scalper Vault , başarılı bir scalping için ihtiyacınız olan her şeyi size sağlayan profesyonel bir scalping sistemidir. Bu gösterge, forex ve ikili opsiyon tüccarları tarafından kullanılabilecek eksiksiz bir ticaret sistemidir. Önerilen zaman çerçevesi M5'tir. Sistem size trend yönünde doğru ok sinyalleri sağlar. Ayrıca size üst ve alt sinyaller ve Gann piyasa seviyeleri sağlar. Göstergeler, PUSH bildirimleri dahil her türlü uyarıyı sağlar. Göstergeyi satın aldıktan sonra lütfen benimle iletişim
Gold Channel is a volatility-based indicator, developed with a specific timing algorithm for the XAUUSD pair, which consists of finding possible corrections in the market. This indicator shows two outer lines, an inner line (retracement line) and an arrow sign, where the theory of the channel is to help identify overbought and oversold conditions in the market. The market price will generally fall between the boundaries of the channel. If prices touch or move outside the channel it is a tra
Şu anda %20 İNDİRİMLİ! Herhangi bir Acemi veya Uzman Tüccar için En İyi Çözüm! Bu gösterge paneli yazılımı 28 döviz çifti üzerinde çalışıyor. Ana göstergelerimizden 2'sine (Gelişmiş Para Birimi Gücü 28 ve Gelişmiş Para Birimi Dürtüsü) dayanmaktadır. Tüm Forex piyasasına harika bir genel bakış sağlar. Gelişmiş Para Birimi Gücü değerlerini, para birimi hareket hızını ve tüm (9) zaman dilimlerinde 28 Forex çifti için sinyalleri gösterir. Trendleri ve / veya scalping fırsatlarını belirlemek içi
Currency Strength Wizard , başarılı ticaret için size hepsi bir arada çözüm sağlayan çok güçlü bir göstergedir. Gösterge, birden çok zaman dilimindeki tüm para birimlerinin verilerini kullanarak şu veya bu forex çiftinin gücünü hesaplar. Bu veriler, şu veya bu para biriminin gücünü görmek için kullanabileceğiniz, kullanımı kolay para birimi endeksi ve para birimi güç hatları biçiminde temsil edilir. İhtiyacınız olan tek şey, işlem yapmak istediğiniz tabloya göstergeyi eklemektir ve gösterge size
ŞU ANDA %26 INDIRIMLI Yeni Başlayanlar veya Uzman Tüccarlar için En İyi Çözüm! Bu Gösterge benzersiz, yüksek kaliteli ve uygun fiyatlı bir ticaret aracıdır çünkü bir dizi tescilli özellik ve yeni bir formül ekledik. Sadece BİR grafik ile 28 Forex çifti için Döviz Gücünü okuyabilirsiniz! Yeni bir trendin veya scalping fırsatının tam tetik noktasını belirleyebildiğiniz için ticaretinizin nasıl gelişeceğini hayal edin? Kullanım kılavuzu: buraya tıklayın Bu ilk olan, orijinal! Değersiz bir
MetaTrader 4 için Ultimate Gold Advisor Ultimate Gold Advisor, MetaTrader 4 üzerindeki ticaret deneyimini optimize etmek için tasarlanmış ileri teknolojik bir araçtır. Deneyimli yatırımcıların ihtiyaçlarını karşılamak amacıyla geliştirilen bu gösterge, doğruluk, sofistike analiz ve çok yönlü işlevselliği bir araya getirerek bilgiye dayalı ticaret kararlarını destekler. Altın ticareti için ideal olmakla birlikte, geniş bir varlık yelpazesinde de uygulanabilir olan Ultimate Gold Advisor, piyasa st
Gann Swing Structure
Kirill Borovskii
5 (1)
This indicator is based on the mathematics of the great trader W.D. Ganna. With its help, you can easily find strong levels by analyzing swings to find the optimal entry point. The indicator works on all instruments and all timeframes. The indicator is fully manual and has control buttons. All you need to do is press the NEW button, a segment will appear, which you can place on any movement, swing or even 1 candle that you want to analyze. By placing the segment, press the OK button. A grid (th
