Analysis

History Dump CSV with heat map for Excel analysis – script MetaTrader 4

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Drag script onto any chart. Popup confirms the output filename.
Do you need to know at what times of the day you are winning or losing compared to other times or the day? This script creates a .CSV file of your order history so you can import it into Excel and analyse it. It extracts all order information. Date / time information in both native … Read more

After Testing – Analysis of Operations – indicator MetaTrader 5

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After Testing - Analysis of Operations - indicator for MetaTrader 5
Change in the display of graphical objects created by the strategy tester and simplification of the following visual analysis of the results. Without the need to edit the code of the Expert Advisor. It is an upgraded version of my old script Visual Аnalysis AfterTesting without flaws and with more intuitive behavior. How it works: … Read more

History analysis on presence of holes and gaps – script MetaTrader 4

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History analysis on presence of holes and gaps - script for MetaTrader 4
The history_data_analysis_v3 script checks the history for missing bars, determines the size of the holes, gaps and makes a list of them. The original can be found here: history data analysis. This version has the output file format changed to *.csv and implements a heavily reworked output. Now, when using the MS Excel to open … Read more

Trend indicator based on singular spectrum analysis – indicator MetaTrader 5

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Period of 5 minutes. Two trends SSA(120,50,4), SSA(50,20,7) and moving average MA(14)
Extracting trend and filtering noises using the method of singular spectrum analysis. Adjusting the indicator parameters allows to control the smoothness of the extracted trend and noise filtering threshold. The time horizon of the trading strategy determines the optimum dissection of data into trend, low-frequency and high-frequency additive components, followed by signal reconstruction. The indicator … Read more

Trend analysis index – improved – indicator MetaTrader 5

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Trend analysis index - improved - indicator for MetaTrader 5
Theory: In his article “The Derivative Moving Average” (back in 1996), Adam White describes what he called TAI (Trend Analysis Index) indicator as a basis for trade entries. Quite frankly it is obvious that at that time the computers and market data were rare, since the indicator is, in the form it is originally imagined … Read more

Crypto Analysis – EA MetaTrader 4

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Crypto Analysis - expert for MetaTrader 4
“Crypto Analysis” EA uses 2 different time frames BB&RSI as Overbought and oversold indicators ,has Trailing Stop Loss &Take Profit works with all time frames major forex pairs,Crypto and stocks NASDAQ. USEMOVETOBREAKEVEN  system functions like a stop loss But a one-time function with a smaller value than the subsequent Stop Loss value to lock minimal profit and avoid … Read more

Quantile Price Analysis – indicator MetaTrader 4

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Quantile Price Analysis - indicator for MetaTrader 4
Calculation is: ———————- Calculation is current close price minus the close price of the last N(default 30) period’s defined X(default 60) upper quantile & current close price minus the close price of the last N(default 30) period’s defined X(default 40) lower quantile. If both of these value(which are displayed in histograms) are above 0 then … Read more

Adaptive Volatility Analysis – indicator MetaTrader 4

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Adaptive Volatility Analysis - indicator for MetaTrader 4
The AVA (Adaptive Volatility Analysis) Indicator is a tool I’ve developed, primarily for enhancing my own indicators and Expert Advisors (EAs). It’s designed to gauge market price movements with greater precision. Unlike standard indicators that offer a static view of the market, the AVA adapts its analysis based on current market dynamics. This adaptability makes … Read more