MQL5 Algo Forge / toh4iem9
A collection of professionally coded, robust, and reusable MQL5 indicators, scripts, and trading tools.
This document provides a comprehensive overview of our custom-developed MQL5 indicator 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. Recursive calculations are carefully and manually initialized.
- Pragmatic Modularity: Complex logic is encapsulated into centralized, object-oriented calculator engines (
_Calculator.mqhor_Engine.mqh), promoting clean, maintainable, and reusable code across indicator families. - Definition-True Implementation: 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.
A key feature of our "Pro" series is the unification of standard and Heikin Ashi calculations into a single, flexible indicator, allowing the user to choose the desired data source via input parameters.
| Indicator | Primary Purpose | Key Feature / Why Use It? | Best For | Complexity / Repainting |
|---|---|---|---|---|
| ALMA_Pro | A low-lag, responsive moving average. | Reduces lag significantly while maintaining smoothness. Selectable candle source (Std/HA). | Responsive Trend Following | Medium O(N^2) / No |
| AMA_Pro | Adapts its speed based on market noise. | Slows down in ranges, speeds up in trends. Selectable candle source (Std/HA). | Dynamic Trend Filtering | Medium O(N) / No |
| FibonacciWMA_Pro | A WMA using Fibonacci numbers for weighting. | Asymmetrically weighted, highly responsive to recent prices. Selectable candle source (Std/HA). | Responsive Trend Following | Low O(N) / No |
| GannHiLo_Pro | MA-based trend and trailing stop levels. | Uses separate MAs for Highs and Lows for clearer levels. Selectable candle source (Std/HA). | Trend Following, Trailing Stops | Medium O(N) / No |
| HMA_Pro | An extremely fast and smooth moving average. | One of the most responsive MAs available. Selectable candle source (Std/HA). | Short-Term Trend Following | Medium O(N) / No |
| Holt_Pro | A predictive, double-smoothed line with a forecast channel. | Exceptionally smooth with a one-bar-ahead forecast. Selectable candle source (Std/HA) & display mode. | Early Trend Identification | Low O(N) / No |
| Jurik_MA | An ultra-smooth, low-lag adaptive filter. | Considered one of the most advanced MAs; extremely smooth yet fast. Separate Std/HA versions. | Advanced Trend Following | High O(N) / No |
| MAMA_FAMA_Pro | Adapts to the market's dominant cycle period. | Measures market "rhythm" to adjust speed. Selectable algorithms (Ehlers/LazyBear) & candle source (Std/HA). | Cycle Analysis, Crossovers | High O(N) / No |
| McGinleyDynamic_Pro | A self-adjusting, responsive moving average. | Speeds up in down markets, slows down in up markets. Selectable candle source (Std/HA). | Dynamic Trend Following | Low O(N) / No |
| MACD_Pro | Classic momentum indicator. | TradingView-style display. Selectable MA types & candle source (Std/HA). | Trend Confirmation, Divergences | Medium O(N) / No |
| PascalWMA_Pro | A zero-lag, symmetrical smoothing filter. | Symmetrical, bell-shaped weighting for superior noise reduction. Selectable candle source (Std/HA). | Mean Reversion, Noise Filter | Low O(N) / No |
| SineWMA_Pro | A zero-lag, symmetrical smoothing filter. | Sine-based weighting for a smooth "center of gravity" line. Selectable candle source (Std/HA). | Mean Reversion, Noise Filter | Low O(N) / No |
| Supertrend_Pro | Volatility-based trend and trailing stop levels. | Robust, stepped line for clear signals. Selectable candle & ATR source (Std/HA). | Trend Following, Trailing Stops | Medium O(N) / No |
| SymmetricWMA_Pro | A zero-lag, symmetrical smoothing filter. | Simple triangular weighting for effective noise reduction. Selectable candle source (Std/HA). | Mean Reversion, Noise Filter | Low O(N) / No |
| VIDYA_Pro | Adapts its speed based on momentum (CMO). | Reacts to momentum, not just noise. Selectable candle source (Std/HA). | Dynamic Trend Filtering | Medium O(N) / No |
| Indicator | Primary Purpose | Key Feature / Why Use It? | Best For | Complexity / Repainting |
|---|---|---|---|---|
| ADX_Pro | Measures trend strength (not direction). | The classic Wilder's ADX. Selectable candle source (Std/HA). | Trend Strength Filtering | Medium O(N) / No |
