After I read Jperl's excellent market statistics series at Traders Laboratory, I decided to code them in MQL for metatrader. Here is a summary document:
Here is my google drive link for some of the videos: Drive
They are in swf format, so it is a bit tricky to play them back. You are on your own there.
UPDATE: Someone(@mxqorlinz7489) had uploaded them into youtube some time ago. I downloaded and added them to the google drive.
PVP represent Peak Volume Price and shows the price from StartDate with highest volume.
VWAP is the average of the volume distribution.
SD stands for Standart Deviation and you can plot 3 SD bands around VWAP.
I hope this will be helpful for someone.
Have a nice one.
Akif,
Drag indicator:
Rectangle Indicator:
Akif,
Attached File(s)
Trading_With_Market_Statistics.pdf
557 KB
|
5,359 downloads
|
Uploaded Jun 20, 2019 5:35am
Here is my google drive link for some of the videos: Drive
They are in swf format, so it is a bit tricky to play them back. You are on your own there.
UPDATE: Someone(@mxqorlinz7489) had uploaded them into youtube some time ago. I downloaded and added them to the google drive.
PVP represent Peak Volume Price and shows the price from StartDate with highest volume.
VWAP is the average of the volume distribution.
SD stands for Standart Deviation and you can plot 3 SD bands around VWAP.
I hope this will be helpful for someone.
Have a nice one.
Akif,
Drag indicator:
Attached File(s)
Akif_Market_Statistics_Drag_v6_NoExpire.mq4
40 KB
|
1,233 downloads
|
Uploaded Oct 6, 2021 12:50pm
Rectangle Indicator:
Attached File(s)
Akif_Rectangle_Market_Statistics_v3_NoExpire.mq4
27 KB
|
1,140 downloads
|
Uploaded Oct 6, 2021 12:50pm
Akif,