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WalkForwardReporter

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已发布: 15 八月 2016

当前版本: 1.8

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WalkForwardReporter

实用工具
Stanislav Korotky
版本: 1.8
更新: 24 十月 2018

WalkForwardReporter is a script creating HTML reports from walk-forward optimization results generated by WalkForwardOptimizer (WFO) library. It allows you to easily view and analyze your expert adviser (EA) performance and robustness in unknown trading conditions of future. You may find more details about walk-forward optimization in Wikipedia.

Once you have performed optimization using WFO, the library generates a CSV-file and special global variables with resulting data. Copy the CSV-file from the tester's Files folder into MQL4/Files folder and run the script with default parameters. This builds an html-page with overview of the optimization and also saves the related global variables into GVF-file. In future you may build different reports (drilldowns) from the same resulting data, even if the global variables will be deleted, just by specifing the GVF-file as the 1-st parameter of the script. Until the global variables are intact, you can build drilldowns without mentioning GVF-file.

The names of GVF and HTML files correspond to CSV-file name in global variables, initially specified in EA input wfo_outputFile.

Parameters

InputVariablesFile - a name of GVF-file to use; if empty (by default), global variables are checked for latest available data;
WindowSize - specific window size (days) to use for drilldown; must be one of values used during optimization; by default - 0, meaning cluster overview or auto-detection;
StepSize - specific forward step size (percent or days) to use for drilldown; must be one of values used during optimization; by default - 0, meaning cluster overview or auto-detection;
ClearWFGlobalVariables - a boolean flag; if true, the script deletes "WF_"-global variables at the end of its run; by default - false; the global variables should be cleared before you start next optimization with WFO.

Report types

Depending from input parameters given for WFO library, WFR can generate different report types from the resulting data.

Standard walk-forward report with a table of passes containing performance indicators for in-sample and out-of-sample periods in the same row, and overall performance for entire aggregated forward period. The report is generated for rolling walk-forward analysis and as a drilldown for cluster analysis (in the later case WindowSize and StepSize parameters should be specified as existing column and row indices of cluster table).
Cluster report with a set of tables, containing annualized profit, efficiency, consistency, completeness, and number of days in step for selected combinations of window sizes and forward step sizes. This report is generated after clustered walk-forward optimization, if drilldown is not used (WindowSize and StepSize remains 0 by default).
Anchored walk-forward report is similar to standard report except for that window size changes in every pass (row).

Standard and anchored reports show pass number in the 1-st column. Until MetaTrader 4 is closed you may check every single pass by opening Optimization Results tab in the tester, double-clicking a row with required pass number - this will select optimal inputs from this pass into EA, so you can then start a test run.

In standard reports, in-sample optimization data is highlighted with blue color, and out-of-sample data - with yellow. If the latest pass contains forward step overlapping with current time it's highlighted in green, indicating that this is the latest known parameters applicable for trading right now.

Performance indicators

Annualized profit is a hypothetical profit which EA could earn in a year if optimization period profit and forward period profit are re-scaled proportionally to their length.

Efficiency is a ratio of annualized profits of forward and back periods.

Consistency is a fraction of profitable forward passes in aggregated forward period.

Completeness shows how many rolling passes was performed for specified combination of optimization window size and forward step size, can be less than requested number during genetic optimization, because this method skips some parameters values.

Number of days is suitable for converting step size in percent into days.

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疲于复杂的订单下达和手动计算？Trade Dashboard 是您的解决方案。凭借其用户友好的界面，订单下达变得轻而易举，只需点击一下，您就可以开设交易、设置止损和止盈水平、管理交易手数，并计算风险回报比，让您只需专注于您的策略。告别手动计算，使用 Trade Dashboard 简化您的交易体验。立即下载演示版本。您可以在这里找到仪表盘功能和特性的详细信息。加入 Telegram 频道。购买后请给我发消息以获取支持。如果您需要添加更多功能，可以在产品的评论区留下您的想法，我愿意听取任何建议，希望您能在使用我的产品时获得最佳体验。这是 MT5 版本。风险管理：使用 Trade Dashboard，可以将您的风险设置为账户余额或权益的百分比，或将风险设置为总金额。在图表上直观地定义您的止损，让工具准确计算每个货币对的适当手数。该工具还可以根据您期望的风险回报比自动设置止盈水平。它甚至可以在手数计算中涵盖佣金和点差费用。此外，您的止损和止盈可以转变为虚拟水平，隐藏于经纪商。通过 Trade Dashboard 的高级风险管理功能，掌控风险，保护您的资本。