| CCI_Pro | Measures variation from a statistical mean. | Definition-true calculation. Selectable candle source (Std/HA) & optional signal line. | Breakouts, Extreme Levels | Medium O(N^2) / No |
| CCI_Oscillator_Pro | Histogram of the CCI and its signal line. | Visualizes CCI momentum. Selectable candle source (Std/HA). | Momentum Analysis | Medium O(N^2) / No |
| CutlerRSI_Pro | An RSI variant using SMA for smoothing. | Provides a different character of momentum. Selectable candle source (Std/HA) & optional signal line. | Mean Reversion, Divergences | Low O(N) / No |
| CutlerRSI_Oscillator_Pro | Histogram of the Cutler RSI and its signal line. | Visualizes Cutler RSI momentum. Selectable candle source (Std/HA). | Momentum Analysis | Low O(N) / No |
| FisherTransform_Pro | Normalizes price to create sharp turning points. | Excellent for identifying price extremes. Selectable candle source (Std/HA). | Spotting Reversals | Medium O(N) / No |
| Holt_Oscillator_Pro | Plots the "Trend" component of the Holt model. | A pure measure of trend velocity and acceleration. Selectable candle source (Std/HA). | Trend Velocity Analysis | Low O(N) / No |
| MFI_Pro | A "volume-weighted RSI". | More robust than RSI as it incorporates volume. Selectable candle source (Std/HA) & optional signal line. | Divergences, Overbought/Oversold | Low O(N) / No |
| RSI_Pro | Classic Wilder's RSI. | All-in-one tool with optional signal line and Bollinger Bands. Selectable candle source (Std/HA). | Mean Reversion, Divergences | Low O(N) / No |
| SMI_Pro | A smoother version of the Stochastic Oscillator. | Measures close relative to the midpoint of the range. Selectable candle source (Std/HA). | Smoothed Momentum Signals | Medium O(N) / No |
| StochasticFast_Pro | The raw, un-smoothed Stochastic Oscillator. | Highly responsive. Selectable candle source (Std/HA) & MA type for %D. | Ranging Markets, Reversals | Low O(N) / No |
| StochasticSlow_Pro | The classic, smoothed Stochastic Oscillator. | The industry standard. Selectable candle source (Std/HA) & MA types for Slowing/%D. | Ranging Markets, Reversals | Medium O(N) / No |
| StochRSI_Fast_Pro | Applies the Fast Stochastic formula to RSI data. | Extremely sensitive "indicator of an indicator". Selectable candle source (Std/HA) for RSI. | Short-Term Overbought/Oversold | Medium O(N) / No |
| StochRSI_Slow_Pro | Applies the Slow Stochastic formula to RSI data. | Smoother than the Fast version. Selectable candle source (Std/HA) for RSI. | Short-Term Overbought/Oversold | Medium O(N) / No |
| TDI_Pro | An "all-in-one" system based on RSI, MAs, and Volatility Bands. | Provides a comprehensive market view in one window. Selectable candle source (Std/HA) for RSI. | Complete Trading System | High O(N^2) / No |
| TSI_Pro | A double-smoothed momentum oscillator. | Extremely smooth, with reliable zero-line crossovers. Selectable candle source (Std/HA). | Trend Following, Divergences | Medium O(N) / No |
| TSI_Oscillator_Pro | Histogram of the TSI and its signal line. | Visualizes TSI momentum. Selectable candle source (Std/HA). | Momentum Analysis | Medium O(N) / No |
| UltimateOscillator_Pro | A multi-timeframe oscillator for reliable divergences. | Combines three timeframes to reduce false signals. Selectable candle source (Std/HA) & optional signal line. | Divergence Trading | Low O(N) / No |
| WPR_Pro | The inverse of the Fast Stochastic %K line. | A fast and simple oscillator. Selectable candle source (Std/HA) & optional signal line. | Short-Term Reversals | Low O(N) / No |
| Indicator | Primary Purpose | Key Feature / Why Use It? | Best For | Complexity / Repainting |
|---|---|---|---|---|
| AD_Pro | A cumulative measure of money flow. | Confirms trends and spots divergences. Selectable candle source (Std/HA). | Trend Confirmation, Divergences | Low O(N) / No |
| AMA_TrendActivity_Pro | Measures the slope/activity of the AMA line. | Quantifies "trendiness". Selectable candle source (Std/HA) for AMA & ATR. | Trend Filtering | Medium O(N) / No |
| ATR_Pro | Measures market volatility (Wilder's definition). | The global standard for ATR. Selectable candle source (Std/HA). | Risk Management, Stop-loss | Low O(N) / No |
