Aleksey Ivanov / Profil
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On beş yıldır piyasanın matematiksel modellerini araştırmaya odaklanarak ticaret yapıyorum.
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💰 Sunulan ürünler:
1) 🏆 Piyasa gürültüsünün optimal filtrelenmesine sahip göstergeler (açılış ve kapanış pozisyonları için noktaları seçmek için).
2) 🏆 İstatistiksel göstergeler (küresel eğilimi belirlemek için).
3) 🏆 Pazar araştırması göstergeleri (fiyat mikro yapısını netleştirmek, kanallar oluşturmak, trend dönüşleri ve geri çekilmeler arasındaki farkları belirlemek için).
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☛ Blogda daha fazla bilgi https://www.mql5.com/en/blogs/post/741637
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
The Quality trend indicator expresses the ratio of the strength of a trend or the speed of its growth (fall) to the degree of its noisiness or a certain norm of amplitudes of chaotic fluctuations of a growing (falling) price. The position of the indicator line above zero shows an increasing trend, below zero - a falling trend, the fluctuation of the indicator line near zero shows a flat.
If the indicator line begins to fluctuate rapidly around zero and approach it, then this indicates the imminent beginning of a trend movement. Quite often, an increase in the noise of even a rapidly growing trend or an increase in volatility indicates upcoming changes in the market, in particular, the end of the corresponding trend movement. Consequently, if the readings of an indicator with a high quality factor value suddenly start to decrease, then this indicates the imminent end of the corresponding trend movement. Therefore, the indicator readings are often leading and show the near end of a trend movement with a transition to a flat or even a change in the direction of the trend movement.
✔️The indicator does not lag behind and does not redraw.
![](https://c.mql5.com/1/255/1_GBPUSDM5.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
The indicator predicts the future values of the Stochastic indicator, which allows you to use this indicator much more efficiently.
The market has a very short memory; in any case, the information that formally describes it quickly becomes obsolete and loses its weight in the formation of the current price. Therefore, wavelet analysis is the most promising for predicting future market parameters. The author uses a number of wavelet functions (including the Morlet wavelet and a somewhat modified Gaussian function, which are shown in the last screenshot), the expansion by which, with a sufficient degree of reliability, allows extrapolating future values of oscillator indicators.
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
The Channel Builder (CB) or Ivanov Bands indicator is a broad generalization of the Bollinger Bands indicator. First, in CB, the mean line is calculated using various averaging algorithms. Secondly, the mean deviations calculated by Kolmogorov averaging are plotted on both sides of the middle line .
✔️The algorithms of this indicator are unique and developed by their author
Author Aleksey Ivanov https://www.mql5.com/en/users/60000382
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
The “Alligator Analysis” (AA) indicator allows you to build various (by averaging types and by scales) “Alligators” and their combinations, i.e. allows you to analyze the state of the market based on the correlation of this state with a whole range of different "Alligators". The classic "Alligator" by Bill Williams is based on moving averages and Fibonacci numbers, which makes it one of the best indicators now. The classic "Alligator" is based on Fibonacci numbers and is a combination of three smoothed moving averages (SМMA) with periods 5, 8 and 13, which are part of the Fibonacci sequence. In this case, the moving averages are shifted forwards by 3, 5, and 8 bars, respectively, which are numbers from the same sequence (preceding the corresponding period values).
Alligators from the AA indicator is based, on the same principle as the classic “Alligator”, but on different parts of a number of Fibonacci numbers, as well as on different moving average averaging algorithms.
The indicator AA uses 6 types of averaging, where the classical averaging SMA, EMA, SMMA, LMA are supplemented by averaging the moving average by the median and averaging weighted by volume.
Line shifts can be removed. The colors of the AA indicator lines are set according to the type of color spectrum: from violet for a small smoothing period to red - for the largest period.
![](https://c.mql5.com/1/255/6._GBPUSDH1.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
There is a little more order in the stock market than in the foreign exchange market. Here you can rely on fundamental data on the economic condition (financial statements, etc.) of the companies that issue the respective shares. But here, in our time, when the global crisis is approaching, the data provided by even reputable experts can be unreliable. However, the indicators I provide are better applied to the stock market, which is more orderly.
Modern profitable indicators https://www.mql5.com/en/blogs/post/741637
Author Aleksey Ivanov https://www.mql5.com/en/users/60000382
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
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 Estimation moving average without lag indicator calculates an estimate of a non-lagging moving average and displays the corresponding confidence interval.
✔️The algorithms of this indicator are unique and developed by their author
![](https://c.mql5.com/1/255/0.3._EURUSDMonthly.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
Iterative Moving Average – IMA. IMA is obtained by correcting the usual MA. The correction consists in addition to MA averaged difference between the time series (X) and its MA, i.e. IMA(X)=MA(X) + MA (Х-MA(X)). Correction is done in several iterations (and, exactly, 2 iterations in this indicator) and with a change in the averaging period.
As a result, the time-series points begin to cluster around (on all sides) of the getting IMA and with a smaller delay than around the usual MA. Therefore, IMA is a more effective tool for manual and automatic trading than all types of conventional MA (SMA, EMA, SSMA, LMA).
✔️The algorithms of this indicator are unique and developed by their author
![](https://c.mql5.com/1/255/iterative-moving-average-.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
Signal Bands is a sensitive and convenient indicator, which performs deep statistical processing of information. It allows to see on one chart (1) the price trend, (2) the clear price channel and (3) latent signs of trend change. The indicator can be used on charts of any periods, but it is especially useful for scalping due to its high sensitivity to the current market state.