60 USD

交易面板是一个多功能的交易助手。该应用程序包含 50 多个手动交易功能，并允许您自动执行大多数交易操作。购买之前，您可以在模拟帐户上测试演示版本。演示此处。完整说明此处。贸易。让您一键执行基本交易操作：开立挂单和开仓。打开订单网格。平仓挂单和持仓。仓位反转（平仓买入并开仓卖出，或平仓卖出并开仓买入）。锁定仓位（通过开立相反仓位使卖出和买入仓位的交易量相等）。对所有仓位进行部分平仓。将所有头寸的止盈和/或止损设置为同一水平。将所有仓位的止损设置为盈亏平衡水平。开仓订单和仓位时，您可以：根据既定风险自动计算订单量。一键打开多个订单。将计算出的交易量分配给多个订单。使用面板创建的线条和标记在图表上可视化未来订单的交易水平位置。开仓时，设置最大点差限制。使用止盈规模与止损规模的自动比率。使用虚拟止损和止盈。将当前点差添加到止损和止盈。使用 ATR 指标计算止盈和止损。设置待处理订单的到期日期。使用挂单跟踪（挂单自动移动到价格后面指定的距离）。平仓订单和平仓时，您可以：一键按订单或仓位类型关闭。只需点击一下，即可仅平仓盈利或无利可

100 USD

将信号从您所属的任何渠道（包括私人和受限渠道）直接复制到您的 MT4。该工具在设计时充分考虑了用户的需求，同时提供了管理和监控交易所需的许多功能。该产品采用易于使用且具有视觉吸引力的图形界面。自定义您的设置并在几分钟内开始使用该产品！用户指南 + 演示 | MT5版本 | 不和谐版本如果您想尝试演示，请参阅用户指南。 Telegram To MT4 接收器在策略测试器中不起作用！ Telegram 至 MT4 功能一次复制多个通道的信号从私人和受限频道复制信号不需要机器人令牌或聊天 ID（如果出于某种原因需要，您仍然可以使用这些）使用风险百分比或固定手数进行交易排除特定符号选择复制所有信号或自定义要复制的信号配置单词和短语以识别所有信号（默认值应适用于 99% 的信号提供商）配置时间和日期设置以仅在需要时复制信号设置一次打开的最大交易量交易和头寸管理使用信号或自动设置的管理通过设置每月、每周、每天、每小时或每分钟的最大交易次数，停止过度交易和报复性交易。支持市价订单和挂单每日最大利润目标（以美元为单位）以确保头寸并停止

120 USD

MT4 至 Telegram 信号提供者是一款易用、可完全自定义的工具，它使发送信号到 Telegram 成为可能，将您的账户变成信号提供者。消息的格式可以完全自定义！但是，为了简便使用，您也可以选择一个预设模板，并能够启用或禁用消息的特定部分。 [ 演示 ] [ 手册 ] [ MT5 版本 ] [ Discord 版本 ] [ Telegram 频道 ] 设置可通过用户指南获取逐步说明。无需了解 Telegram API；开发者提供所需的一切。主要特性自定义发送给订阅者的订单详情的能力您可以创建分层订阅模型，例如铜牌、银牌、金牌。金牌订阅可获得所有信号等。按订单号、符号或备注过滤订单包括执行订单的图表的屏幕截图在发送的屏幕截图上绘制已关闭的订单，以便额外验证推迟发送新订单消息的可能性，以便在发送前对位置进行调整订单详情的全透明度：新的市场订单 *附带屏幕截图订单修改（止损、获利点）已关闭订单 *附带屏幕截图部分关闭订单 ** 新的挂起订单修改的挂起订单（进场价格）挂起订单激活（作为新的市场订单）已删除的挂起订单

59 USD

The product will copy all Discord signal to MT4 ( which you are member ) , also it can work as remote copier. Easy to set up. Work with almost signal formats, support to translate other language to English Work with multi channel, multi MT4. Work with Image signal. Copy order instant, auto detect symbol. Work as remote copier: with signal have ticket number, it will copy exactly via ticket number. How to setup and guide: Let read all details about setup and download Discord To MetaTrade

199 USD

Grid Manual是一个交易面板，用于处理订单网格。该实用程序是通用的，具有灵活的设置和直观的界面。它不仅可以在亏损方向上设置订单网格，还可以在盈利方向上设置订单网格。交易者不需要创建和维护订单网格，实用程序会这样做。打开一个订单就足够了，Grid manual会自动为它创建一个订单网格，并伴随它直到非常关闭。完整说明和演示版此處。该实用程序的主要特性和功能：伴隨以任何方式打開的訂單，包括從移動終端打開的訂單。適用於兩種類型的網格：“限制”和“停止”。使用兩種方法計算網格間距：固定和動態（基於 ATR 指標）。允許您更改未結訂單網格的設置。顯示圖表上每個網格的盈虧平衡水平。顯示每個網格的利潤率。允許您一鍵關閉網格中的盈利訂單。讓您一鍵關閉每個訂單網格。允許您對訂單網格應用追踪止損功能。允許您在訂單網格上應用將訂單網格的止損轉移到盈虧平衡水平的功能。相對於訂單網格的盈虧平衡水平自動重新排列止盈（僅在限價網格模式下，距離取決於所選的計算類型：“保守”或“激進”）。最多可管理 20 個訂單網格，每個網格最多可包含 100 個訂單。

