Yayınlanmış ürünler
This algorithm is a custom indicator for MetaTrader 5 (MT5) that plots two simple moving averages (SMA) on a financial chart to assist in the technical analysis of price movements. Here's what the algorithm does: Two Simple Moving Averages (SMA) : The indicator uses two different SMA periods: The first SMA (SMA1) has a longer period, set to 8 periods by default (SMA 8). The second SMA (SMA2) has a shorter period, set to 3 periods by default (SMA 3). Calculation of the Moving Averages : For each
This MQL5 indicator, named "Change Of State-(Poisson Law).mq5", is designed to identify significant change points in price movements using a model based on the Poisson distribution. Here’s a summary of how it works:
Purpose of the Indicator
The indicator aims to mark significant change points on the price chart by using arrows to indicate when price variation exceeds a threshold defined by the Poisson distribution.
Chart Display
The points where price variations exceed the Poisson thresh
This LogReturnsIndicator.mq5 calculates and displays the logarithmic returns ("log returns") of the closing prices of a financial asset.
It computes the log-returns for each period using the formula:
log return=ln(close[i]close[i−1])
This measures the relative variation between consecutive closing prices in logarithmic terms, a method often used in finance to analyze the returns of financial assets.
Benefits of Log Returns:
Logarithmic returns are preferred in certain financial