✔️The indicator has all types of alerts.
✔️The indicator does not redraw.
✔️The algorithms of this indicator are unique and developed by their author
![](https://c.mql5.com/1/255/EURUSDH1.png)
![votija.63 votija.63](https://c.mql5.com/avatar/avatar_na2_micro.png)
![Aleksey Ivanov Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
![Aleksey Ivanov Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
The Robust filter indicator is based on the robust filtering algorithm developed by the author using the multi-period averaged moving median.
The indicator calculates and shows:
✔️1. The direction of the trend;
✔️2. Entry and exit points of positions;
✔️3. StopLoss lines calculated from current price probability distributions and selected probability of closing an order by StopLoss before the trend reversal;
✔️4. Lot sizes based on the accepted risk level, deposit size and StopLoss position.
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✔️The indicator has all kinds of alerts.
✔️The indicator does not redraw.
✔️The indicator can be used both for trading scalper strategies and for long-term trading
![](https://c.mql5.com/1/255/2_GBPUSDMonthly.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
Indicator is used for:
1. defining price probability distributions. This allows for a detailed representation of the channel and its borders and forecast the probability of a price appearing at each segment of its fluctuations;
2. defining the channel change moment.
✔️The algorithms of this indicator are unique and developed by their author
✔️ It has built-in management
Author Aleksey Ivanov https://www.mql5.com/en/users/60000382
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
✔️ One of my most profitable indicators with optimal filtering.
✔️The algorithms of this indicator are unique and developed by their author
✔️The indicator has all kinds of alerts.
✔️ The indicator does not redraw.
![](https://c.mql5.com/1/255/1._GBPUSDM5.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
The Asummetry indicator allows you to predict the beginning of a change in the direction of trends, long before their visual appearance on the price chart.
✔️The algorithms of this indicator are unique and developed by their author
![](https://c.mql5.com/1/255/1_EURUSDH4.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
The Strong Trend Flat Signal indicator is the intersection of two, developed by the author, non-lagging moving averages with averaging periods 21 and 63.
✔️The algorithms of this indicator are unique and developed by their author
![](https://c.mql5.com/1/255/1._USDJPYH4.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
Indicator is used for:
1. defining price probability distributions. This allows for a detailed representation of the channel and its borders and forecast the probability of a price appearing at each segment of its fluctuations;
2. defining the channel change moment.
✔️The algorithms of this indicator are unique and developed by their autho
![](https://c.mql5.com/1/255/3_1_EURUSDDaily.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
The Signal Envelopes indicator uses the robust filtering method based on: (1) the moving median Buff0 = <Median> = (Max {x} + Min {x}) / 2 and (2) the averaging algorithm developed by the author Buff1 = <(<Median> ) ^ (- 3)> * (<Median>) ^ 4 based on the moving median. The Signal Envelopes indicator allows you to most accurately and with the minimum possible delay set the
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
The Signal Envelopes indicator uses the robust filtering method based on: (1) the moving median Buff0 = < Median> = (Max {x} + Min {x}) / 2 and (2) the averaging algorithm developed by the author Buff1 = <( ) ^ (- 3)> * ( ) ^ 4 based on the moving median. The Signal Envelopes indicator allows you to most accurately and with the minimum possible delay set the beginning of a new trend. The Signal Envelopes indicator can be used both for trading according to scalper strategies, and when using long-term trading strategies.
✔️The indicator has all kinds of alerts.
✔️ The indicator does not redraw
✔️The algorithms of this indicator are unique and developed by their author
![](https://c.mql5.com/1/254/1_EURUSDH1.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
The Signal Channel indicator uses a robust filtering method based on two moving medians applicable to the High and Low prices, i.e. the lines and , where <..> is the sign of linear averaging, which are shifted by certain values in an uptrend and by opposite values in a downtrend, which allows you to get a narrow channel, approximately outlining each bar. Sharp kinks of the lines of such a channel allow the most accurate and minimal possible delay to establish the beginning of a new trend movement. The possible change in the direction of the trend is also indicated by sharp narrowing of the channel lines, which, in fact, is expressed by the fall in volatility. The indicator also has an additional filtering function, upon activation of which the signal is identified only after a decrease in volatility, which makes the indicator more reliable. In addition to the main channel, inside which the most probable price fluctuations occur, an auxiliary channel is built (in dashed lines), beyond the borders of which the price does not go anymore, which serves to set stoplosses on it.
✔️ The Signal Channel indicator can be used both for trading according to scalper strategies, and when using long-term trading strategies.
✔️ It has built-in management
✔️ The indicator has all types of alerts.
✔️ The indicator does not redraw.
✔️ One of the best indicators with optimal market noise filtering.
![](https://c.mql5.com/1/254/1_NZDUSDDaily.png)
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
The principle of constructing indicator lines and their meaning . The Signal Channel indicator uses a robust filtering method based on two moving medians applicable to the High and Low prices, i.e. the lines <High> and <Low>, where <..> is the sign of linear averaging, which are shifted by certain values in an uptrend and by opposite values in a downtrend, which allows you to get a narrow
![Aleksey Ivanov](https://c.mql5.com/avatar/2020/1/5E12216A-1588.png)
Principles of construction of the indicator. The Absolute Bands (AB) indicator is reminiscent of the Bollinger Bands indicator with its appearance and functions, but only more effective for trading due to the significantly smaller number of false signals issued to them. This effectiveness of the Absolute Bands indicator is due to its robust nature