70 USD

Trade Copier 是一种专业实用程序，旨在复制和同步交易账户之间的交易。复制发生从供应商的帐户/终端到收件人的帐户/终端，安装在同一台计算机或 vps 上。在购买之前，您可以在演示帐户上测试演示版本。演示这里。完整说明这里。主要功能和优点：支持复制MT4>MT4、MT4>MT5、MT5>MT4，包括МТ5 netting账户。供应商和收件人模式在同一产品中实现。简单直观的界面，允许您直接从图表中实时控制复制。连接中断或终端重新启动时不会丢失设置和位置。允许您选择要复制的符号，也可以替换接收者的符号，例如 EURUSD> USDJPY。支持回拷贝。能够仅复制某些订单。允许您设置开仓交易价格的最大差异和最大时间延迟。正确复制部分订单关闭的执行。计算复制手数的几种方法。同步止盈和止损。有几种方法可以计算它们的位置。支持通过执行在“Market account”上工作，其中 SL / TP 仅在开仓后设置。如何使用简单的设置复制交易将供应商终端和接收终端安装在同一台计算机或 VPS 上。在供应商终端上以“Master”模式安装复印机，然后

40 USD

Summer 50% discount ($199 -> $99) Advanced trading tool: One click smart orders that execute under your conditions Developed by trader for trading community: position size calculator (lot size), open position after price action, strategy builder, set and forget trading, mobile notifications... Risk Management - Risk percentage position size calculator, gain percentage, target risk reward ratio, spread and commissions are included in calculations 7 Advanced order types - Set and forget tra

99 USD

一键交易的交易面板。处理头寸和订单！通过图表或键盘进行交易交易小组进行人工交易。您可以从图表（图表窗口）或键盘进行交易。打开和关闭，反向和锁定。处理职位和订单！ МetaТrader4中主要订单的交易控制面板：买入，卖出，买入，买入，卖出，卖出限制，收盘，删除，修改，追踪止损，止损，止损。 MT5版本详细描述 +DEMO +PDF 如何购买如何安装如何获取日志文件如何测试和优化 Expforex 的所有产品从符号窗口交易并从键盘交易！您正在为MetaTrader 4终端提供一个独特的插件 - 虚拟控制面板VirtualTradePad。 Description on English 注意！如果您想学习如何交易策略测试器，请查看我们的免费 TesterPad 实用程序 VirtualTradePad在“ MQL5语言最佳图形面板 ”竞赛中获得二等奖。工作标签职位标签 -使用职位：开/关买入和卖出，冲销所有头寸，锁定一个共同的立场，更改止损/获利，设定一般的止损/获利的位置，启用追踪止损，实现盈亏

75 USD

控制您的外匯投資組合。立即查看您的站立位置、工作原理以及導致您疼痛的原因！此處提供 MT5 版本： https://www.mql5.com/en/market/product/58658 交易經理儀表板旨在讓您一目了然地顯示您當前在外匯市場中的每個頭寸，並使風險管理和貨幣敞口更易於理解。對於通過多個頭寸或交易網格和籃子策略逐漸進入市場的交易者，這是需要查看的關鍵信息。監控終端中的多個位置通常很難管理。過度槓桿化和使用低風險：回報是新交易者和一些經驗豐富的交易者面臨的主要問題，交易經理向您展示您對每種貨幣的風險敞口，確保您不會同時進行雙向交易。特徵：未平倉交易 - 查看您當前按貨幣對排序的所有未平倉交易。您不僅可以在該貨幣對上看到您的方向偏差，還可以在該貨幣對上運行的每筆交易或頭寸上看到您的方向偏差。回撤和利潤信息 - 立即查看您交易活躍的貨幣對的回撤或盈利情況。輕鬆識別需要管理的交易。手數大小 - 查看您在每個貨幣對上的手數以及您進行的交易數量。風險敞口 - 查看您對每種貨幣的方向偏差，以確保您不會在另一個入場時以相反的方向交易。另請查看您在該貨幣中使用

34 USD

KT Equity Protector EA consistently monitors the account equity and closes all the market and pending orders once the account equity reached a fixed equity stop loss or profit target. After closing all trading positions, the EA can close all open charts to stop other expert advisors from opening more trading positions. Equity Stop-Loss If your current account balance is $5000 and you set an equity stop loss at $500. In this case, the KT Equity Protector will close all the active and pending

