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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
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