| Bollinger_Bands_Pro | Standard deviation-based volatility channels. | The most statistically precise measure of volatility. Selectable candle source (Std/HA). | Mean Reversion, Breakouts | Medium O(N^2) / No |
| Bollinger_Band_Width_Pro | Oscillator that measures the width of the Bollinger Bands. | Identifies volatility "squeezes". Selectable candle source (Std/HA). | Breakout Anticipation | Medium O(N^2) / No |
| Bollinger_Bands_PercentB | Oscillator that shows price position within the bands. | Normalizes price relative to the bands. Selectable candle source (Std/HA). | Overbought/Oversold | Medium O(N^2) / No |
| CHO_Pro | Measures the momentum of the ADL. | Spots shifts in buying/selling pressure. Selectable candle source (Std/HA) for ADL. | Divergences, Money Flow | Medium O(N) / No |
| Jurik_Bands | Volatility bands based on the Jurik Volatility (JMA Volty). | Extremely responsive, low-lag channels. Separate Std/HA versions. | Advanced Breakout Trading | High O(N) / No |
| Jurik_Volatility | A low-lag, adaptive measure of market volatility. | A superior alternative to ATR for fast-reacting systems. Separate Std/HA versions. | Advanced Risk Management | High O(N) / No |
| KeltnerChannel_Pro | ATR-based volatility channels. | Highly flexible with selectable MA source and ATR source (Std/HA). | Trend Following, Breakouts | Medium O(N) / No |
| VIDYA_TrendActivity_Pro | Measures the slope/activity of the VIDYA line. | Quantifies momentum-based "trendiness". Selectable candle source (Std/HA) for VIDYA & ATR. | Trend Filtering | Medium O(N) / No |
| Indicator | Primary Purpose | Key Feature / Why Use It? | Complexity / Repainting |
|---|---|---|---|
| Chart_HeikinAshi | Displays Heikin Ashi candles on the main chart. | A clean, simple implementation for trend visualization. | Low O(N) / No |
| LinearRegression_Pro | Plots a statistically precise, non-repainting trend channel. | Updates only on new bars for efficiency. Selectable candle source (Std/HA). | Low O(N) / Yes (by design) |
| Murrey_Math_Line_X | Plots a grid of S/R levels based on Gann's octave theory. | A complete, rule-based trading framework. | High O(N) / Yes (by design) |
| Tool | Primary Purpose | Key Feature / Why Use It? |
|---|---|---|
| AccountInfoDisplay | Displays real-time account statistics on the chart. | Clean, object-oriented code with a clear separation of data and presentation. |
| CalculateMarginSwap | Calculates required margin and swap costs for a potential trade. | A crucial tool for risk management and position sizing. |
| SymbolInfo Checkers | Lists all DOUBLE, INTEGER, and STRING properties for a symbol. |
Professional, class-based diagnostic tools for developers. |
| SymbolScannerPanel | Scans and filters all available symbols based on user-defined criteria. | A powerful, class-based data mining tool for finding instruments that meet specific conditions. |
| util_ExportCandlesToCSV | Exports historical candle data to a CSV file. | Clean, object-oriented design with robust file handling. |
This collection of .mqh files forms the backbone of our indicator suite, encapsulating all complex calculation logic for maximum reusability and easy maintenance.
- Core Engines:
AD_Calculator.mqh,ADX_Calculator.mqh,ALMA_Calculator.mqh,AMA_Calculator.mqh,ATR_Calculator.mqh,Bollinger_Bands_Calculator.mqh,CCI_Engine.mqh,CHO_Calculator.mqh,CutlerRSI_Engine.mqh,FibonacciWMA_Calculator.mqh,FisherTransform_Calculator.mqh,GannHiLo_Calculator.mqh,HMA_Calculator.mqh,Holt_Engine.mqh,Jurik_Calculators.mqh,KeltnerChannel_Calculator.mqh,LinearRegression_Calculator.mqh,MACD_Calculator.mqh,MAMA_Engines.mqh,McGinleyDynamic_Calculator.mqh,MFI_Calculator.mqh,PascalWMA_Calculator.mqh,RSI_Pro_Calculator.mqh,SineWMA_Calculator.mqh,SMI_Calculator.mqh,Stochastic_Calculator.mqh,Supertrend_Calculator.mqh,SymmetricWMA_Calculator.mqh,TDI_Calculator.mqh,TSI_Engine.mqh,UltimateOscillator_Calculator.mqh,VIDYA_Calculator.mqh,WPR_Calculator.mqh. - Wrapper/Adapter Calculators:
CCI_Calculator.mqh,CCI_Oscillator_Calculator.mqh,CutlerRSI_Calculator.mqh,CutlerRSI_Oscillator_Calculator.mqh,Holt_Calculator.mqh,Holt_Oscillator_Calculator.mqh,TSI_Calculator.mqh,TSI_Oscillator_Calculator.mqh, etc. - Toolkits:
HeikinAshi_Tools.mqh.