30 USD

你想成为一个持续盈利的五星级外汇交易商吗？ 1. 阅读我们简单的交易系统的基本描述，以及它在2020年的主要策略更新 2. 发送您的购买截图，以获得您的个人邀请，参加我们的独家交易聊天该交易管理器是所有喜欢使用全自动交易管理的 FX趋势用户的理想补充。它立即检测您手动开启的交易，并沿FX趋势线自动管理其止损。完全自由地浏览所有时间框架而不影响你的订单。你的交易是根据你在交易经理属性中设置的固定计算设置来管理的。一个非常特殊和强大的功能是检测和管理由外部专家顾问开出的订单。设置正确的EA魔法号码，你就能够按照你的个人趋势交易风格管理这些EA订单。功能介绍自动检测有效订单自动设置初始止损自动跟踪止损自动检测活跃的专家顾问订单自动管理活跃的专家顾问订单反趋势交易的安全止损可选择使用盈亏平衡止损可选择设置止盈一些交易操作的通知选项在所有种类的交易符号上运行，如外汇、股票、商品、债券等。在所有种类的离线图表上运行，如Renko和范围条形图主要设置时间框架。从下拉列表中选择用于计算趋势线的时间框架外汇趋势周期。选择你喜欢的趋

49 USD

價格行為工具包 EA 主要為剝頭皮而設計，但可用於所有時間框架，以根據您的止損水平正確計算手數大小來快速進入市場，它允許您快速進入交易（即時或在蠟燭高點和低點掛起訂單），然後隨著市場的變化調整止損並獲利了結。如需使用的所有功能、設置和最佳實踐策略的完整列表，請單擊此處： https://www.mql5.com/en/blogs/post/748072 基於風險的進入快速下單按鈕可根據您賬戶的風險百分比讓您進入頭寸。它會根據您選擇的風險和止損距離自動計算您的手數。因此，您需要確保您的經紀商允許您使用 0.01 手大小，如果您被迫使用 0.10 或 1.00 手增量，它將不起作用。快速交易執行按鈕它在您的圖表上放置了快速交易執行按鈕，這些按鈕會立即自動打開、關閉或調整交易。除了正常的進場按鈕外，您還有一個快速關閉按鈕來退出所有頭寸，將您的止損移動到盈虧平衡（或您的平均盈虧平衡，如果您有多個交易未平倉），將買入和賣出止損設置在當前或最後一根蠟燭高點之上並且能夠僅平倉您最有利可圖的頭寸，這樣您就可以在多筆交易開始為您工作時從您擴大的頭寸中獲得部分利潤。止損模式按鈕可讓

69 USD

EA 将通过持续监控净值并按照参数输入的规则来保护您的账户免受意外损失。当违反规则时，EA 将关闭所有交易。您可以将 EA 设置为以特定百分比或货币亏损关闭所有交易，或以特定百分比或货币利润关闭。此实用程序对于 Prop Trading Challenges 非常有用，可以保持低亏损并保护您的资产！我的信号和其他产品可以在这里找到购买后请联系我以获得支持和礼物。参数： For 1 pair only: 将 Equity Guard 放在您要管理的货币对上 For all pairs at account ：Equity Shield 将控制终端上的所有货币对（将 Equity Shield 放在任何货币对上） TP at money（0：关闭）：TP in money SL at money（0：关闭）：SL in money TP at % at account Equity: TP 将在 X% 的账户利润中关闭交易 SL at % account equity ：SL 将关闭所有未平仓交易，账户损失 X 百分比如何开始：仅在一张图表上加载 EA 自定义您的设置不理

30 USD

这是趋势线PRO指标的自动参数优化器轻松快速地为您最喜爱的趋势线PRO指标选择最佳参数。优化只需几秒钟。优化器允许您找到每对和周期的最佳参数：振幅，TP1-TP3，止损，以及所选历史部分（天）上的时间过滤器和HTF过滤器的值要优化不同的时间框架，您需要不同的历史范围: M5-M15设置计算范围参数(天)=60(三个月) M30-H1设置计算范围参数(天)=120(6个月) H4设置参数计算范围（天）=240（一年） D1-W1设置参数计算范围（天）=720（三年） MN1设置参数计算范围（天）=1200（五年）优化后，参数自动保存到文件夹中的现成设置文件中：MQL4>Files>trendlineoptimizedsettings 如何使用优化器实用程序: 在需要优化的符号和时间的图形上运行优化器实用程序。优化结束后单击保存按钮将趋势线PRO指标添加到图表，然后将趋势线PRO扫描仪 Trend Line PRO指标面板上TP1、TP2、TP3、止损和利润指标的值将变得更好，Trend Line PRO 扫描仪中会出现一个按钮（红色或蓝色 Manu

