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This document provides a comprehensive overview of our custom-developed and refactored MQL5 indicator and script collection. Every tool in this library was built following three core principles:
1. **Stability Over Premature Optimization:** All indicators utilize a "full recalculation" model, ensuring robust and glitch-free performance during timeframe changes or history loading. Recursive calculations are carefully and manually initialized.
2. **Modularity and Reusability:** Complex logic is encapsulated into centralized toolkits (e.g., `HeikinAshi_Tools.mqh`), promoting clean, maintainable, and reusable code.
2. **Modularity and Reusability:** Complex logic is encapsulated into centralized, object-oriented toolkits (e.g., `HeikinAshi_Tools.mqh`, `Jurik_Calculators.mqh`), promoting clean, maintainable, and reusable code.
3. **Adherence to Definition:** Our indicators are implemented to match the original author's mathematical formula as closely as possible, aligning with the global standard used on professional platforms rather than platform-specific variations.
Each indicator family includes a standard (candlestick) version and a "pure" Heikin Ashi variant. Many oscillators also have a separate "Oscillator" (histogram) version.
Each indicator family includes a standard (candlestick) version and a "pure" Heikin Ashi variant where applicable. Many oscillators also have a separate "Oscillator" (histogram) version.
---
## 1. Core Indicators (`MyIndicators/`)
### 1.1 Trend-Following Indicators
### 1.1 Trend-Following & Smoothing Indicators
| Indicator Family | Primary Purpose | Key Feature / Why Use It? | Best For | Complexity / Repainting |
| :------------------------- | :----------------------------------------------------------------------------- | :----------------------------------------------------------------------------------------------------------------------------------- | :------------------------------ | :--------------------------- |
| **Supertrend** | Identify trend direction and provide volatility-based trailing stop levels. | Robust, stepped line for clear signals. We offer a "Pure" HA version and a standard ATR version. | Trend Following, Trailing Stops | Low `O(N)` / No |
| **Gann HiLo Activator** | Identify trend direction and MA-based trailing stop levels. | Uses separate MAs for Highs and Lows, providing clearer levels than a single MA. | Trend Following, Trailing Stops | Low `O(N)` / No |
| **Adaptive MA (AMA)** | An "intelligent" moving average that adapts its speed based on market noise. | Slows down in ranges and speeds up in trends, helping to filter false signals. | Trend Following, Dynamic Filter | Medium `O(N)` / No |
| **VIDYA** | An "intelligent" moving average that adapts its speed based on momentum (CMO). | Reacts to momentum, not noise. The Heikin Ashi version is extremely responsive due to the clean trend input. | Trend Following, Dynamic Filter | Medium `O(N)` / No |
| **Hull MA (HMA)** | An extremely fast and smooth moving average designed to minimize lag. | One of the most responsive moving averages available, hugging price action closely. | Short-Term Trend Following | Low `O(N)` / No |
| **McGinley Dynamic** | A self-adjusting moving average that is more responsive than traditional MAs. | Its unique formula speeds up in down markets and slows down in up markets. | Dynamic Trend Following | Low `O(N)` / No |
| **Linear Regression Pro** | Plots a statistically precise trend channel. | Fully manual, flexible implementation with selectable source price and channel calculation methods (Standard vs. Maximum Deviation). | Trend Analysis, Mean Reversion | High `O(N^2)` / **Yes** |
| **Std. Deviation Channel** | Plots a regression channel with adjustable deviation. | Uses the robust `OBJ_STDDEVCHANNEL` for a precise, MT5-native linear regression channel with adjustable width. | Trend Analysis | Low (Object-based) / **Yes** |
| Indicator Family | Primary Purpose | Key Feature / Why Use It? | Best For | Complexity / Repainting |
| :--- | :--- | :--- | :--- | :--- |
