Nonlinear Kalman filter deviation
Theory: We are having various methods of measuring volatility. One is the standard deviation (and all its variations - since standard deviation is using simple moving average - tha...
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Volatility quality
Theory: Originally volatility quality was invented by Thomas Stridsman, and he uses it in combination of two averages (original was published, with some more explanation, here: ).u...
Volatility quality - zero line
Theory : Originally volatility quality was invented by Thomas Stridsman, and he uses it in combination of two averages (original was published, with some more explanation, here : )...
Stripped T3 levels
Theory: Tim Tillson (that invented T3 indicator) used generalized DEMA in the T3 calculation. It is less known that there are 3 "levels" of that T3 calculation : GDEMA (as the firs...
Min Max indicator
Theory:It is based on a very simple idea: calculate the minimum and maximum of some price over desired period and then use those values for further trend estimation.The indicator u...
Adaptive AT R channel
Theory: ABZ’ = MA (Efficacy ratio) + Stdev(Efficacy ratio) where the explanation for "Efficacy ratio" is the following: For the efficacy ratio, I use a ratio of the 34-day standard...
Spearman rank correlation - floating levels
Theory: A nonparametric (distribution-free) rank statistic proposed by Spearman in 1904 as a measure of the strength of the associations between two variables (Lehmann and D'Abrera...
Trend direction and force - DS E M A smoothed
Basics: This indicator is using double smoothed EMA (DSEMA) for smoothing result in order to produce less false signals.Usage: You can use the color change as signals for trend cha...
Swami stochastic
Theory:In the March 2012 issue of TASC John Ehlers was describing the swami charts (indicators) again.In addition to drawing colored zones, this indicator has what the original doe...
Swami Aroon
Basics: Usage: The same way as the rest of swami charts, and in combination with generic Aroon value....
Juice - EM A deviation - advanced
Definition: "Juice" indicator is showing if the level of standard deviation is above or bellow some desired level and, that way, it is showing if we are in a times of increased or ...
Stochastic RV I - levels
Theory: Stochastic RVI was originally described by John Ehlers. in order to provide some signaling capabilities other than some fixed levels crossing, he used what is called a stoc...
Super trend - simple
Theory: It is using as simple as it gets calculation. Also, in order to add some things that are usually not available, you have a choice of what is to be used as a filter. You can...
CC I variation
Theory: The commodity channel index (CCI) is an oscillator originally introduced by Donald Lambert in 1980. It is calculated as:(price - average) / (0.015 * mean absolute deviation...
Volume Profil & Range
Distribution of deals by price levels at a given time interval. Displayed as a histogram. The width of the histogram at the level means the number of transactions carried out on it...
Liner regression
Theory: Linear regression attempts to model the relationship between two variables by fitting a linear equation to observed data. One variable is considered to be an explanatory va...
Weis Waves
This is a very simple but effective Volume Waves indicator for MT5.Anyone who wants to experiment this kinf of analysis I suggest to search for Richard D. Wyckoff's works.Hope this...
Corrected generalized DE M A
Theory: The double exponential moving average (DEMA), was developed by Patrick Mulloy in an attempt to reduce the amount of lag time found in traditional moving averages. It was fi...
Corrected generalized double DE M A
Theory: The double exponential moving average (DEMA), was developed by Patrick Mulloy in an attempt to reduce the amount of lag time found in traditional moving averages. It was fi...
Volume weighted moving average
Theory: Volume weighted moving average is similar to some other weighted averages, except that it is using the volumes for weighting the prices. That way the price when the volume ...
Corrected volume weighted moving average
Theory: Volume weighted moving average is similar to some other weighted averages, except that it is using the volumes for weighting the prices. That way the price when the volume ...
Volume weighted awesome oscillator
Theory: Bill Williams's Awesome Oscillator Technical Indicator (AO) is a 34-period simple moving average, plotted through the bars midpoints (H+L)/2, which is subtracted from the 5...
RS I candles with Keltner channel
Theory: This indicator is constructing RSI candles from RSI of open, high, low and close. Those same values are then used to calculate the ATR (Average True Range) of such RSI valu...
TR I X candles
Theory: The indicator is using 4 TRiX ( Triple Exponential Moving Averages Oscillator) values : of open, close, high and low to construct candles of this indicator. That produces q...
TRi X candles with Keltner channel
Theory: The indicator is using 4 TRiX ( Triple Exponential Moving Averages Oscillator) values: of open, close, high and low to construct candles of this indicator. That produces qu...