30 USD

这个产品在新闻时间过滤所有的专家顾问和手动图表，因此您不必担心突然的价格波动会破坏您的手动交易设置或其他专家顾问输入的交易。此产品还带有完整的订单管理系统，可在任何新闻发布前处理您的持仓和挂单。一旦您购买了 The News Filter ，您将不再需要依赖以后的专家顾问内置的新闻过滤器，因为这个产品可以从此过滤它们所有。新闻选择新闻来源于Forex Factory的经济日历。选择可以基于任何一种货币，如USD，EUR，GBP，JPY，AUD，CAD，CHF，NZD和CNY等。选择也可以基于关键识别，例如Non-Farm (NFP)，FOMC，CPI等。能够选择新闻影响级别的筛选，从低、中、到高影响。自动模式只选择与图表相关的新闻。新闻来源每小时自动刷新，以确保最新的新闻数据。为每个新闻影响级别提供单独的输入，以确定您要过滤掉的新闻发布前后的分钟数。订单管理选项在新闻发布前关闭未平仓头寸的选项，并在新闻发布后恢复它们。在新闻发布前删除挂单的选项，并在新闻发布后恢复它们。在新闻发布前移除止损和止盈水平的选项，并在新闻发布后恢复它们。在新闻发布前移动止损

60 USD

The most advanced news filter and drawdown limiter on MQL market NEW: Take a Break can be backtested against your account history! Check the " What's new " tab for details. Take a Break has evolved from a once simple news filter to a full-fledged account protection tool. It pauses any other EA during potentially unfavorable market conditions and will continue trading when the noise is over. Typical use cases: Stop trading during news/high volatility (+ close my trades before). Stop trading when

70 USD

50% Off Today Only! Price Goes Back Up at 11 PM (EST) Marketkeys Trade Manager EA for MT5: Your Pathway to Forex Trading Mastery What Traders Are Saying: " I just bought the product and I like it ..." – AntonioBorrero " Very good EA I would 100% recommend.. ." – Vijohn Efficiency and precision are paramount in Forex trading. Marketkeys Trade Manager EA for MT5 offers just that - a seamless interface combined with robust risk management tools. It's designed to be your essential trading com

30 USD

Hi, all. News trapper EA It is an expert for trading news very safe expert put Settings interest rate only or high impact news for Automated Trading on the news of the economic calendar. It shows stable trading during last 10 years. EA doesn't use dangerous technologies like martingale, grid. The Expert is very simple to use. The program contains flexible settings In the terminal settings, you need to add the news site to the list of allowed URLs. Click Tools >Options > Expert Advisors. Che

99 USD

This EA Utility allows you to manage (with advanced filtering) unlimited open orders (manual or EA) with 16 trailing stop methods: fixed, percent, ATR Exit, Chandelier Exit, Moving Average, Candle High Low Exit, Bollinger Bands, Parabolic, Envelope, Fractal, Ichimoku Kijun-Sen, Alligator, Exit After X Minutes or Bars, RSI and Stochastic. The trailing stop can be either real or virtual, and you can exit fully or with a partial close percent on touch or bar close. Moreover, you can add (overr

100 USD

自动交易复制器旨在以 100% 的准确度在多个 MT4/MT5 账户/终端之间复制交易。提供商和接收方账户必须位于同一台 PC/VPS 上。使用此工具，您可以将交易复制到同一台 PC/VPS 上的接收方账户。所有交易操作都将从提供商复制到接收方，不会有任何延迟。此版本仅适用于 MT4 账户。对于 MT5 账户，您必须使用 MT5 的自动交易复制器。参考：参考：对于 MT4 接收器，请下载“Trade Receiver Free” 这里 . 对于 MT5 接收器，请下载“Trade Receiver Free MT5” 这里 . 对于同一台 PC/VPS 上的 MT5 提供商，请检查“Auto Trade Copier MT5” 这里 . 如果您需要通过互联网在不同的 PC/VPS 上进行账户复制，请查看“Trade Copier Pro” 这里 . 如果您需要通过互联网在不同的 PC/VPS 账户之间进行复制，且接收方数量不限，请查看“无限交易复制器专业版” 这里 . 以下是重点功能在 MT4 和 MT5 账户之间复制。一个提供商可以将交易复制到多个接收者的账户。一

