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Re: 👨‍🔬 Cagliostro's MT5 Laboratory

Posted: Tue Jul 01, 2025 8:09 pm
by moey_dw
Cagliostro wrote: Fri Jun 27, 2025 11:39 am MOTHER OF ALL DIVERGENCES (M.O.A.D.)

Hi folks, I needed a good divergence indicator for MT5 and got inspired by the famous Divergence for Many Indicators.

It was not an easy task, but here we go. I found some logical flaws in the MT4 code, so fixed them and improved overall accuracy:
-OBV was wrongly looking into the future.
-SimpleMA math was flawed, returning wrong numbers.
-CMF did not keep array continuity.
-Stochastic missed bounds check.
NO FREAKING WAY!!!! THIS IS LEGENDARY!!!! THANK YOU THANK YOU THANK YOU 😮😮😮

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

Posted: Tue Jul 01, 2025 10:10 pm
by WN25
Cagliostro wrote: Mon Jun 30, 2025 4:22 pm Hi, if I receive a consistent number of requests for a change, I'll think of it.
Pleasepleaseplease is there room for a mobile push in this request :)

Thank you so much

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

Posted: Tue Jul 01, 2025 11:07 pm
by akino2023
WN25 wrote: Tue Jul 01, 2025 10:10 pm Pleasepleaseplease is there room for a mobile push in this request :)

Thank you so much

Wow, i just wanted to ask the same as it would be useful to have mobile push notifications included.

Hope Cagliostro could do the kindness to add in. tqvm in advance.

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

Posted: Wed Jul 02, 2025 11:41 am
by jackboton
Cagliostro wrote: Mon May 12, 2025 9:57 am TDI CROSS MTF


image_2025-05-12_015515594.png


The TDI CROSS is designed to provide a histogram-based representation of trend crossovers using principles derived from the Traders Dynamic Index (TDI). This indicator incorporates Multi-Timeframe (MTF) functionality and filtering options to assist in analyzing market trends.

Main Functionalities
-Triple-MA Crossover Logic: Identifies bullish and bearish signals through the crossover of a fast MA, medium MA, and slow MA applied to RSI.
-Histogram Display: Presents signals as a histogram, with colors indicating the trend state and strength, adjusted by a Level 50 filter.
-Level 50 Filter Modes: Offers three modes (No Filter, Level 50 Filter, Level 50 soft) to filter signals based on the Yellow Line’s position relative to the 50 level, including a hysteresis option to reduce noise.
-MTF Capability: Supports signal calculation on any timeframe (current or higher), facilitating cross-timeframe trend analysis.
-TDI Trend Label: Displays a label aligned with TDI’s trend bias, where the direction label’s color reflects the histogram’s color scheme.

Reading the Histogram Colors
The histogram’s colors indicate the trend state and signal strength:
-Light Green (Bullish): Represents a basic bullish crossover when No Filter is selected.
-Dark Green (Strong Bullish): Indicates a trend-aligned bullish signal (Yellow Line ≥ 50) when Filters are active.
-Light Red (Bearish): Represents a basic bearish crossover when No Filter is selected.
-Dark Red (Strong Bearish): Indicates a trend-aligned bearish signal (Yellow Line < 50) when Filters are active.
-Grey (Neutral): Shown when no crossover signal is present or when the trend conditions are not met.

Jun 2 Update, download it again.
-Added Persistent Mode (Oracle Style) for both filtered and unfiltered settings.
-Improved accuracy


TDI CROSS HISTO.ex5
Dear C, I want to add this indicator to the 15-3m timeframe of the Saturn system. Can I just keep the original parameter settings of the indicator?

+C+: hi there, you need to find yourself the best settings for TF and instrument. Default settings are ok but will never match the Oracle accuracy.

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

Posted: Thu Jul 03, 2025 2:11 am
by WN25
Cagliostro wrote: Mon Jun 30, 2025 9:03 am PARABOLIC RSI

The Parabolic RSI indicator merges the power of Parabolic SAR with RSI momentum analysis by plotting SAR calculations directly onto the RSI oscillator. This approach identifies potential reversals more precisely than traditional RSI extremes. By incorporating the Parabolic SAR's trend-following logic, the indicator filters out false signals and delivers cleaner entry and exit points.

Signal Types:
-Large Squares: These appear when the Parabolic SAR reverses while RSI is in extreme territory (above 70 or below 30). Such signals indicate strong reversal potential with higher success rates.
-Small Squares: Generated during SAR reversals within the neutral RSI zone (30-70). These suggest minor pullbacks or continuation patterns, ideal for scaling positions or trend-following strategies.

Key Benefits:
-Combines momentum and trend analysis in one window, eliminating the need to monitor multiple indicators separately.
-Displays identical signals on both the oscillator panel and main chart, allowing seamless price action monitoring without constant window switching.
-Enhances traditional candlestick patterns by providing mathematical confirmation through RSI-SAR convergence.
-Fully customizable parameters including RSI length, SAR acceleration settings, and overbought/oversold levels to match any trading approach or market condition.
-Comprehensive alert system featuring popup notifications, audio signals, email messages, and mobile push alerts for real-time signal tracking.


