Historical

Export historical data – script MetaTrader 5

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Export historical data - script for MetaTrader 5
The script purpose is to export historical rates data to format, convenient for analysis in external programs, for example, in MathCad (example is attached). The output file contain the historical price data (bars) of the specified month in the following form:  DoubleToString(rates[i].time,0),     // number of seconds, passed from 1 Janunary 1970               rates[i].open,         // Open … Read more

sHistoryExport – handy script to export the historical data in the МetaТrader 4 format – script MetaTrader 5

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sHistoryExport - handy script to export the historical data in the МetaТrader 4 format - script for MetaTrader 5
Script for historical data export. Problems with history in MetaTrader 4? Load the detailed history of any depth from MetaTrader 5!   Step 1: Set up Load script in the “terminal_data_folder\MQL5\scripts\”. Load libraries CheckHistory and String to the “terminal_data_folder\MQL5\Include\komposter\”. Compile the script.    Step 2: Set the depth of the history Go to the menu “Tools – Options” … Read more

Historical Volatility – indicator MetaTrader 5

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Historical Volatility - indicator for MetaTrader 5
Historical Volatility (HV) is a statistical measure of the dispersion of returns for a given security or market index over a given period of time. Generally, this measure is calculated by determining the average deviation from the average price of a financial instrument in the given time period. Using standard deviation is the most common, … Read more

Historical Volatility – High/Low – indicator MetaTrader 5

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Historical Volatility - High/Low - indicator for MetaTrader 5
Historical Volatility (HV) is a statistical measure of the dispersion of returns for a given security or market index over a given period of time. Generally, this measure is calculated by determining the average deviation from the average price of a financial instrument in the given time period. Using standard deviation is the most common, … Read more

Historical Volatility Bands – indicator MetaTrader 5

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Historical Volatility Bands - indicator for MetaTrader 5
Historical Volatility Bands that are constructed using: Average as the middle line. Upper and lower bands using the Historical Volatility for bands calculation. Color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line is having the same color, otherwise it is … Read more

Historical Volatility Bands – High/Low – indicator MetaTrader 5

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Historical Volatility Bands - High/Low - indicator for MetaTrader 5
Historical Volatility bands that are constructed using: Average as the middle line. Upper and lower bands using the Historical Volatility high/low (instead of “regular” Historical Volatility) for bands calculation. Color of the middle line, unlike the bands colors, has 3 colors. When colors of the bands are the same, then the middle line is having … Read more

Historical Volatility – Parkinson – indicator MetaTrader 5

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The Parkinson’s number, or High Low Range Volatility developed by the physicist, Michael Parkinson in 1980, aims to estimate the Volatility of returns for a random walk using the High and Low in any particular period. IVolatility.com calculates daily Parkinson values. Prices are observed on a fixed time interval: n = 10, 20, 30, 60, … Read more

Historical Volatility Bands – Parkinson – indicator MetaTrader 5

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Historical Volatility Bands - Parkinson - indicator for MetaTrader 5
Historical Volatility Bands that are constructed using: Average as the middle line. Upper and lower bands using the Parkinson’s historical volatility (instead of “regular” Historical Volatility) for bands calculation. Color of the middle line is, unlike the bands colors, having 3 colors. When colors of the bands are the same, then the middle line is … Read more

Strong Historical Levels – indicator MetaTrader 5

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Strong Historical Levels - indicator for MetaTrader 5
Historical Levels are prices over life time of a symbol which technically believed as most repeated prices. From financial point of view, these prices are important limits of economical conditions of a financial environment which is shadowed over dedicated symbol chart. There are scientific materials shows these levels has linkage to financial limits/phases which price/rate … Read more