79 USD

价格行为交易面板 MT4 根据指定（默认为 8 个）过去蜡烛的纯价格行为数据计算任何符号/工具的买入/卖出力量水平平衡。通过监控指标面板上可用的 32 个符号/工具的价格行为，这将为您提供最接近的市场情绪。超过 60% 的买入/卖出力量水平为买入/卖出特定符号（使用默认设置）提供了相当稳固的水平。价格行为交易面板 MT4 有 3 种计算模式，可用于标准、快速或缓慢接近价格行为，还提供可调整数量的价格行为蜡烛，以便更清晰或更平滑地适应实时变动。价格行为交易面板 MT4 也是您可以找到的最简单易用的 MT4 交易面板。它的所有选项和功能都集中在一个表面上，无需打开额外的窗户或面板。它是一个订单管理、风险计算器、部分关闭和帐户保护实用程序的合一，使用起来极其方便！通过使用价格行为交易面板 MT4，您可以比传统的手动交易方法更快、更准确地进行交易，这让您有更多的时间和更清晰的头脑专注于您的交易决策。价格行为交易面板 MT4 也是一个很好的账户保护实用程序，它可以在达到账户止盈或止损净值后关闭所有未平仓交易、删除所有挂单并关闭所有带有任何 EA 的终端图表。提示：您可以在您的模拟账户

60 USD

篮子 EA MT4 是最好的利润收割机和终极账户保护器，是一个非常简单易用的解决方案。篮子 EA ΜΤ4 背后的理念是能够在篮子级别控制您的整体交易账户的利润和/或损失，针对您所有的未平仓头寸。它以账户余额的百分比或账户货币（货币）为所有托管头寸提供篮子获利、止损、盈亏平衡和追踪止损设置。它允许根据其幻数或符号对某些交易进行管理或排除在管理之外。它还具有账户保护设置，当账户达到止盈或止损净值时，关闭所有未平仓交易，删除所有挂单并关闭所有图表，删除附加在其上的任何其他 EA。提示：您可以下载篮子 EA MT4 演示版并在您的模拟账户上试用：这里将下载的免费演示文件粘贴到您的 MT4 >> 文件 >> 打开数据文件夹 >> MQL4 >> 专家文件夹并重新启动您的终端。免费演示版本每次可在 4 小时内发挥全部功能，仅限演示帐户。要重置试用期，请转至 MT4 >> 工具 >> 全局变量 >> Control + A >> 删除。请仅在非关键模拟账户上执行此操作，不要在挑战道具公司账户中执行此操作。产品安装 | Basket EA MT4 设

30 USD

Order Manager is a trade assistant with money manager that helps traders open, modify and close manual trades in a simple way to help them focus more on their market analysis and open orders with just a few clicks. Download Demo here (It only works on demo accounts) Full guide here MT5 version here Order Manager features: Works on all instruments such as currency pairs, indexes, CFDs, metals, crypto currencies, etc. Proper money management with a built-in lot calculator that includes fiv

40 USD

This indicator provides a true volume surrogate based on tick volumes. It uses a specific formula for calculation of a near to real estimation of trade volumes distribution , which may be very handy for instruments where only tick volumes are available. Please note that absolute values of the indicator do not correspond to any real volumes data, but the distribution itself, including overall shape and behavior, is similar to real volumes' shape and behavior of related instruments (for example, c

30 USD

WalkForwardOptimizer library allows you to perform rolling and cluster walk-forward optimization of expert advisers (EA) in MetaTrader 5. To use the library include its header file WalkForwardOptimizer.mqh into your EA source code, add call provided functions as appropriate. Once the library is embedded into EA, you may start optimization according to the procedure described in the User guide . When it's finished, intermediate results are saved into a CSV file and some special global variables.

85 USD

Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker, but in real time only, without access to its history. The indicator OrderBook Cumulative Indicator accumulates market book data online and visualizes them on the chart. In addition, the indicator can show the market

49 USD

This is a non-parametric ZigZag providing 4 different methods of calculation. Upward edge continues on new bars while their `highs` are above highest `low` among previous bars, downward edge continues on next bars while their `lows` are below lowest `high` among previous; Gann swing: upward edge continues while `highs` and `lows` are higher than on the left adjacent bar, downward edge continues while `highs` and `lows` are lower than on the left adjacent bar. Inside bars (with lower `high` and

FREE

This non-trading expert utilizes so called custom symbols feature ( available in MQL API as well) to build renko charts based on history of real ticks of selected standard symbol. RenkoFromRealTicks generates custom symbol quotes, thus you may open many charts to apply different EAs and indicators to the renko. It also transmits real ticks to update renko charts in real time. The generated renko chart uses M1 timeframe. It makes no sense to switch the renko chart to a timeframe other than M1. T

49 USD

Time And Sales Layout indicator shows traded buy and sell volumes right on the chart. It provides a graphical representation of most important events in the time and sales table. The indicator downloads and processes a history of real trade ticks. Depending from selected depth of history, the process may take quite some time. During history processing the indicator displays a comment with progress percentage. When the history is processed, the indicator starts analyzing ticks in real time. The l

