Rate EAs, indis, scripts & libraries

Price Rate of Change (ROC) – indicator MetaTrader 5

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Price Rate of Change indicator
As you know, prices drop and grow in ondulatory way, in cycles. This cyclic movement is a result of change in investors’ expectations and the price control fight between bulls and bears. Price Rate of Change (ROC) reflects this ondulatory movement like an oscillator, measuring the difference in prices in a certain period. ROC grows

Volume Rate of Change (VROC) – indicator MetaTrader 5

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Volume Rate of Change indicator
Volume Rate of Change (VROC) is an indicator of the direction where the volume trend moves. Its idea lies in the fact that almost all important graphical formations (peaks, bottoms, breaches, etc.) are accompanied by a dramatic increase of trade volume. The indicator is the difference between current bar volume and the volume n periods

The logarithmic rate of return, or the increment of price logarithms – indicator MetaTrader 4

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The logarithmic rate of return, or the increment of price logarithms - indicator for MetaTrader 4
This indicator can be useful for arbitrageurs. The formula for the calculation of the indicator: ln(C/O) = ln(C) – ln(O) where C — is the Close, and the O — Open. For more information about the logarithmic rate of return read the article “Market invariants, or why the trader needs logarithms”: The logarithmic rate of

Moving slope rate of change – indicator MetaTrader 5

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Moving slope rate of change - indicator for MetaTrader 5
In his article “The Hunt for Superior Signals – Two Moving Function Hybrids” (September 2005), William Rafter described the Moving Slope Rate Of Change. This is the MSROC as originally described. Instead of using just a change in price to calculate slope (as with Rate Of Change or “ROC”), the slope of a least-squares line

Moving slope rate of change – Extended – indicator MetaTrader 5

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Moving slope rate of change - Extended - indicator for MetaTrader 5
In his article “The Hunt for Superior Signals – Two Moving Function Hybrids” (September 2005), William Rafter described the Moving Slope Rate Of Change. This is the MSROC as originally described. Instead of using just a change in price to calculate slope (as with Rate Of Change or “ROC”), the slope of a least-squares line