RobotFX curates the best open-source MetaTrader code to inspire your trading automation. The Mathematical Flaw in Retail Volatility (ATR) R...
Showing posts with label Garch. Show all posts
Showing posts with label Garch. Show all posts
MetaTrader 4 Indicator | GARCH
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This a little contribution for the wonderful community. I inspired my indicator by Edgar Peters work. It is a fractal volatility indi...
MetaTrader 5 Indicator | GARCH
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Original author: Andres Barale Sarti A fractal volatility indicator based on the GARCH model by Tim Bollerslev. The ARMA and ARCH m...
MetaTrader 5 Indicator | GARCH HTF
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The GARCH indicator with the timeframe selection option available in the input parameters: input ENUM_TIMEFRAMES TimeFrame= PERIOD...
MetaTrader 5 Indicator | GARCH Indicator - Industrial Level Volatility Estimator
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The Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) volatility/volume indicator is based on the GARCH(1,1) recur...