49 USD

This indicator is an extended implementation of Weis waves. It builds Weis waves on absolute volumes (which is the classical approach) or delta of volumes (unique feature) using different methods of wave formation and visualization. It works with real volumes, if available, or with tick volumes otherwise, but also provides an option to use so called "true volume surrogates", as an artificial substitution for missing real volumes (for example, for Forex symbols), which was introduced in correspo

49 USD

Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker, but in real time only, without access to its history. The library OrderBook History Library reads market book state in the past from archive files, created by OrderBook Recorder . The library can be embedded into you

49 USD

This indicator displays volume delta (of either tick volume or real volume) encoded in a custom symbol, generated by special expert advisers, such as RenkoFromRealTicks . MetaTrader does not allow negative values in the volumes, this is why we need to encode deltas in a special way, and then use CustomVolumeDelta indicator to decode and display the deltas. This indicator is applicable only for custom instruments generated in appropriate way (with signed volumes encoded). It makes no sense to ap

FREE

The indicator calculates running total of linear weighted returns. It transforms rates into integrated and difference-stationary time series with distinctive buy and sell zones. Buy zones are shown in blue, sell zones in red. Parameters: period - number of bars to use for linear weighted calculation; default value - 96; smoothing - period for EMA; default value - 5; mode - an integer value for choosing calculation mode: 0 - long term trading; 1 - medium term trading; 2 - short term trading; defa

FREE

This is a non-trading expert which transforms unstructured web-pages into structured data tables. It downloads and parses an HTML file, then creates DOM ( Document Object Model ) for it, and finally applies specified CSS ( Cascading Style Sheets ) selectors for required fields and extracts data for them. You may consider it as a powerful and highly customizable HTML to CSV ( Comma-Separated Values ) converter. The EA can process web-pages from remote sites (using MetaTrader's WebRequest ) or loc

35 USD

Ever wondered why standard ADX is made unsigned and what if it would be kept signed? This indicator gives the answer, which allows you to trade more efficient. This indicator calculates ADX values using standard formulae, but excludes operation of taking the module of ADX values, which is forcedly added into ADX for some reason. In other words, the indicator preserves natural signs of ADX values, which makes it more consistent, easy to use, and gives signals earlier than standard ADX. Strictly s

30 USD

If you like trading by candle patterns and want to reinforce this approach by modern technologies, this indicator and other related tools are for you. In fact, this indicator is a part of a toolbox, that includes a neural network engine implementing Self-Organizing Map (SOM) for candle patterns recognition, prediction, and provides you with an option to explore input and resulting data. The toolbox contains: SOMFX1Builder - a script for training neural networks; it builds a file with generalize

75 USD

The main idea of this indicator is rates analysis and prediction by Fourier transform. The indicator decomposes exchange rates into main harmonics and calculates their product in future. The indicator shows 2 price marks in history, depicting price range in the past, and 2 price marks in future with price movement forecast. Buy or sell decision and take profit size are displayed in a text label in the indicator window. The indicator uses another indicator as an engine for calculations - FreqoMet

75 USD

OrderBook Utilities is a script, which performs several service operations on order book hob-files, created by OrderBook Recorder . The script processes a file for work symbol of the current chart. The file date is selected by means of the input parameter CustomDate (if it's filled in) or by the point where the script is dropped on the chart. Depending from the operation, useful information is written into the log, and optionally new file is created. The operation is selected by the input parame

FREE

WalkForwardDemo is an expert adviser (EA) demonstrating how the built-in library WalkForwardOptimizer (WFO) for walk-forward optimization works. It allows you to easily optimize, view and analyze your EA performance and robustness in unknown trading conditions of future. You may find more details about walk-forward optimization in Wikipedia . Once you have performed optimization using WFO, the library generates special global variables (saved in an "archived" file with GVF-extension) and a CSV-f

FREE

This is an adaptive ZigZag based on modification of HZZ indicator (original source code is available in this article ). Most important changes in this version: two additional indicator buffers added for zigzag evolution monitoring - they show cross signs at points where zigzag direction first changes; zigzag range (H) autodetection on day by day basis; time-dependent adjustment of zigzag range. Parameters: H - zigzag range in points; this parameter is similar to original HZZ, but it can take 0

FREE

This is a demo version of a non-trading expert , which utilizes so called the custom symbols feature ( available in MQL as well ) to build renko charts based on historical quotes of selected standard symbol and to refresh renko in real-time according to new ticks. Also it translates real ticks to the renko charts, which allows other EAs and indicators to trade and analyze renko. Place the EA on a chart of a working instrument. The lesser timeframe of the source chart is, the more precise resulti

FREE

This script allows performing a walk-forward analysis of trading experts based on the data collected by the WalkForwardLight MT5 library. The script builds a cluster walk forward report and rolling walk forward reports that refine it, in the form of a single HTML page. This script is optional, as the library automatically generates the report immediate after the optimization in the tester is complete. However, the script is convenient because it allows using the same collected data to rebuild th

