The MACD is typically used when trading on the daily charts. It is useful to identify market trends and finding the divergences.
This version of the MACD is suitable for those who need quick decisions in real trading. It is based on the MACD + added to the calculation of market power (strength of the upward trend shown in green, downward – Red) and an arrow indicating the direction of opening / closing positions. Comparing force upward and downward movements, you can easily predict the direction of the trend.
Thus, using this indicator, you can make decisions faster, outpacing the market.
Histogram MACD monitors the difference between the reference and signal lines MACD (first computed using an exponential moving average). For a better display in the derivation of lines and histograms in one window, the histogram values are multiplied by 2. In addition, the rising and falling of the histogram bars are displayed in different colors.
In the indicator MACD Combo implemented jointly display the MACD line and the MACD histogram. With one parameter, you can change the parameters for calculating both indicators.
MACD_Short_Length (12) – Quick EMA MACD period for calculation;
MACD_Long_Length (26) – slow EMA for the MACD calculation period;
MACD_Smoothing_Length (9) – smoothing period MACD signal line;
Time_Ratio (1) – usually equal to 1 when displaying the MACD chart timeframe. On the other hand, if you analyze the daily chart, and want to see the weekly MACD, set this value to 5 for the multiplication of all the parameters to 5;
Displays divergence for any user of the indicator. It is enough to specify the name of the indicator, the default DeMarker.
Additionally, you can set the smoothing of the selected indicator readings and levels, at the intersection where you can be notified. Custom indicator must be compiled (with the extension EX5 file) and be in the directory MQL5 / Indicators client terminal or nested subdirectories. Used zero buffer preset indicator with default parameters.
Indicator name – name of the indicator, which will be calculated for the divergence, the default DeMarker;
Period DeMarker – averaging period DeMarker, default 7;
Applied price – the price used by defaultClose price;
Smoothing method – smoothing method by default Simple;
Smooth – smoothing period, the default 4;
Level1 – level indicator, the default 0.3;
Level2 – level indicator, the default 0.7;
Bar for divergence calculated – bar number to calculate the divergence, the default second;
Calculated bar – the number of bars to display divergence default 300;
Filter by volume – filter by volume, by default false. When enabled, if the amount is less than the average for the previous 100 bar, the divergence signals are not supplied. A choice of three modes: False, True, Auto. In Auto mode, the filter is automatically turned on the M30 timeframe and under, off timeframe older M30;
Display divergence alert – inclusion of divergence warning, default true;
Arrows displacement – offset for the display of arrows, default 0.0001;
Display cross level alert – Enable notifications for the intersection of the given indicator levels, default true;
Draw indicator trend lines – device to display trend indicator lines at divergence default true;
Draw price trend lines – the phone to display the trend lines on the chart with the divergence, default true;
Line bull divergence color – the choice of color of the trend line with the bullish divergence on Green default;
Line bear divergence color – the choice of color of the trend line with bearish divergence, the default Red.
Also I recommend indicator: Angle DeMarker – display DeMarker line angle for a more accurate determination of potential points of minimum and maximum.
A revolutionary new method of early detection of the beginning of the trend with the popular ADX indicator methods. The new system adapts to the market and eliminates the additional conditions and copes with its task.
When using classical ADX indicator for acknowledgment signal necessary to ADX line crossed certain level 20, 22, 26 and so on. D. It is extremely difficult to choose this level not only for different tools but for different periods of the same graph. Unfortunately, this makes a brilliant ADX is practically useless.
The solution was simple, but conceptual. The new indicator we abandon this level at all. To determine the trend calculated by the new line, which is at the intersection of + DI from the bottom up gives a sell signal, and at the intersection of -DI bottom up gives a buy signal. And the reverse crossing gives a signal for the end of a trend.
In the signal line has a sensitivity setting. The higher the value, the higher the filter market noise with high volatility instruments. The lower the value, the more accurate signal. Recommended values - from 5 to 10 (default 6).
As a bonus, the new display has a choice of display information from any standard timeframe.
Timeframe of ADX (0 – current) – timeframe from which data is taken for the indicator
ADX period – the period of ADX
Applied price (close, open, etc.) – type of price, to which the indicator is applied
Sensitivity of signal line – signal line sensitivity (optimally 5-10)
Averaging method – a method of smoothing the signal line
Tired of constantly be in the sluggish markets and / or miss the big trends?
Volatility Hunter It can be a good solution. This new indicator uses the second derivative to measure the volatility (and hence the probability of the start / continuation of the trend). Simultaneously the tracking subtle changes in the character of price movements and vibrations volumes (real or teak), it provides an entry point and early conservative outputs.
In contrast to the analogues, Volatility Hunter It has additional filters to avoid off-scale on gepah or news, as well as the bad data volumes.
This indicator is designed to demonstrate the potential of cluster filters and is a supplement to the article “Creating digital filters nonretarded time.” It contains a set of tests, through which the individual nuances of behavior of this type of filter can be explored.
All tests are made on the basis of the Momentum indicator.
