Nadaraya and Watson, both in 1964, proposed to estimate values as a locally weighted average, using a kernel as a weighting function
It is producing a non-causal (re-calculating) smoothed value that then can be used as an estimate of a possible trend for future values. No extrapolation added to this indicator (in order to avoid fuss that shall inevitably happen when people start using it, as they should not, as signals). The indicator is based on luxAlgo work for different trading platform
MetaCOT 2 CFTC ToolBox (Set of… Contents GENERAL PROVISIONS Brief description Installing the libraries and indicators Several indicators in one window Exporting CFTC reports to CSV…
MQL Plus Enhanced Debugging… Features Features three domains of functionality. - Debugging, Tracing and Performance measurments - Simple to use "Print any variable" to…
Hull Moving Average - indicator… I did not understand the source of other Hull MA implementations, so i decide to implement it myself. It has…
Function library and Experts for… The algorithm for maintaining and closing a position is known to be almost more important that the rules for opening…
Gold Dust - EA MetaTrader 5 Idea by Yury Reshetov mq5 code author - barabashkakvn A Bit of Theory Many automated trading systems tend to over-optimize and over-fit results,…
Visual Order Processing - EA… Order_EA is a simple visual oriented program that uses drag & drop scripts to control order processing. Take Profit and…
Creating fractals in MQL5 using… Introduction There are many programs, allowing the creation of self-similar sets, defined by Iterated Function System (IFS). See, for example,…
MACD Sample - EA MetaTrader 5 The MACD Sample EA is included in the standard pack of the MetaTrader 5 client terminal and is an example…