FREE

Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker in real time. The expert OrderBook Recorder records market book changes and stores them in local files for further usage in indicators and expert adviser, including testing in the tester. The expert stores market book

FREE

This indicator provides a statistical analysis of price changes (in points) versus time delta (in bars). It calculates a matrix of full statistics about price changes during different time periods, and displays either distribution of returns in points for requested bar delta, or distribution of time deltas in bars for requested return. Please, note, that the indicator values are always a number of times corresponding price change vs bar delta occurred in history. Parameters: HistoryDepth - numbe

FREE

Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker, but in real time only, without access to its history. This expert adviser OrderBook History Playback allows you to playback the market book events on the history using files, created by OrderBook Recorder . The exper

FREE

This indicator compares the price changes during the specified period for the current symbol and other reference symbol. It allows to analyze the similar movements of highly correlated symbols, such as XAUUSD and XAGUSD, and find their occasional convergences and divergences for trading opportunities. The indicator displays the following buffers: light-green thick line - price changes of the current symbol for TimeGap bars; light-blue thin line - price changes of the reference symbol ( LeadSymbo

FREE

If you like trading by candle patterns and want to reinforce this approach by modern technologies, this script is for you. In fact, it is a part of a toolbox, that includes a neural network engine implementing Self-Organizing Map (SOM) for candle patterns recognition, prediction, and provides you with an option to explore input and resulting data. The toolbox contains: SOMFX1Builder - this script for training neural networks; it builds a file with generalized data about most characteristic pric

FREE

This indicator shows price changes for the same days in past years. D1 timeframe is required. This is a predictor indicator that finds D1 bars for the same days in past 8 years and shows their relative price changes on the current chart. Parameters: LookForward - number of days (bars) to show "future" price changes; default is 5; Offset - number of days (bars) to shift back in history; default is 0; ShowAverage - mode switch; true - show mean value for all 8 years and deviation bounds; false - s

FREE

Classical ADX revamped to provide faster and more solid trading signals. This indicator calculates ADX values using standard formulae, but excludes operation of taking the module of ADX values, which is forcedly added into ADX for some reason. In other words, the indicator preserves natural signs of ADX values, which makes it more consistent, easy to use, and gives signals earlier than standard ADX. Strictly speaking, any conversion to an absolute value destroys a part of information, and it mak

30 USD

This indicator predicts rate changes based on the chart display principle. It uses the idea that the price fluctuations consist of "action" and "reaction" phases, and the "reaction" is comparable and similar to the "action", so mirroring can be used to predict it. The indicator has three parameters: predict - the number of bars for prediction (24 by default); depth - the number of past bars that will be used as mirror points; for all depth mirroring points an MA is calculated and drawn on the ch

30 USD

If you like trading crosses (such as AUDJPY, CADJPY, EURCHF, and similar), you should take into account what happens with major currencies (especially, USD and EUR) against the work pair: for example, while trading AUDJPY, important levels from AUDUSD and USDJPY may have an implicit effect. This indicator allows you to view hidden levels, calculated from the major rates. It finds nearest extremums in major quotes for specified history depth, which most likely form resistence or support levels, a

30 USD

The indicator displays most prominent price levels and their changes in history. It dynamically detects regions where price movements form attractors and shows up to 8 of them. The attractors can serve as resistance or support levels and outer bounds for rates. Parameters: WindowSize - number of bars in the sliding window which is used for detection of attractors; default is 100; MaxBar - number of bars to process (for performance optimization); default is 1000; when the indicator is called from

30 USD

This is an intraday indicator that uses conventional formulae for daily and weekly levels of pivot, resistance and support, but updates them dynamically bar by bar. It answers the question how pivot levels would behave if every bar were considered as the last bar of a day. At every point in time, it takes N latest bars into consideration, where N is either the number of bars in a day (round the clock, i.e. in 24h) or the number of bars in a week - for daily and weekly levels correspondingly. So,

30 USD

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版本 1.8 2018.10.24

Large step value overflow bug fix.

版本 1.7 2017.05.31

Improved the generation of the HTML-page: cluster report is supplemented by refining rolling reports, names of optimized parameters are shown, and other minor changes.

版本 1.6 2016.10.14

Fixed the zero divide error, which occurred at certain rudimentary data.

版本 1.5 2016.09.13

Bug fixes.

版本 1.4 2016.09.01

- processing of large csv files and memory consumption are significantly optimized;
- calculation of performance indicators is fixed for forward tests partially exceeding the ending date of test period.
- if a user enters wrong numbers for window or steps size, the script generates the error message in html file instead of an empty table.

版本 1.2 2016.08.29

Improved corrupted data error handling.