MQL5

MQL5 Algo Forge / toh4iem9

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MQL5 Indicator & Script Collection: Comprehensive Catalogue

Introduction

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, 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 where applicable. Many oscillators also have a separate "Oscillator" (histogram) version.

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1. Core Indicators (MyIndicators/)

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. 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

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. 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)

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2. Scripts & Utilities (MyScripts/ & MyIncludes/)

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