Sizlere ON Trade Waves Patterns Harmonic Elliot Wolfe'u tanıtmaktan mutluluk duyarız. Bu, manuel ve otomatik yöntemleri kullanarak piyasada çeşitli desenleri tespit etmek için tasarlanmış gelişmiş bir göstergedir. İşte nasıl çalıştığı: Harmonik Desenler: Bu gösterge, grafiğinizde görünen harmonik desenleri tanımlayabilir. Bu desenler, Scott Carney'in "Harmonic Trading vol 1 & 2" adlı kitabında açıklandığı gibi harmonik ticaret teorisini uygulayan tüccarlar için önemlidir. Onları manuel olarak ç
IX Power MT4
Daniel Stein
4.67 (6)
IX Power nihayet FX Power'ın rakipsiz hassasiyetini Forex dışı sembollere getiriyor. En sevdiğiniz endeksler, hisse senetleri, emtialar, ETF'ler ve hatta kripto para birimlerindeki kısa, orta ve uzun vadeli eğilimlerin yoğunluğunu doğru bir şekilde belirler. Terminalinizin sunduğu her şeyi analiz edebilirsiniz. Deneyin ve işlem yaparken zamanlamanızın nasıl önemli ölçüde iyileştiğini deneyimleyin. IX Power Temel Özellikler 100 hassas, yeniden boyanmayan hesaplama sonuçları - terminalini
Advanced Supply Demand
Bernhard Schweigert
4.91 (295)
CURRENTLY 26% OFF !! 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 potenti
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Bernhard Schweigert
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Şu anda %20 İNDİRİMLİ! Bu gösterge paneli, birden fazla sembol ve 9 zaman dilimine kadar çalışan çok güçlü bir yazılım parçasıdır. Ana göstergemize dayanmaktadır (En iyi yorumlar: Advanced Supply Demand ).     Gösterge paneli harika bir genel bakış sağlar. Gösterir:    Bölge mukavemet derecesi dahil filtrelenmiş Arz ve Talep değerleri, Bölgelere/ve bölgeler içindeki pip mesafeleri, İç içe geçmiş bölgeleri vurgular, Tüm (9) zaman dilimlerinde seçilen semboller için 4 çeşit uyarı verir. Kişis
ŞU ANDA %31 INDIRIMLI !!! Yeni Başlayanlar veya Uzman Tüccarlar için En İyi Çözüm! Bu gösterge benzersiz, yüksek kaliteli ve uygun fiyatlı bir ticaret aracıdır çünkü bir dizi tescilli özellik ve gizli bir formül ekledik. Yalnızca BİR grafikle 28 döviz çiftinin tümü için Uyarılar verir. Yeni bir trendin veya scalping fırsatının tam tetik noktasını belirleyebildiğiniz için ticaretinizin nasıl gelişeceğini hayal edin! Yeni temel algoritmalar üzerine inşa edilen bu sistem, potansiyel işlemler
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Ivan Stefanov
5 (3)
ENIGMERA: Pazarın çekirdeği https://www.enigmera.com Giriş Bu gösterge ve ticaret sistemi, finansal piyasalar için dikkate değer bir yaklaşımdır. ENIGMERA, destek ve direnç seviyelerini doğru bir şekilde hesaplamak için fraktal döngüleri kullanır. Gerçek birikim aşamasını gösterir ve yön ve hedefler verir.  İster bir trendde ister bir düzeltmede olalım çalışan bir sistem.  Nasıl çalışır? ENIGMERA üç çizgiden oluşur: destek/direnç çizgisi, hedef çizgisi ve sapma çizgisi. Sistem, geçmiş veril
ÜRÜNÜ SATIN ALMADAN ÖNCE LÜTFEN AŞAĞIDAKİ BİLGİLERİ OKUYUNUZ! Apollo Pips PLUS SP benzersiz bir üründür! YENİ "APOLLO PIPS" GÖSTERGEMİ ARTI TÜM İŞLEM GÖSTERGELERİME ERİŞİM İLE "SÜPER PAKET" BONUSUNU ALMAK İSTEYENLER İÇİN! Apollo Pips PLUS SP ürününü satın alarak aslında Apollo Pips göstergemin tamamen yeni bir versiyonunu satın almış oluyorsunuz. Göstergenin bu sürümü, geliştirilmiş bir algoritmaya ve kullanımı kolay bir parametreye sahiptir; bu, size göstergeyi herhangi bir piyasada ve herhangi
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Noha Mohamed Fathy Younes Badr
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Order block hunter indicator is the best indicator for  hunt the order blocks that area where there has been a large concentration of limit orders waiting to be executed Order blocks are identified on a chart by observing previous price action and looking for areas where the price experienced significant movement or sudden changes in direction .This indicator does that for you by using very complicated codes and helps you to take the best areas To buy and sell because it make marks at the best a
