</> Codebase - Indicators / Signals
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Indicators / Signals
ATR Percent Rank
ATR Percent rank gives the percentile rank of the current Average True Range compared to the X periods previous ones. By comparing the recent ATR to the previous behavior of it on the same instrument, we can have a clearer view of what the current volatility means in Time because of its ranking in percentage.
technical analysis
atr
percent rank
volatility
clonex
Indicators / Signals
ATR Percent
Average True Range Percent ( ATRP ) expresses the Average True Range (ATR) indicator as a percentage of a bar's closing price. ATRP is used to measure volatility just as the Average True Range (ATR) indicator is. ATRP allows securities to be compared, where ATR does not.
indicator
technical analysis
atr
Indicators / Signals
TTM Squeeze
TTM Squeeze is a volatility and momentum indicator introduced by John Carter of Trade the Markets (now Simpler Trading), which capitalizes on the tendency for price to break out strongly after consolidating in a tight trading range.
indicator
technical analysis
squeeze
Indicators / Signals
Schaff Trend Cycle (STC)
Schaff Trend Cycle (STC) for MT4/MT5, Tradestation, and Multicharts
Indicators / Signals
Kaufman’s Efficiency Ratio (KER)
Currently implemented for MT4. Some uses for ER: - A qualifier for a trend following trade; a trend is considered "persistent" only when RE is above a certain value, e.g. 0.3 or 0.4 . - A filter to screen out choppy stocks/markets, where breakouts are frequently "fakeouts". - In an adaptive trading system, helping to determine whether to apply a trend following algorithm or a mean reversion algorithm. - It is used in the calculation of Kaufman's Adaptive Moving Average (KAMA).
indicator
trend
adaptive
kama
Indicators / Signals
Z- Score
Z - Score indicator implementation with two conditions/signals. Currently implemented only for the MT4 version. ( 05/08/2020)
indicator
mt4
zscore
signal
Indicators / Signals
Traders Dynamic Index
Traders Dynamic Index extension package for MT4
Metatrader4
Traders Dynamic Index