Method – method of calculating the Momentum:
Relative Momentum – Relative Momentum, the calculation is done as in Uilyama Blau. Installed by default.
Absolute Momentum – the absolute momentum, the calculation is carried out similar to the built-in momentum of the terminal.
Price Rate of Change – calculated as the ROC indicator.
All the indicators line identical and differ only in the vertical axis scale. All the descriptions of tests will be made for the relative momentum.
max bars – the number of bars for the calculation. Default 1000.
Filter – operation built a clustered filter:
Off – the filter is disabled.
Test No.1 Advance – the filter setting for the first test, “Effect of advanced anti-aliasing”.
Test No.2 Smoothing – the filter setting for the test number two “Smoothing without delay”
Test No.3 Impulse – setting for the study of the impulse response of the momentum.
During the second and third test, you can change the sensitivity of the anti-aliasing algorithm pressing the Up and Down with the active display window.
Test 1 Effect of advanced anti-aliasing
For the first demonstration of the need to set the “Filter” in the “Test No.1 Advance” mode.
cluster filter settings to allow the first test often enough to see the effect, which can be called a leading. When operating in this mode, you will not see all of the original anti-aliasing line momentum. Filter seeks out areas where there is a chance to get the effect of advancing. Not surprisingly, it turns out not always, but often enough to be able to notice it.
At first screenshot shows one illustrative plots of the filter. It is worth noting that this is only the appearance of advanced filtering. This impression arises solely because of the presence of noise movement itself unsmoothed line momentum, not because the filter ahead of time.
Test 2. Smoothing without delay
In the first test, it was shown that when the original line momentum is wrong (noise) against the trend, it has the effect of advancing the baseline smooth line. It is clear that the momentum of the line can be wrong, and in the opposite direction, that is suddenly slip away in the direction of the trend, and even obscenely long stay there, although the trend has reversed. It would be logical if the filter will begin to slow down such movements.
You can see how the algorithm works in the filtration’s leading trend of errors. For this startup indicator must set the “Filter” in the “Test No.2 Smoothing”. cluster filter operation during this test is divided into two parts.
The short name of the indicator “GMomentum (Option 1, Option 2)” is displayed in the graph pane, in brackets there are two options. If the second parameter is set to -1, then an attempt is made to correct (flatten) the error, forward-trend. If the second parameter is equal to or greater than zero, then connect setting for the advanced anti-aliasing. Use the keyboard Up and Down buttons to change the sensitivity of the filter.
The second screenshot shows that, despite the sharp price movements and the original line of momentum, the momentum line smoothing takes place without delay. With sufficient smoothing obtain acceptable entry point.
By the way, to the flat areas are the most trouble indicators. Here, even when these options, some of them easily degenerate almost in a straight line. Theoretically, using this technique, it is possible to improve any of the existing indicators, without creating an additional delay.
Test 3 Study of impulse response
Research momentum with built-in filter characteristics can be very amusing. For example, the impulse response of a good demonstration of how and where the peaks on the momentum line using the settings for the second test disappear. For the third test, you must set the “Filter” in the “Test No.3 Impulse”. During the test, a single pulse is applied to each of 1024 bar. After starting the indicator locate the point on the graph. It should look as shown on the third screenshot.
At start indicator is disabled. Therefore, you will see two peaks in the blue and red lines. One peak is a single pulse and the time it is, the other directed in the opposite direction through a specified number of periods. That’s what the impulse response of “naked” momentum. Further, using the keyboard keys Up and Down The, gradually increase or decrease the sensitivity of the filter.
It can be seen that the filter gradually under the root “eats” the second peak and does not touch the first. Filter completely corrects what done momentum and exactly reconstruct the original picture: a single pulse in the open field. There is no delay. No distortion of the unit pulse amplitude and shape. What is it? Work perfect filter?
For more information, see “Creating digital filters nonretarded time.”
products series OandaX designed to display additional data on orders and positions provided by the service oanda FxLabs.
IndicatorOandaX Ratio for the last display of relevant information for the instrument from the source specified in the settings. For the continuous updating of data requires that the adviser working in the terminal OandaX 5 Download Manager. To display the data already downloaded presence advisor optionally employed.
At the moment, the indicator can display:
the ratio of traders position Percentage
the ratio of traders position in absolute terms (the number of traders who have long or short positions), if the data source supports
the ratio of lots of positions in absolute terms, if the data source supports
Data source – source data to display
What kind of data to display – kind of data – the percentage of the number of traders and the number of lots
Use Custom Instrument – if True, data will be displayed for the tool specified in the setting Custom Instrument Name, if False, data for the current tool.
Custom Instrument Name – tool name whose data you want to display. To display the data on EURUSD it is necessary to prescribe “EUR_USD“Gold -“XAU_USD“
UTC Offset. Set like “3” or “-2” if custom – UTC offset of your broker‘s server. If you specify “AUTO“Indicator will use the offset computed advisor OandaX Download Manager.
