👨‍🔬 Cagliostro's MT5 Laboratory

Cagliostro wrote: Fri Jan 02, 2026 9:30 am No - there is proprietary logic integrated. Why do you need the code, do you need changes?

PS: for the future please stick to the rules. If a coder wants to share code, he/she will do it.

I understand !
Yes, just some simple things, for instance, i would love the option of multi timeframe in that indicator, that would be really awsome.
And when i change colors and width of the band for exemple, everytime i change timeframes everything comes back to default so i can't save my changes.


Amazing job with the indicators

k0udek wrote: Sat Jan 03, 2026 12:34 am I understand !
Yes, just some simple things, for instance, i would love the option of multi timeframe in that indicator, that would be really awsome.
And when i change colors and width of the band for exemple, everytime i change timeframes everything comes back to default so i can't save my changes.


Amazing job with the indicators

MTF is not simple at all, as the logic is recursive so requires some efforts.
Colors should work if the template is set to none.

I will take a look when have spare time.

Cagliostro wrote: Fri Jan 02, 2026 12:00 am TwinSmooth ATR Bands

Happy New Year folks. Here you can find my MT5 port of QuantEdgeB's TradingView indicator: TwinSmooth ATR Bands.

image_2026-01-01_135841588.png

---
What Is It?

TwinSmooth ATR Bands combines two powerful smoothing techniques - SMMA (Smoothed Moving Average) and TEMA (Triple Exponential Moving Average) - to create a responsive yet stable trend baseline. ATR-based bands then define dynamic support/resistance zones that adapt to market volatility.

The result? Clear trend signals with minimal noise and whipsaws.

---
How It Works

1. SMMA (24) - Provides stability and filters out noise
2. TEMA (8) - Adds responsiveness to price changes
3. Base Line - Average of SMMA + TEMA
4. Trend Base - EMA(14) smoothing of the base line
5. ATR Bands - Trend Base ± ATR × Multiplier

Signal Logic:
- LONG: Close breaks above upper band
- SHORT: Close breaks below lower band
- Signal persists until opposite breakout occurs

---
Key Features

Mathematically Verified - Exact port of the original Pine Script formulas
18 Color Themes - Including Alpha, Premium, Classic, Ice, Blood Moon, and more
Colored Candles - Instant visual trend identification
Dynamic Cloud Fill - Shows distance between price and active band
Signal Arrows - Confirmed reversal markers
Full Alert System - Popup, Sound, Push Notification, Email
Chart Background Themes - Optional dark/light backgrounds per theme
Clean Code - Follows MQL5 best practices, no repainting

---
Trading Applications

- Trend Following: Stay in trades while price remains on the correct side of the band
- Volatility Filter: ATR bands automatically widen in volatile markets, tighten in calm periods
- Trailing Stop Loss: ATR bands are good to trail open trades and exit the trade before a trend reverse

Hi Cagliostro, thanks for the great indicator. It doesn't seem to be updating on every candle; could you please check it?

Dear all, as the thread is getting bigger, please use PM to ask for support // modifications.

Keep the thread clean from support request.

If there is something still not solved on your side PM.

PULSAR Volume Oscillator

A Volume-Weighted Regime Detection Oscillator

━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Introduction
Traditional oscillators treat all price movements equally, ignoring the fundamental truth that volume validates price action. A 50-pip move on thin volume means something very different from the same move on heavy institutional flow.
Pulsar addresses this by weighting price deviation from the mean by volume intensity, then normalizing the result to produce a bounded oscillator that identifies market regime: trending vs mean-reverting conditions.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Signal Processing Pipeline
Price → MA(50) → Deviation → Volume Weight → RSI(Volume, 14) → σ Normalization → [-1, +1]

Stage 1: Basis Calculation
Standard moving average of the selected price source:
Basis = MA(Price, 50)
Supported types: SMA, EMA, VWMA, HULL.

Stage 2: Volume Weighting
Volume intensity modulates the deviation using RSI of volume:
vol_rsi = RSI(Volume, 14)
vol_factor = 1 + (vol_rsi/50 - 1) × Impact
Where Impact (default 0.5) controls sensitivity. High volume bars get amplified, low volume bars get dampened.

Stage 3: Normalized Deviation
Price deviation scaled by rolling standard deviation:
deviation = Price - Basis
vol_adjusted = deviation × vol_factor
normalized = vol_adjusted / (σ × Multiplier)
Output oscillates roughly between -1 and +1, where zero represents fair value.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Regime Zones
> +0.5 Strong Bull (trending up)
0 to +0.5 Weak Bull (mean-reversion zone)
-0.5 to 0 Weak Bear (mean-reversion zone)
< -0.5 Strong Bear (trending down)

Arrows fire only on regime flips (Strong Bull ↔ Strong Bear), not on every threshold cross. This eliminates signal spam during choppy conditions.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Visual Output
4-Color Histogram: Bright colors for Strong zones, muted for Weak zones
Smoothed Line: EMA of normalized value for trend confirmation
Gradient Fill: Cloud between histogram and smoothed line
Reference Lines: Zero line + threshold levels (±0.5 default)

━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Technical Features
No Repaint: Calculations on confirmed bars only
O(1) Rolling StdDev: Welford's algorithm for efficiency
18 Color Themes: Via QuantumColorThemes integration
8 Arrow Styles: Heavy/Light barbs, blocks, 3D, shapes
Alert System: Popup, sound, push, email
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Recommended Settings
MA Period: 50 (structure)
MA Type: EMA or SMA
Volume RSI: 14 (standard)
Volume Impact: 0.5 (moderate) or 1.0 (aggressive)
StdDev Period: 20 (normalization)
StdDev Mult: 2.0 (scaling)
Thresholds: ±0.5 (regime boundaries)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Original concept from my Pulsar indicator on tradingview, enhanced with volume weighting and regime detection logic.