TRi X
Theory: Developed by Jack Hutson in the early 1980s, the Triple Exponential Average (TRiX) is a momentum indicator used by technical traders that shows the percentage change in a t...
Perfect trend line
Theory: Usage: You can use close changes as signals....
Channel design indicator
ApplicationThe indicator can be utilized into any symbol or timeframe, there are no restrictions.InputsFor the creation of the channel are required the definition of two inputs:The...
Ehlers Fisher transform (original)
Theory: Ehlers' Fisher transform has a long history of being plain wrongly coded (as the famous "solar wind") or wrongly coded because of misinformation. Some fault is the fault of...
Triangular moving average
Theory: Triangular moving average is a sort of a weighted moving average that is known for very smooth results. The weights in the triangular moving average are adding more weight ...
Filtered price
Theory: In technical analysis we can state that all is about filtering. Filtering the "insignificant", filtering the "false", and so on ... almost all tools are designed to "filter...
Filtered averages
Theory: The indicator that is using self adjusting filter (published and described here : ) but applied to one of the 4 types of averages :simple moving average (SMA)exponential mo...
Filtered WP R
The indicator that is using the self adjusting deviation filter to filter out values of WPR. The parameters are only the period (both WPR and filter) and filter size.Th usage can b...
Range weighted average
Theory : Almost all averages can be made as an average with a generalized formula that could be simply written down as : sum of price*(something) / sum of (something). The usual av...
Range weighted average MA C D
Theory: Strictly speaking MACD is a (as defined by Gerald Appel, who invented it) difference of fast and slow EMA and then a signal line (which is also EMA) is calculated for such ...
Range weighted EM A
Theory: Range weighted exponential moving average (EMA) is, unlike the "regular" range weighted average (originally published here : ) calculated in a different way. Even though th...
Range weighted smoothed EM A
Theory: This indicator is a variation of the range weighted EMA (originally published here: with some more explanation what exactly is it doing and how. The variation comes from a ...
Rocket RS I
Theory: Is calculated the original way, it is producing exactly the same results as the original and has some options added:you can chose the price (original uses close only)you ca...
Stochastic of filtered price
Theory: In technical analysis, the stochastic oscillatoris a momentum indicator that uses support and resistance levels. developed this indicator in the late 1950s. The term stocha...
Stochastic of average(s)
Theory: Stochastic oscillator is usually used on prices. But sometimes that produces much noise. Some filtering methods can be used (like this: ).simple moving average(SMA)exponent...
Stochastic extended
Basics: MetaTrader built-in stochastic allows us to chose only two "prices":close/closelow/highObviously we are missing the rest of the usual price types in those choices.Usage: Th...
Dynamic Trader Oscillator
Theory: Robert Miner developed something that he named "Dynamic Trader Oscillator" (usually shortened as DTOSC). The indicator is actually a stochastic of RSI, but for the sake of ...
Double smoothed stochastic
Theory: It is adding the choice of prices and the usual "low/high" combination too (which is the default setting).Usage: The indicator adds signal (or trigger) line in order to mak...
Double smoothed stochastic of ratio
Theory: Instead of using "raw" price, it is using the ratio of fast EMA / slow EMA of the price. The difference may seem small, but the results are quite different in some cases th...
Double smoothed stochastic Blau
Theory: where:C = Current closeLa = Lowest low in a daysHa = Highest high in a daysEy = y-day exponential moving averageEz = z-day exponential moving average It is calculating as d...
Trend trigger factor (averages pre-filtered)
Theory: Trend Trigger Factor was described by M.H. Pee in the Technical Analysis of Stocks and Commodities magazine in December, 2004. Usually the indicator is added some sort of s...
Center of Gravity (Ehlers)
Theory: As John Ehlers describes it:The CG is computed in much the same way as the Ehlers Filter. The position of the balance point is the summation of the product of position with...
Center of Gravity - extended
Theory: color change on signal / trigger line cross (the default)color change on level zero cross color change on slope change Usage: Depending on the way you desire to use it (by...
Spearman Rank Correlation 2 HT F
Two indicators from different timeframes in a single window as a cloud colored according to a trend direction.Fig. 1. SpearmanRankCorrelation_2HTF indicator...
Spearman Rank Correlation 3 HT F
Three indicators from different timeframes in a single window.Fig. 1. SpearmanRankCorrelation_3HTF indicator...
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