Tired select setting indicator, losing precious time? Tired of the uncertainty of their optimality? Frightening uncertainty in their profitability? Then ACI indicator (automatically calibrated indicator) is designed for you. Running it, you can easily eliminate these three problems in one simple step – by pressing a single “Calibrate” button. And in order to achieve high efficiency, need only perform another action – move the slider to the maximum capacity.
ACI will save you a lot of time that can be spent on more useful activities such as on vacation, but the efficiency will increase many times. On top, thanks to a separate graphical user interface, you can not only observe, but also to easily change the display settings on the fly, at the same time with the ability to visually select the chart area for their calibration.
If you want to buy more familiar with a similar indicator, then the link, you can try out for free the easiest indicator ACI family, which also contains a video with his demonstration.
As used indicator calibrated standard Bollinger Bands, which is present in the terminal. Are used as calibratable parameters:
The period for calculating the average line.
Max standard deviations (bonus parameter).
The shift indicator in relation to the price chart.
The averaging method:
the opening price,
the maximum price for the period,
the minimum price for the period,
the median price,
the typical price,
the weighted average price.
To calculate the quality (profitnye) using traditional signals to input and output:
If the price crosses the lower level of the indicator, then we have a buy signal. If the price crosses the upper level of the indicator, it is perceived as a signal to sell.
Automatic calibrator and calibrated by the indicator can be controlled thanks to the graphical interface of ACI, which reduces the number of actions on your part to a minimum. To start the calibration process, you must click on the “Calibrate” corresponding button. When power calibration mark reaches said calibration stop, or else it can be stopped by clicking.
Furthermore calibration, ACI also calculates and displays the fly quality (profitnye) calibrated indicator parameters selected for a specified time section of the chart. The calculation is made by this method in the settings (parameter “Criterion for calibration”). Temporary change of land on the chart, you can use levels. To do this, move the cursor to the upper or lower part of the level, select it and click start moving.
If necessary, you can increase or decrease the power ( “Power”) calibrator by moving the slider on the clockwise or counter-clockwise, respectively, where the dial a transparent area allows you to adjust from 0% to 20% of the total power, green – from 20% to 50 %, and red – from 50% to 100%.
If necessary, one can work with multiple copies of the indicator on the same graph.
The indicator has a lot of settings, ranging from setting calibrated indicator and ending settings GUI ACI.
Bollinger Bands default settings
Default BB Period
The period for calculation of the median line, by default.
Default BB Deviation
Number of standard deviations, by default.
The shift indicator relative to the chart by default.
The averaging method, by default.
Used Price default.
Default power to achieve the calibration.
Criterion for Calibration
Criterion calibration. Method for calculating the quality (profitnye).
If you select “Total_Net_Profit”, the quality =
total net profit (in pips) – the total net loss (in pips).
If you select “Total_Net_Profit_Total_Drawdown”, then profitnye =
total net profit (in pips) – the total net loss (in pips) –
the total of all signals maximum drawdown (in pips).
As the prices are the only bars’ closing prices.
Selected interval of the chart
Bar to indicate the start time segment.
Bar to indicate the end time segment.
Bollinger Bands regulator settings
The period for calculation of the median line, at least.
Minimum BB Deviation
Number of standard deviations, minimum.
The shift indicator relative to the chart, at least.
The method of averaging, minimum.
Used price, at least.
The period for calculating average line, max.
Maximum BB Deviation
Number of standard deviations, maximum.
The shift indicator relative to the chart, maximum.
The method of averaging, maximum.
Used price maximum.
UI panel settings
The size (in pixels) of the panel. 0 – automatic calculation of the size.
The level of transparency of the panel. 0 – fully visible, 100 – completely transparent.
version “stochastic oscillator“Algorithms using singular spectrum analysis
SSA It is an effective treatment method nonstationary time series with unknown internal structure. It is used to determine the major components (trend, and seasonal fluctuations of the wave), a smoothing and noise suppression. The method allows us to find previously unknown frequency range and build a forecast on the basis of the detected periodic patterns.
Indicator signals are identical to the original display signals, but have the important advantage – do not have the time delay with respect to the price dynamics and more accurately and synchronously reflect variability behavior price series. This is achieved due to the fact that “SSA-% D” signal is realized not moving average, and low-pass filtering using SSA algorithm. Accordingly, this indicator is spared from this apparent lack, like the delay.
Custom filtering noise can significantly reduce the number of false signals, typical for the original indicator.
Built forecast for “SSA-% K” and “SSA-% D” take into account the totality of the detected different scale factors that determine the behavior of the price range and can be used to reduce the risks in the strategy.
The characteristic behavior of the indicator signals and interpretation correspond to the same stochastic properties.
For the convenience of the user given as the original “% K” and “% D”, and upgraded “SSA-% K” and “SSA-% D” evaluation.
Version of “Limited” has some restrictions in the settings, and LED control.
K period – observation period
D period – smoothing period
Slowing – the period of re-smoothing
Algorithm – prediction method
N: Data fragment – a fragment of a number of% K for analysis
Time-dependent lag – window effect of history on the value at the point
% K high-frequency limit – noise filtering option for the treatment of “% K”.
% D frequency limit – parameter smoothing and filtering to construct “% D”.