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MQL5

MQL5 Algo Forge / toh4iem9


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 toolkits (e.g., HeikinAshi_Tools.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 both a standard (candlestick) version and a "pure" Heikin Ashi variant.


1. Trend-Following Indicators

These tools are designed to identify the direction and strength of a market trend and to define potential dynamic support and resistance levels.

Indicator Primary Purpose Key Feature / Why Use It? Best For Complexity / Repainting
Supertrend Identify trend direction and provide volatility-based trailing stop levels. Its robust, stepped line gives clear visual signals. Our version connects the lines on a trend change for continuous information. Trend Following, Trailing Stops Low O(N) / No
Gann HiLo Activator Identify trend direction and provide moving average-based trailing stop levels. Uses separate moving averages 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 ranging markets and speeds up in trending markets, helping to filter out false signals. Trend Following, Dynamic Filter Medium O(N) / No
VIDYA An "intelligent" moving average that adapts its speed based on momentum (CMO). Similar to AMA but 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
Linear Regression Pro Plots a statistically precise trend channel. A fully manual, flexible implementation. Features selectable source price and channel calculation methods (Standard vs. Maximum Deviation). Trend Analysis, Mean Reversion High O(N^2) / Yes

2. Momentum Oscillators

These tools measure overbought/oversold levels, the strength of momentum, and potential reversals through divergences.

Indicator Primary Purpose Key Feature / Why Use It? Best For Complexity / Repainting
MACD Pro Measure trend momentum via the difference between two moving averages. Features a TradingView-style 3-component display (MACD Line, Signal, Histogram). Our "Pro" version has selectable MA types for all components. Trend Confirmation, Divergences Medium O(N) / No
RSI & Cutler's RSI Measure internal strength and identify overbought/oversold levels. Cutler's RSI uses an SMA instead of the standard Wilder's smoothing. Both are equipped with a flexible signal line. Mean Reversion, Divergences Low O(N) / No
Stochastic (Fast, Slow, Pro) Measure the price's position relative to its high-low range over a period. Our "Pro" version allows selecting the MA type for smoothing, enabling it to replicate both the classic and MT5-specific behaviors. Ranging Markets, Reversals Low O(N) / No
StochRSI (Pro) The "stochastic of the RSI." An extremely sensitive oscillator for early signals. 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 Medium O(N^2) (Precise) / 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 than most single-timeframe oscillators. 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. Short-Term Reversals Low O(N) / No

3. Blau "Ergodic" Section

William Blau's unique, double-smoothed oscillators designed for maximum noise reduction.

Indicator Primary Purpose Key Feature / Why Use It? Best For Complexity / Repainting
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) / No
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) / No
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) / No
Ergodic SMI A double-smoothed measure of Stochastic momentum (Close vs. High/Low midpoint). A hybrid of the Stochastic and TSI concepts. Smoother than a standard Stochastic, potentially more responsive than the TSI. Overbought/Oversold, Reversals Medium O(N) / No
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) / No

4. Volatility Indicators

Indicator 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

5. Custom & Utility Tools

Tool Primary Purpose Key Feature / Why Use It? Type
VIDYA Trend Activity Measures how strongly the VIDYA moving average is trending or ranging. A unique "meta-indicator." Uses MathArctan normalization to function consistently across all timeframes. Oscillator
Account Info Display 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
Candle Exporter Export historical candle data to a CSV file. Clean, object-oriented design with robust file handling (RAII). Script
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