FIR_filter - indicator for MetaTrader 5

FIR_filter - indicator for MetaTrader 5

The indicator shows moving average, calculated using the digital filter. In this example the Hann Window is used. You can use the other filter coefficients, just modify them in OnInit():    for(int k=0;k<Per;k++)    {       w[k]=0.5-0.5*MathCos(2.*pi*(k+1)/(Per+1));       wsum+=w[k];    }
Linear regression slope - indicator for MetaTrader 5

Linear regression slope - indicator for MetaTrader 5

Linear regression fits the following equation of a straight line to price data: y[x] = y0 + b*x where: x is a bar number (x=1..n); y[x] is the corresponding price (open, close, median etc); b is a proportionality coefficient y0 is a bias. The linear regression slope, given by this indicator, is equal to a normalized version of the coefficient b. The formula for b is: b = (n*Sxy - Sx*Sy)/(n*Sxx - Sx*Sx) where: Sx = Sum(x, x = 1..n)= n*(n + 1)/2;
AR extrapolation of price - indicator for MetaTrader 5

AR extrapolation of price - indicator for MetaTrader 5

An autoregressive (AR) (or linear prediction) model is given by: x[n] = -Sum(a[i]*x[n - i], i = 1..p) where: x[n] is the predicted value of a time series; x[n-p]..x[n-1] are known past values of the same series; a[1]..a[p] are the model coefficients, and p is the model order. The model coefficients a[1]..a[p] can be fitted to the past data by a variety of methods. This indicator uses the Burg method. The inputs of the indicator are: UseDiff - a
Fourier extrapolation of price - indicator for MetaTrader 5

Fourier extrapolation of price - indicator for MetaTrader 5

A multi-harmonic (or multi-tone) trigonometric model of a price series x[i], i=1..n, is given by: x[i] = m + Sum( a[h]*Cos(w[h]*i) + b[h]*Sin(w[h]*i), h=1..H ) where: x[i] - past price at i-th bar, total n past prices; m - bias; a[h] and b[h] - scaling coefficients of harmonics; w[h] - frequency of a harmonic; h - harmonic number; H - total number of fitted harmonics. Fitting this model means finding m, a[h], b[h], and w[h] that make
iS7N_TREND_1 - indicator for MetaTrader 5

iS7N_TREND_1 - indicator for MetaTrader 5

Trend indicator with the simple smoothing algorithms. Based on the indicator trend.mq4 with some modifications. It has an only one parameter - period (use period=24 for EURUSD).
Price prediction by Nearest Neighbor - indicator for MetaTrader 5

Price prediction by Nearest Neighbor - indicator for MetaTrader 5

The k-Nearest Neighbor algorithm (k-NN) searches for k past patterns (neighbors) that are most similar to the current pattern and computes the future prices based on weighted voting of those neighbors. The present indicator finds only one nearest neighbor. So, in essence, it is a 1-NN algorithm. It uses the Pearson correlation coefficient between the current pattern and all past patterns as the measure of distance between them. The indicator has
Price prediction by Nearest Neighbor found by a weighted correlation coefficient - indicator for MetaTrader 5

Price prediction by Nearest Neighbor found by a weighted correlation coefficient - indicator for MetaTrader 5

The main disadvantage of the classical Nearest Neighbor algorithm (see an examplary implementation in https://www.mql5.com/en/code/133) is that all prices within a pattern are treated equally. In other words, it assumes that older prices have the same effect on future as newer ones. To overcome this drawback, this version of the nearest neighbor indicator gives larger weights to most recent prices while searching for the closest pattern in the
BB 3sigma - indicator for MetaTrader 5

BB 3sigma - indicator for MetaTrader 5

Bollinger Bands +-3sigma. You can change period and sigma ratio (Proper size of Deviation is 0.5~1.0). Bollinger Bands Indicator (BB) is similar to Envelopes. The only difference is that the bands of Envelopes are plotted a fixed distance (%) away from the moving average, while the Bollinger Bands are plotted a certain number of standard deviations away from it. Standard deviation is a measure of volatility, therefore Bollinger Bands adjust
iS7N_TREND.mq5 - indicator for MetaTrader 5

iS7N_TREND.mq5 - indicator for MetaTrader 5

Now its two-color (or two-mode) trend indicator, the number of calculated bars can be specified. Also you can select the mode (one or two color) and the uptrend and downtrend color. The number of bars to plot is also can be changed.
The Moving Average Indicator, based on the Quasi-Digital Filter - indicator for MetaTrader 5

The Moving Average Indicator, based on the Quasi-Digital Filter - indicator for MetaTrader 5

The Moving Average Indicator, based on the Quasi-Digital Filter. The MACD Indicator as example of its use is presented.



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