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Eric John Pajarillaga Aldana
4.44 (16)
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Marzena Maria Szmit
4 (4)
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
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The Fx-PIOT indicator determines the movement direction of a financial instrument using a combined signal: the main signal + 2 filters. The screenshots were taken in real-time mode (/ Date=2017.01.24 / Symbol=NZDJPY / TF=H1 /). The main signal is displayed as arrows (Up / Down) + possible reversal zones. Calculation is made using the Open, Close, High and Low prices. Filter #1 is a trend filter determining trend on the D1 time-frame; it outputs a message: "Buy Signal" / "Wait for Signal" / "Sell
This EA requires a broker having Market Execution (ECN, NDD, STP accounts), low spread, zero StopLevel (or close to such level), no commission if possible (as it influences on the profit amount). Order executin time should be measured in milliseconds, not minutes, requotes and slippage should not happen too often. Deposit: Minimum deposit is $50 (MinLot = 0.01) or $500 (MinLot = 0.1) Recommended currency pairs: EURUSD, GBPUSD, AUDUSD, NZDUSD, USDJPY, USDCHF, USDCAD No Martingale / No grid / No a
FREE
The e-FastCHF EA is developed for GBPCHF. The EA has no trading limitations only on GBPCHF. 16.01.2015. The Swiss National Bank decided not to support the EUR/CHF course on the level of (1.20). Now it is pegged not to EUR but to USD. Our strategy is based on this fact. Tests have been performed from 02.01.2015. Timeframe – М15 Currency pair – GBPCHF No Martingale Calculation of lot basing on the balance (risk per trade). Supporting ECN accounts. This option operates as follows: first a position
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FxSProMT
Sergiy Podolyak
5 (1)
The FxSProMT indicator shows the current market trend and trend change. Indicator Parameters Ind_Period - the number of previous bars used to calculate actual values. Number_Bars - the number of bars to display the indicator.. Too many bars may significantly slow down the operation of the trading terminal. Signal_Sound - sound alert to notify of trend change. The sound can be played multiple times until the signal is confirmed (the bar closes). Default is disabled. Signal_Alert - an alert to n
FREE
Trade Space PRO   Профессиональная торговая панель для MT4. Главное  ПРЕИМУЩЕСТВО - все настройки выведены на график символа. Запоминаются автоматически для каждого символа отдельно.  Трейдинг/риски/блок контроля новостей и тайминга/панель сигналов .  Вся важная информация отображается на панелях.  Вам нужно только открыть позицию одним щелчком мыши. Управление открытой позицией так же просто,  насколько это возможно:  вы можете легко настроить уровни Стоп Лосса (S/L) и Тейк Профита (T/P).  В о
FREE
FxSProWPR
Sergiy Podolyak
The FxSProWPR oscillator generates signals for trend confirmation, which can also nbe used to confirm the emergence of new trends. Indicator Parameters NumberBars - the number of bars to display the indicator. Too many bars may significantly slow down the operation of the trading terminal. SignalAlert - an Alert notifying of a trend. SignalSound - sound alert to notify of a trend. The sound will be played once the histogram exceeds the level of 15. Rules to confirm position entry Green histo