| **Supertrend** | Identify trend direction and provide volatility-based trailing stop levels. | Robust, stepped line for clear signals. The Heikin Ashi version provides excellent noise filtering. | Trend Following, Trailing Stops | Low `O(N)` / No |
| **Gann HiLo Activator** | Identify trend direction and MA-based trailing stop levels. | Uses separate MAs for Highs and Lows, providing clearer levels than a single MA. | Trend Following, Trailing Stops | Low `O(N)` / No |
| **Adaptive MA (AMA)** | An "intelligent" moving average that adapts its speed based on market noise. | Slows down in ranges and speeds up in trends, helping to filter false signals. | **Day Trading**, Dynamic Filter | Medium `O(N)` / No |
| **VIDYA** | An "intelligent" moving average that adapts its speed based on momentum (CMO). | Reacts to momentum, not noise. The Heikin Ashi version is extremely responsive. | Trend Following, Dynamic Filter | Medium `O(N)` / No |
| **Holt MA (DES)** | A predictive, double-smoothed line that models both Level and Trend. | Exceptionally smooth with a **one-bar-ahead forecast**. The Oscillator version is a pure trend velocity meter. | **Early Trend Identification** | Medium `O(N)` / No |
| **Jurik MA (JMA)** | An ultra-smooth, low-lag adaptive filter based on market volatility and phase. | Considered one of the most advanced MAs. Extremely smooth in ranges, extremely fast in trends. | Advanced Trend Following | High `O(N)` / No |
| **MESA Adaptive MA (MAMA)** | A DSP-based filter that adapts to the market's dominant cycle period. | Measures the market's "rhythm" to adjust its speed. Used with its FAMA line for crossover signals. | **Cycle Analysis**, Crossovers | High `O(N)` / No |
| **Fibonacci WMA** | A trend-following average using Fibonacci numbers for weighting. | An asymmetrically weighted MA that is highly responsive to recent price action. | Responsive Trend Following | Low `O(N)` / No |
| **Symmetric WMAs** | A family of **smoothing filters** (Sine, Pascal, Symmetric) with zero lag. | Symmetrical, bell-shaped weighting. Excellent for **noise reduction** and identifying the market's "center of gravity". | **Mean Reversion**, Noise Filter | Low `O(N)` / No |
| **Hull MA (HMA)** | An extremely fast and smooth moving average designed to minimize lag. | One of the most responsive moving averages available, hugging price action closely. | Short-Term Trend Following | Low `O(N)` / No |
| **McGinley Dynamic** | A self-adjusting moving average that is more responsive than traditional MAs. | Its unique formula speeds up in down markets and slows down in up markets. | Dynamic Trend Following | Low `O(N)` / No |
| **Linear Regression Pro** | Plots a statistically precise trend channel. | Fully manual, flexible implementation with selectable source price and channel calculation methods. | Trend Analysis, Mean Reversion | High `O(N^2)` / **Yes** |
| **Std. Deviation Channel** | Plots a regression channel with adjustable deviation. | Uses the robust `OBJ_STDDEVCHANNEL` for a precise, MT5-native linear regression channel. | Trend Analysis | Low (Object-based) / **Yes** |
| **Murrey Math Line X** | Plots a grid of support/resistance levels based on Gann's octave theory. | A complete, rule-based trading framework. Our version is fully MTF capable. | **Structural S/R Levels** | High `O(N)` / **Yes** |
### 1.2 Momentum Oscillators
| Indicator Family | Primary Purpose | Key Feature / Why Use It? | Best For | Complexity / Repainting |
| :------------------------------- | :--------------------------------------------------------------------------------- | :------------------------------------------------------------------------------------------------------------------------------- | :------------------------------ | :------------------------------- |
| **MACD Pro** | Measure trend momentum via the difference between two moving averages. | TradingView-style 3-component display. Our "Pro" version has selectable MA types for all components. | Trend Confirmation, Divergences | Medium `O(N)` / No |
| **RSI** | Measure internal strength and identify overbought/oversold levels. | A robust implementation of the classic Wilder's RSI, complete with a flexible signal line and oscillator version. | Mean Reversion, Divergences | Low `O(N)` / No |
| **Cutler's RSI** | An RSI variant using SMA for smoothing instead of Wilder's method. | Provides a different character of momentum reading. Includes a flexible signal line and oscillator version. | Mean Reversion, Divergences | Low `O(N)` / No |
| **Stochastic (Fast, Slow, Pro)** | Measure the price's position relative to its high-low range. | Our "Pro" version allows selecting the MA type for smoothing, enabling replication of classic and MT5-specific behaviors. | Ranging Markets, Reversals | Low `O(N)` / No |
| **StochRSI (Fast, Slow, Pro)** | The "stochastic of the RSI." An extremely sensitive oscillator. | Our "Pro" version provides full flexibility in the smoothing methods, making it a highly adaptable tool. | Short-Term Overbought/Oversold | Medium `O(N)` / No |
| **CCI (Efficient & Precise)** | Measure a security's variation from its statistical mean. | We offer two versions: a fast, sliding-window "Efficient" implementation and a mathematically "Precise" definition-true version. | Breakouts, Extreme Levels | Med-High `O(N^2)` (Precise) / No |
| **Fisher Transform** | A statistical transformation that normalizes price, creating sharp turning points. | Excellent for identifying price extremes. Our version includes a robust initialization to prevent overflows. | Spotting Reversals | Medium `O(N)` / No |
| **Ultimate Oscillator** | A multi-timeframe oscillator designed to produce more reliable divergence signals. | By combining three timeframes, it is less prone to generating false divergence signals. | **Divergence Trading** | Medium `O(N)` / No |
| **WPR (%R)** | A simplified, inverted version of the Stochastic Oscillator. | A fast and simple oscillator for identifying overbought/oversold conditions. Includes a version with a signal line. | Short-Term Reversals | Low `O(N)` / No |
| Indicator Family | Primary Purpose | Key Feature / Why Use It? | Best For | Complexity / Repainting |
| :--- | :--- | :--- | :--- | :--- |
| **MACD Pro** | Measure trend momentum via the difference between two moving averages. | TradingView-style 3-component display. Our "Pro" version has selectable MA types for all components. | Trend Confirmation, Divergences | Medium `O(N)` / No |
| **RSI** | Measure internal strength and identify overbought/oversold levels. | A robust implementation of the classic Wilder's RSI, complete with a flexible signal line and oscillator version. | Mean Reversion, Divergences | Low `O(N)` / No |
| **Cutler's RSI** | An RSI variant using SMA for smoothing instead of Wilder's method. | Provides a different character of momentum reading. Includes a flexible signal line and oscillator version. | Mean Reversion, Divergences | Low `O(N)` / No |
| **Stochastic (Fast, Slow, Pro)** | Measure the price's position relative to its high-low range. | Our "Pro" version allows selecting the MA type for smoothing, enabling replication of classic and MT5-specific behaviors. | Ranging Markets, Reversals | Low `O(N)` / No |
| **StochRSI (Fast, Slow, Pro)** | The "stochastic of the RSI." An extremely sensitive oscillator. | Our "Pro" version provides full flexibility in the smoothing methods, making it a highly adaptable tool. | Short-Term Overbought/Oversold | Medium `O(N)` / No |
| **CCI (Efficient & Precise)** | Measure a security's variation from its statistical mean. | We offer two versions: a fast, sliding-window "Efficient" implementation and a mathematically "Precise" definition-true version. | Breakouts, Extreme Levels | Med-High `O(N^2)` (Precise) / No |
| **Fisher Transform** | A statistical transformation that normalizes price, creating sharp turning points. | Excellent for identifying price extremes. Our version includes a robust initialization to prevent overflows. | Spotting Reversals | Medium `O(N)` / No |
| **Ultimate Oscillator** | A multi-timeframe oscillator designed to produce more reliable divergence signals. | By combining three timeframes, it is less prone to generating false divergence signals. | **Divergence Trading** | Medium `O(N)` / No |
| **WPR (%R)** | A simplified, inverted version of the Stochastic Oscillator. | A fast and simple oscillator for identifying overbought/oversold conditions. Includes a version with a signal line. | Short-Term Reversals | Low `O(N)` / No |
### 1.3 Volatility & Volume Indicators
| Indicator Family | Primary Purpose | Key Feature / Why Use It? | Best For | Complexity / Repainting |
| :---------------------------- | :----------------------------------------------------------------------------- | :---------------------------------------------------------------------------------------------------- | :------------------------------- | :---------------------- |
| **ATR** | Measure market volatility (the average size of a price bar). | Our version uses the classic Wilder's (RMA) smoothing, which is the global standard. | Risk Management, Stop-loss | Low `O(N)` / No |
| **ATR Trailing Stop** | Provide dynamic, volatility-based trailing stop levels. | Implements the classic "Chandelier Exit" algorithm. The stop distance adapts to market volatility. | Trailing Stops, Trend Following | Low `O(N)` / No |
| **Keltner Channel** | A volatility-based channel around a moving average. | We have three versions: Standard (MA + Std ATR), Hybrid (HA MA + Std ATR), and Pure (HA MA + HA ATR). | Trend Following, Breakouts | Medium `O(N)` / No |
| **Bollinger Bands** | A standard deviation-based channel around a moving average. | The most statistically precise measure of volatility. The "Squeeze" is its most famous signal. | Mean Reversion, Breakouts | Low `O(N)` / No |
| **Accum./Distribution (ADL)** | A cumulative measure of money flow based on close position and volume. | A foundational volume indicator used for confirming trends and spotting divergences. | Trend Confirmation, Divergences | Low `O(N)` / No |
| **Chaikin Oscillator (CHO)** | Measures the momentum of the Accumulation/Distribution Line. | Excellent for spotting shifts in buying/selling pressure before they are obvious in price. | Divergences, Money Flow | Medium `O(N)` / No |
| **Money Flow Index (MFI)** | A "volume-weighted RSI" that measures money flowing into or out of a security. | More robust than RSI as it incorporates volume. Excellent for divergence signals. | Divergences, Overbought/Oversold | Low `O(N)` / No |
| Indicator Family | Primary Purpose | Key Feature / Why Use It? | Best For | Complexity / Repainting |
| :--- | :--- | :--- | :--- | :--- |
| **ATR** | Measure market volatility (the average size of a price bar). | Our version uses the classic Wilder's (RMA) smoothing, which is the global standard. | Risk Management, Stop-loss | Low `O(N)` / No |
| **ATR Trailing Stop** | Provide dynamic, volatility-based trailing stop levels. | Implements the classic "Chandelier Exit" algorithm. **Includes a full MTF version.** | Trailing Stops, Trend Following | Low `O(N)` / No |
| **Keltner Channel** | A volatility-based channel around a moving average. | We have three versions: Standard (MA + Std ATR), Hybrid (HA MA + Std ATR), and Pure (HA MA + HA ATR). | Trend Following, Breakouts | Medium `O(N)` / No |
| **Bollinger Bands** | A standard deviation-based channel around a moving average. | The most statistically precise measure of volatility. The "Squeeze" is its most famous signal. | Mean Reversion, Breakouts | Low `O(N)` / No |
| **Accum./Distribution (ADL)** | A cumulative measure of money flow based on close position and volume. | A foundational volume indicator used for confirming trends and spotting divergences. | Trend Confirmation, Divergences | Low `O(N)` / No |
| **Chaikin Oscillator (CHO)** | Measures the momentum of the Accumulation/Distribution Line. | Excellent for spotting shifts in buying/selling pressure before they are obvious in price. | Divergences, Money Flow | Medium `O(N)` / No |
| **Money Flow Index (MFI)** | A "volume-weighted RSI" that measures money flowing into or out of a security. | More robust than RSI as it incorporates volume. Excellent for divergence signals. | Divergences, Overbought/Oversold | Low `O(N)` / No |
### 1.4 Blau Authors Series (`MyIndicators/Authors/Blau/`)
William Blau's unique, double-smoothed oscillators designed for maximum noise reduction.