Enjoy!
+C+

UPDATED

Cagliostro wrote: Sun May 11, 2025 6:59 am BLACK ZONES

image_2025-12-26_202210382.png


Black Zones is a professional support and resistance indicator for MT5, originally inspired by the popular MT4 Shved Supply and Demand. This new version has been completely rewritten from scratch and identifies key liquidity zones on any forex, indices, metals, or crypto chart using advanced fractal analysis, volume profiling, and institutional price levels.

Features:
- Dual Mode Detection: Choose between classic Fractal zones or modern Liquidity/Volume Profile zones
- Volume Profile Integration: Automatic POC (Point of Control), VAH, and VAL levels based on session volume distribution
- Institutional Fix Levels: Tokyo Fix, London Fix, and NY Close - key institutional reference prices
- PDH/PDL Levels: Previous Day High and Low with automatic detection
- Multi-Timeframe (MTF) Support: Display higher timeframe zones on lower timeframe charts with proper HTF synchronization
- Zone Strength Classification: Weak, Untested, Verified, Proven, and Turncoat (SBR/RBS) zones
- Retest Counter: Tracks zone retests for strength assessment
- Round Number Detection: Highlights psychological price levels within liquidity zones
- Quantum Color Themes: Multiple professional color schemes (Classic, Neon, Ocean, Fire, etc.)
- Alerts & Notifications: Pop-ups, sounds, and mobile alerts for zone entries

Customization:
- Adjustable zone appearance, colors, and line styles
- ATR-based zone filtering with customizable fuzz factor
- Zone merge and extend options
- Session anchoring for POC/PDH/PDL lines
- Individual toggles for each feature (Fixes, PDH/PDL, POC, Liquidity zones)

December 2025 Update:
- Added Volume Profile mode with POC/VAH/VAL
- Added Tokyo Fix, London Fix, NY Close institutional levels
- Added PDH/PDL (Previous Day High/Low)
- Added Liquidity Magnet detection with round number clustering
- Added full Quantum Color themes
- Improved HTF bar close detection for accurate MTF display
- Performance optimizations for smoother charting

February 2026 Update:
- Added Black Levels based zones with full MTF support, liquidity zones alternative to fractals
- Optimized object management cycle

Hello fellow traders!

I have been quiet in the last period, but silence does not mean lack of advancements. I want just to share that something exciting will come up in the next weeks. Two new indicators are facing the last step of live validation process.

Meridian is a nextgen trend identification indicator that has been created by joining DSP techniques (similar to Elher's filters but created on purpose to filter price noise) with 4 engines that track volatility, strength, structure and exhaustion. It's the firstborn of a new breed of synthetic models.
Oracle V2 (it will likely change name as its DNA is pretty different from the original Oracle) packs 3 complex algos (momentum, trend, volume) into a monolithic architecture to provide the best analysis tool for any strategy.


Stay tuned

+C+

Cagliostro wrote: Tue Feb 24, 2026 7:22 am Hello fellow traders!

I have been quiet in the last period, but silence does not mean lack of advancements. I want just to share that something exciting will come up in the next weeks. Two new indicators are facing the last step of live validation process.

Meridian is a nextgen trend identification indicator that has been created by joining DSP techniques (similar to Elher's filters but created on purpose to filter price noise) with 4 engines that track volatility, strength, structure and exhaustion. It's the firstborn of a new breed of synthetic models.
Oracle V2 (it will likely change name as its DNA is pretty different from the original Oracle) packs 3 complex algos (momentum, trend, volume) into a monolithic architecture to provide the best analysis tool for any strategy.


image_2026-02-23_211304722.png


Stay tuned

+C+

Uooollll.. I'm looking forward to test this new amazing tool!!!

Cagliostro wrote: Tue Feb 24, 2026 7:22 am Hello fellow traders!

I have been quiet in the last period, but silence does not mean lack of advancements. I want just to share that something exciting will come up in the next weeks. Two new indicators are facing the last step of live validation process.

Meridian is a nextgen trend identification indicator that has been created by joining DSP techniques (similar to Elher's filters but created on purpose to filter price noise) with 4 engines that track volatility, strength, structure and exhaustion. It's the firstborn of a new breed of synthetic models.
Oracle V2 (it will likely change name as its DNA is pretty different from the original Oracle) packs 3 complex algos (momentum, trend, volume) into a monolithic architecture to provide the best analysis tool for any strategy.


image_2026-02-23_211304722.png


Stay tuned

+C+

Awesome my friend!! I can't wait to see them working on the charts.

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

Could you be so kind to share the source code for this indicator, please?

Thank you
Ripe