Kalman filter - generalized version - indicator for MetaTrader 5

Kalman filter - generalized version - indicator for MetaTrader 5

Theory : This one was published long time ago using Kalman filter name (among other publications, you can check this one too : Kalman filter - a version for mt4). Kept the name and made it use what metatrader 5 can do now : being applied to another indicator data PS: the color of the indicator is nor based on the slope of the indicator, but on the internal "velocity" that is calculated in the process of calculating this indicator Usage : Apply
Kalman filter - multi time frame version - indicator for MetaTrader 5

Kalman filter - multi time frame version - indicator for MetaTrader 5

Theory : This one was published long time ago using Kalman filter name (among other publications, you can check this one too : Kalman filter - a version for mt4). Kept the name and made it multi time frame. Multi time frames are having, apart from all the standard multi time frames that can be used in metatrader 5, 3 additional "time frames" : first higher time frame (first time frame higher than the current chart time frame) second higher time
Kalman velocity - multi time frame version - indicator for MetaTrader 5

Kalman velocity - multi time frame version - indicator for MetaTrader 5

Theory : As it was explained here : Kalman Filter Velocity, as a part of calculation the "Kalman filter" indicator is calculating something that we can call velocity (or a sort of a smooth momentum). This is the multi time frame version of it.  Multi time frames are having, apart from all the standard multi time frames that can be used in metatrader 5, 3 additional "time frames" : first higher time frame (first time frame higher than the
Export trade history to CSV v2 - script for MetaTrader 5

Export trade history to CSV v2 - script for MetaTrader 5

This is the version 2 of my script to export the trade history from MT5 selected between two dates. The resulting file is CSV that can be opened/imported with any spreadsheet software. The CSV can be found in the folder MQL5Files Following data columns are exported: Position ID Type Symbol Volume Open Date/Time Open Price Close Date/Time Close Price TakeProfit, data not available using HistoryOrderGetDouble(order_ticket, ORDER_TP) StopLoss,
Kalman filter - with candles or bars - indicator for MetaTrader 5

Kalman filter - with candles or bars - indicator for MetaTrader 5

Theory : This one was published long time ago using Kalman filter name (among other publications, you can check this one too : Kalman filter - a version for mt4). Kept the name and made it multi time frame.Multi time frames are having, apart from all the standard multi time frames that can be used in metatrader 5, 3 additional "time frames" : first higher time frame (first time frame higher than the current chart time frame) second higher time
ConsecutiveRSI - indicator for MetaTrader 5

ConsecutiveRSI - indicator for MetaTrader 5

Just a combining of a variable consecutive candle detector along with associated RSI levels.  Interesting settings: Number of consecutive candles needed before a valid signal Overbought level of RSI Oversold level of RSI In the marketplace at https://www.mql5.com/en/market/product/35976
Aroon - multi time frame version - indicator for MetaTrader 5

Aroon - multi time frame version - indicator for MetaTrader 5

Theory : The Aroon indicator was developed by Tushar Chande in 1995. This version is correcting what is frequently found for metatrader versions of Aroon indicator (level 0 never reached) and is adding multi time frame option to it. Multi time frames are having, apart from all the standard multi time frames that can be used in metatrader 5, 3 additional "time frames" : first higher time frame (first time frame higher than the current chart time
Aroon oscillator - multi time frame version - indicator for MetaTrader 5

Aroon oscillator - multi time frame version - indicator for MetaTrader 5

Theory : The Aroon indicator was developed by Tushar Chande in 1995. Arron oscillator is belonging to the same family and is (even if it does not look so at the first glance) a direct offspring of Aroon indicator. This version is correcting what is frequently found for metatrader versions of Aroon oscillator indicator (level -100 never reached) and is adding multi time frame option to it. Multi time frames are having, apart from all the standard
RSI swings - indicator for MetaTrader 5

RSI swings - indicator for MetaTrader 5

Theory : RSI swings indicator is based on Rsi(oma) indicator and the zone where the values is floating in. You can use the usual set of averages types of Rsi(oma) calculation simple moving average exponential moving average smoothed moving average linear weighted moving average Usage : You can use color changes as signals
ColorPEMA_Digit_Trend_x10 - indicator for MetaTrader 5

ColorPEMA_Digit_Trend_x10 - indicator for MetaTrader 5

Indicator ColorPEMA_Digit_Trend_x10 displays the directions of the ColorPEMA_Digit indicator signals from ten different timeframes from the bar specified in the indicator inputs A trend continuation is displayed by the right arrow, while a reversal is displayed by a diagonal up or down arrow. //+----------------------------------------------+ //| Indicator input