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Re: Volatility Indicators for MT4

by: yoake
Hello,I am Yoake. I have only read this forum until now. From now on I would like to contribute to the community. Looking forward to grow with the community. This is the MT4 version of Ehlers Enhanced Signal to Noise Ratio. Rocket Science for Trader Jhon F. Ehlers p87-88 I could not find the MT4 ver...

Regularized Linear Regression MA

by: yoake
I made Regularized Linear Regression MA. with reference to Pattern Recognition and Trading Decision Chris Satchwell p193-194 But it does not seem to be working correctly. Changing setting Lambda makes little difference, same as usual Linear regression. Where should I fix it? If anyone knows of a sol...

Re: Coding Help

by: yoake
Regularized Linear Regression MA I have tested again with some corrections. There was no change, but I noticed something. If the period exceeds 25, the amount of correction seems to be significantly less. It is no different from normal Linear regression. Conversely, if the period is shortened, the c...

Re: Ehlers Indicators for MT4

by: yoake
This is Bandpass filter Indicator. I looked for Mq4 code but could not find it before. Therefore, I made MT4 version with reference to EasyLanguage ,PineScript, and Mladen's Bandpass filter code. Cycle Analytics for Trader John F. Ehlers p56-57 Several types of Bandpass filter exist. The characteris...

Re: Ehlers Indicators for MT4

by: yoake
i doesn't match price very well ,, but maybe im using it wrong or have wrong settings Of those I tried, Period was 14, Bwidth was 0.6, Gain 0.991, and MTF, it seemed useful. Example(Upper :D1 Lower :4H on 1H Chart) However, I feel there are other possibilities. If you find any good ideas, please le...

Re: Supertrend indicators for MT4

by: yoake
Supertrend Filter by alexgrover (Alex Grover) https://www.tradingview.com/script/2raJpSpw-Supertrend-Filter/ I am in the process of converting the Supertrend Filter (Using recursion ver) pinescript to MQL4. But there is a part I don't understand. If anyone is familiar with PineScript, could you giv...

Advanced Historical Volatility Estimators

by: yoake
Advanced Historical Volatility Estimators Let me first give you an overview of Advanced Historical Volatility Estimators. Advanced historical volatility estimators can use open, high and low prices in addition to closing price. These are more efficient than conventional methods. It is said. <Excerp...

Re: Volatility Indicators for MT4

by: yoake
Close to Close HV estimators / Multi Symbol Close-to-Close HV estimators are the most commonly used estimators in finance. The calculation is straightforward and easy to understand. When people reference historical volatility , most of the time they are talking about the close to close estimator. <...