Parabolic RSI.ex5


image_2025-06-30_005751320.png
I've been having fun with this, but mainly on a 1 minute chart, would it be possible to have a mode where it mimics the Alkemix way of displaying triangles on each respective square/arrow cycle?

IE: Large down arrow, only plots orange squares (On a 1 minute chart I find after a large orange square has formed and you wait for either a 4th mini dot or a 2nd dot the subsequent smaller squares are normally nice re-entry areas.) This is combination with the way the Alkemix already works could help hone your focus. It's already fine as is, just wondering if you see any reason to add this as an option.

Sometimes there is a great line up where you see your oracles, a dot, and the candle colors change along with a square from the SAR all show for great entries. It just looks nice to me, thank you for making this!

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

Posted: Thu Jul 03, 2025 2:41 am
by Cagliostro
WN25 wrote: Thu Jul 03, 2025 2:11 am I've been having fun with this, but mainly on a 1 minute chart, would it be possible to have a mode where it mimics the Alkemix way of displaying triangles on each respective square/arrow cycle?

IE: Large down arrow, only plots orange squares (On a 1 minute chart I find after a large orange square has formed and you wait for either a 4th mini dot or a 2nd dot the subsequent smaller squares are normally nice re-entry areas.) This is combination with the way the Alkemix already works could help hone your focus. It's already fine as is, just wondering if you see any reason to add this as an option.

Sometimes there is a great line up where you see your oracles, a dot, and the candle colors change along with a square from the SAR all show for great entries. It just looks nice to me, thank you for making this!
+C+: Hi there - good idea, but integration between different indicators' buffers and data points requires a lot of work, that cannot be part of the the free stuff scenario. I am sure you agree.

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

Posted: Thu Jul 03, 2025 6:25 am
by WN25
Cagliostro wrote: Thu Jul 03, 2025 2:41 am +C+: Hi there - good idea, but integration between different indicators' buffers and data points requires a lot of work, that cannot be part of the the free stuff scenario. I am sure you agree.
I understand thank you, for those interested it’s still possible following Cagliostro’s logic to perform this manually!

When I do make a million though..? Heh I’ll call you 🤣

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

Posted: Fri Jul 04, 2025 10:14 pm
by Cagliostro
Sadukey

Thanks to @mrtools coding for MT4 > post1295568087.html#p1295568087

I've found this sophisticated implementation of the differential Gaussian filtering, with an oscillating (+/-/+) pattern charateristic of Laplacian of Gaussians (LoG), Difference of Gaussians (DoG) and Mexican Hat Wavelets (MHW), also known as Ricker Wavelets.

The indicator calculates two primary buffers:

Buffer1: Based on (HLC4 + Close) / 2
Buffer2: Based on (HLC4 + Open) / 2

The trend is determined by the relationship between these buffers, not by price position relative to the indicator.

It's very different from traditional MAs and also from digital filters, like Ehlers' ones or Kalman, and it performs at best on higher TFs (H1+) in identifying turning points and reversals. It's worth more testing.

Jul 13 Update, download it again.
-Multi-Instance Robustness: Reworked the core logic to ensure multiple instances of the indicator can run on the same chart with different settings (e.g., MTF and colors) without interfering with each other.
-Code Modernization: Replaced the legacy MQL4 drawing with a single, efficient DRAW_COLOR_LINE for a cleaner two-color display and improved performance.
-New Feature - ATR Noise Filter: Added an adaptive ATR-based filter to significantly reduce whipsaws in ranging markets and improve signal quality.
-New Feature - Full Customization & Alerts: Implemented comprehensive user settings including unique color presets, visual options, and a complete suite of trend-change alerts.
-Performance Overhaul & Bug Fixes: Optimized MTF calculations using ArrayBsearch for maximum speed and fixed critical bugs related to interpolation and data indexing to ensure accuracy and stability: 90% less CPU usage.



MT5 version is not repainting in MTF mode.

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

Posted: Sat Jul 05, 2025 2:32 pm
by moey_dw
Cagliostro wrote: Fri Jul 04, 2025 10:14 pm Sadukey MT5
Gentleman its a masterful Mt5 version.......... even once or twice a day just to see your purple headlines on the latest posts!!!! Truly giving bro i always know its gonna be good when ever I see your name.............. a code or no code your threads bring life to these charts 🫶🫶🫶

Re: 👨‍🔬 Cagliostro's MT5 Laboratory

Posted: Sun Jul 06, 2025 7:36 pm
by LegendaryWvW
Thank you Cagliostro for you hard work, you are an absolute legend!!!

The new Oracle version with trend or range detection, the color candles and big arrows of the new Alkemix and your take on the i-Sadukey as an exit point on higher time frame is like a match made in heaven, I was struggling to under the black zones as exit point but this makes it a lot clearer, it;s still weekend but backtest on this i-sadukey looks solid, I can't say thank you enough and every time you post something new or update something I get more excited. :Fire: