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# Stochastic Roofing Slow Professional
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## 1. Summary (Introduction)
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The Stochastic Roofing Slow indicator is a powerful oscillator based on the concepts of John Ehlers. It combines two advanced filtering techniques to create a superior version of the classic **Slow Stochastic Oscillator**.
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The indicator addresses a common problem with the standard Stochastic: its tendency to get "stuck" or "pinned" at overbought (100) or oversold (0) levels during strong trends, making it unreliable for generating signals.
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This is achieved by calculating the Stochastic not on the raw price, but on a **pre-filtered data series** generated by Ehlers' **Roofing Filter**. The Roofing Filter removes both the long-term trend and the high-frequency noise from the price, leaving only the core, tradable market cycles.
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The result is a smooth, zero-mean Stochastic that provides clear, cyclical signals even within a trending market.
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## 2. Mathematical Foundations and Calculation Logic
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The indicator uses a multi-stage process, chaining a Roofing Filter and a Slow Stochastic Oscillator.
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### Calculation Steps (Algorithm)
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1. **Roofing Filter Calculation:** The source price is first passed through a two-stage Roofing Filter (a High-Pass filter followed by a SuperSmoother filter). This creates a smooth, detrended, zero-mean output representing the market's cycles.
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2. **Raw %K Calculation:** A standard Stochastic %K value is calculated, but instead of using the `High`, `Low`, and `Close` of the price, it uses the **Highest, Lowest, and Current Value of the Roofing Filter's output** over the `%K Period`.
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3. **%K Smoothing (Slowing):** The raw %K values are then smoothed using a Simple Moving Average over the `Slowing` period. This result is the final **%K line (Slow %K)**.
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4. **%D Smoothing:** The final %K line is smoothed again using a Simple Moving Average over the `%D Period` to create the **%D signal line**.
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## 3. MQL5 Implementation Details
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* **All-in-One Calculator (`Stochastic_Roofing_Calculator.mqh`):** The entire complex, multi-stage calculation (Roofing Filter + Stochastic) is encapsulated within a single, dedicated calculator class.
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* **Heikin Ashi Integration:** An inherited `_HA` class allows the initial Roofing Filter calculation to be performed seamlessly on smoothed Heikin Ashi data.
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* **Stability via Full Recalculation:** The calculation involves multiple chained, state-dependent filters. To ensure absolute stability, the indicator employs a **full recalculation** on every `OnCalculate` call.
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## 4. Parameters
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* **Roofing Filter Settings:**
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* `High-Pass Period`: The period for the trend-removal filter. Ehlers' default is **48**.
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* `SuperSmoother Period`: The period for the noise-smoothing filter. Ehlers' default is **10**.
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* **Stochastic Settings:**
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* `%K Period`: The lookback period for the Stochastic calculation.
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* `%D Period`: The period for the final signal line smoothing.
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* `Slowing`: The period for the initial smoothing of the raw %K value. This is the key parameter that defines it as a "Slow" Stochastic.
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* **Source Settings:**
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* `Applied Price`: The source price for the initial Roofing Filter calculation.
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## 5. Usage and Interpretation
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This indicator should be used as an enhanced Stochastic Oscillator for identifying cyclical turning points.
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* **Overbought / Oversold Signals:** The primary signals are the classic Stochastic levels.
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* **Buy Signal:** The %K line crosses up from below the oversold level (e.g., 20).
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* **Sell Signal:** The %K line crosses down from above the overbought level (e.g., 80).
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* **Key Advantage:** Unlike a standard Stochastic, these signals are reliable even in a trending market, as the Roofing Filter has removed the trend's distorting effect. The indicator will oscillate clearly instead of getting pinned to the extremes.
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* **Signal Line Crossover:** Crossovers of the %K and %D lines can be used for earlier entry or exit signals, just like with a standard Stochastic.
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* **Divergence:** Divergences between the indicator and the price are powerful reversal signals.
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