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PARTIAL CLOSE & VIRTUAL TRAILING Virtual trailing with partial position closing.  ( Version MT5 ) ea-PartTrailing&Close is a fully automated Expert Advisor for tracking trades. Version =Simple= provides tracking of one BUY or SELL orders (or 1 Buy+1 Sell simultaneously). The EA is almost perfect at averaging profit and loss. StopLoss without TakeProfit is recommended since the latter may limit your profit in case of sharp price spikes. The trailing is virtual since every movement of the levels r
Virtual Trailing and Closing Profit by parts U Trail and Close Part is a fully automated Expert Advisor for managing trades. The following functions are used in the Expert Advisor: Calculation of risk in a position StopLoss - used for calculation of risk in a trade. LotFixedUse - only a fixed lot is used. LotFixed - fixed lot size. RiskMM - percentage of risk in the position. The function is active if the fixed lot is disabled. Partial profit taking PartialOn - enable partial closure (true
Description ea-PartialClose&VirtualTrailing – fully automated advisor for transaction support. Version = Multi = provides support for any BUY or SELL positions. The adviser almost perfectly averages profit and loss. In open positions, it is recommended to use Stop-Loss, and do not set TakeProfit, which limits profit during sharp surges of the symbol price. The trailing process is virtual, since each movement of the levels that are responsible for a certain part of the position does not modify th
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İncelemeye yanıt
Sürüm 3.38 2024.06.05
Compiled for the latest build
Sürüm 3.36 2021.08.28
ver 3.36
- Исправлено запаздывание отображение расчетной информации
на левой панели. Отпала необходимость переключать ТФ.
Sürüm 3.35 2021.08.28
Расчет производится 1 раз при загрузке индикатора на график.
Это сделано для уменьшения нагрузки на терминал.
Поэтому, все нужные параметры записываются в глобальные переменные терминала.
Sürüm 3.33 2021.08.06
- Скомпилирован под последний билд МТ4.
- Исправлены неточности отображения информации.
Sürüm 3.25 2020.05.03
Модуль для использования сигнала индикатора в советнике.

TradeEAAllowed = false // Использовать сигнал для советника
FilterHours = false // Фильтр торговли по времени
TradeFrom = "01:30" //
TradeTo = "22:30" //

Индикатор создает глобальные переменные терминала для обмен сигнала с советником.

DIFF-CLOSE_ - сигнал для закрытия позиций
DIFF-OPENB_ - сигнал для открытия BUY позиций
DIFF-OPENS_ - сигнал для открытия SELL позиций

Sürüm 3.24 2020.05.02
Сделана коррекция при формировании файла Эксел (тестер стратегий)
Sürüm 3.22 2020.03.24
Скомпилирован под последний билд МТ4
Sürüm 3.11 2018.12.02
1. Indicator indicates the specific direction of trade, depending on the discrepancy.
For example, EURUSD – BUY / GBPUSD – SELL
EURUSD – SELL / GBPUSD – BUY

2. The chart displays an additional panel with information:
- Symbol
- Lot
- Direction of movement (Buy, Sell, None)
The information is indicated when the signal is received for trading.

3. Added options:
- UseCorrelation_Trade – use the control of correlation value of symbols
- Correlation_Trade – symbol correlation (%)
- UseDoubleSignalInChart - Output additional panel with information on the graph (bottom right corner).
- UseFind_SymbolInMarket – проверка символа на наличие в обзоре рынка.
- TradeEAAllowed - allow an adviser to trade
- FilterHours - use trading time
- TradeFrom - time to start trading
- TradeTo - time to end trading
4. Control of the presence of a symbol in the market review.
5. Control of symbols for trade approval.
6. Control of the pairs of open positions.
7. The indicator sends trading signals to the advisor