| Indicator Family | Primary Purpose | Key Feature / Why Use It? | Best For | Complexity |
| :--------------- | :------------------------------------------------------------------------- | :-------------------------------------------------------------------------------------------------------- | :------------------------------- | :------------ |
| **Ergodic TSI** | A double-smoothed measure of **trend momentum** (price change). | The classic, globally accepted TSI. Extremely smooth, with reliable zero-line crossovers and divergences. | Trend Following, Divergences | Medium `O(N)` |
| **Ergodic CMI** | A double-smoothed measure of **intra-bar momentum** (`Close-Open`). | Measures the "conviction" within each candle. Offers a unique insight into buying/selling pressure. | Momentum Confirmation | Medium `O(N)` |
| **Ergodic DTI** | A double-smoothed measure of **directional momentum** (`High/Low` change). | A much smoother, cleaner alternative to the classic ADX for measuring trend direction and strength. | Trend Following, ADX Replacement | Medium `O(N)` |
| **Ergodic SMI** | A double-smoothed measure of **Stochastic momentum**. | A hybrid of the Stochastic and TSI concepts. Smoother than a standard Stochastic. | Overbought/Oversold, Reversals | Medium `O(N)` |
| **Ergodic MACD** | Applies an additional layer of double-smoothing to the classic MACD lines. | An "ultra-smooth" MACD designed to filter out all but the most significant, long-term momentum shifts. | Long-Term Trend Analysis | High `O(N)` |
| Indicator Family | Primary Purpose | Key Feature / Why Use It? | Best For | Complexity |
| :--- | :--- | :--- | :--- | :--- |
| **Ergodic TSI** | A double-smoothed measure of **trend momentum** (price change). | The classic, globally accepted TSI. Extremely smooth, with reliable zero-line crossovers and divergences. | Trend Following, Divergences | Medium `O(N)` |
| **Ergodic CMI** | A double-smoothed measure of **intra-bar momentum** (`Close-Open`). | Measures the "conviction" within each candle. Offers a unique insight into buying/selling pressure. | Momentum Confirmation | Medium `O(N)` |
| **Ergodic DTI** | A double-smoothed measure of **directional momentum** (`High/Low` change). | A much smoother, cleaner alternative to the classic ADX for measuring trend direction and strength. | Trend Following, ADX Replacement | Medium `O(N)` |
| **Ergodic SMI** | A double-smoothed measure of **Stochastic momentum**. | A hybrid of the Stochastic and TSI concepts. Smoother than a standard Stochastic. | Overbought/Oversold, Reversals | Medium `O(N)` |
| **Ergodic MACD** | Applies an additional layer of double-smoothing to the classic MACD lines. | An "ultra-smooth" MACD designed to filter out all but the most significant, long-term momentum shifts. | Long-Term Trend Analysis | High `O(N)` |
---
## 2. Scripts & Utilities (`MyScripts/` & `MyIncludes/`)
| Tool | Primary Purpose | Key Feature / Why Use It? | Type |
| :----------------------- | :-------------------------------------------------------------------------- | :---------------------------------------------------------------------------------------------- | :-------------- |
| **HeikinAshi_Tools.mqh** | Provides `CHeikinAshi_Calculator` and `CHeikinAshi_RSI_Calculator` classes. | The core engine for all our Heikin Ashi indicators. Encapsulates complex logic for easy reuse. | Include Library |
| **AccountInfoDisplay** | Display real-time account statistics on the chart. | Clean, object-oriented code with a clear separation of data and presentation. | Script |
| **Symbol Info Checkers** | List all `DOUBLE`, `INTEGER`, and `STRING` properties for a given symbol. | Professional, class-based diagnostic tools for developers. | Scripts |
| **SymbolScannerPanel** | Scans and filters all available symbols based on user-defined criteria. | A powerful, class-based data mining tool for finding instruments that meet specific conditions. | Script |
| **Candle Exporter** | Export historical candle data to a CSV file. | Clean, object-oriented design with robust file handling (RAII). | Script |
| Tool | Primary Purpose | Key Feature / Why Use It? | Type |
| :--- | :--- | :--- | :--- |
| **HeikinAshi_Tools.mqh** | Provides `CHeikinAshi_Calculator` class. | The core engine for all our Heikin Ashi indicators. Encapsulates complex logic for easy reuse. | Include Library |
| **Jurik_Calculators.mqh** | Provides calculation engines for the JMA family. | A modular, object-oriented engine for standard and Heikin Ashi Jurik calculations. | Include Library |
| **MESA_Calculator.mqh** | Provides calculation engines for the MAMA/FAMA family. | A modular, object-oriented engine for the complex MESA algorithm. | Include Library |
| **Holt_Calculator.mqh** | Provides calculation engines for the Holt DES family. | A modular, object-oriented engine for standard and Heikin Ashi Holt calculations. | Include Library |
| **AccountInfoDisplay** | Display real-time account statistics on the chart. | Clean, object-oriented code with a clear separation of data and presentation. | Script |
| **Symbol Info Checkers** | List all `DOUBLE`, `INTEGER`, and `STRING` properties for a given symbol. | Professional, class-based diagnostic tools for developers. | Scripts |
| **SymbolScannerPanel** | Scans and filters all available symbols based on user-defined criteria. | A powerful, class-based data mining tool for finding instruments that meet specific conditions. | Script |
| **Candle Exporter** | Export historical candle data to a CSV file. | Clean, object-oriented design with robust file handling (RAII). | Script |