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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:
- 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.
- Modularity and Reusability: Complex logic is encapsulated into centralized toolkits (e.g.,
HeikinAshi_Tools.mqh), promoting clean, maintainable, and reusable code. - 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 |
Languages
MQL5
82.5%
Smarty
17.2%
Go
0.2%
PowerShell
0.1%