OBV in MetaTrader 5 — MQL5 Source Code
A custom On-Balance Volume indicator for MT5
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Research & notes
Historical validation research, market mechanics, and tooling from the Algogen team.
OBV on TradingView — Pine Script v5 Source
The built-in ta.obv, a from-scratch version, and an OBV moving average
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Joe Granville, the Showman Who Made OBV (and Moved Markets by Mail)
How a flamboyant newsletter writer put volume on the map in 1963
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OBV in Python — Coding It from Scratch (pandas)
A vectorized On-Balance Volume and a divergence check
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On-Balance Volume: A Running Tally That Asks 'Is the Volume Confirming the Move?'
How OBV accumulates volume, and how to read confirmation and divergence
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ATR in EasyLanguage — TradeStation & MultiCharts
AvgTrueRange, a from-scratch version, and ATR position sizing
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ATR in NinjaTrader — NinjaScript (C#) Source
A custom Average True Range indicator for NinjaTrader 8
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ATR in MetaTrader 5 — MQL5 Source Code
A custom Average True Range indicator for MT5
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ATR on TradingView — Pine Script v5 Source
The built-in ta.atr and ATR-based stop bands
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True Range, True Story: Wilder's ATR and Why It Beat Plain High-Minus-Low
How a 1978 book fixed volatility measurement for gappy commodity markets
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ATR in Python — Coding It from Scratch (pandas)
True Range, Wilder's smoothing, and an ATR-based stop
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ATR: The Honest Measure of How Much a Market Wiggles
True Range, Wilder's smoothing, and using ATR for stops and sizing
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EMA in EasyLanguage — TradeStation & MultiCharts
XAverage, a from-scratch recurrence, and a crossover strategy
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EMA in NinjaTrader — NinjaScript (C#) Source
A custom exponential moving average for NinjaTrader 8
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EMA in MetaTrader 5 — MQL5 Source Code
A custom exponential moving average for MT5
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EMA on TradingView — Pine Script v5 Source
The built-in ta.ema and a from-scratch recurrence
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Where the EMA Came From: Exponential Smoothing Escapes the Engineering Lab
From WWII fire-control to Navy inventory to a rocket scientist's stock charts
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EMA in Python — Coding It from Scratch (pandas)
The recursive formula, the ewm one-liner, and the seeding question
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The EMA: A Moving Average That Stops Living in the Past
How the exponential moving average weights recent prices, and how to read it
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Stochastic Oscillator in EasyLanguage — TradeStation & MultiCharts
The Stochastic function and a from-scratch slow %K/%D
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Stochastic Oscillator in NinjaTrader — NinjaScript (C#) Source
A custom slow stochastic with %K and %D for NinjaTrader 8
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Stochastic Oscillator in MetaTrader 5 — MQL5 Source Code
A custom slow stochastic with %K and %D for MT5
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Stochastic Oscillator on TradingView — Pine Script v5 Source
The built-in ta.stoch and a slow-stochastic version
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George Lane, Divergence, and the %K/%D Legend That Won't Die
How a group of 1950s Chicago futures traders built the stochastic
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Stochastic Oscillator in Python — Coding It from Scratch (pandas)
Fast and slow %K/%D, plus the divide-by-zero guard
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The Stochastic Oscillator: Where Did Today's Close Land in the Recent Range?
%K, %D, the 80/20 levels, and how to read the crosses
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Bollinger Bands in EasyLanguage — TradeStation & MultiCharts
BollingerBand, StandardDev, and a squeeze study
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Bollinger Bands in NinjaTrader — NinjaScript (C#) Source
A three-plot Bollinger indicator for NinjaTrader 8
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Bollinger Bands in MetaTrader 5 — MQL5 Source Code
A custom three-band indicator for MT5
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Bollinger Bands on TradingView — Pine Script v5 Source
The built-in ta.bb, a squeeze highlighter, and %b
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John Bollinger Trademarked His Own Indicator: The Story of the Bands
From a 1980s FNN broadcast to a registered trademark
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Bollinger Bands in Python — Coding It from Scratch (pandas)
The bands, %b, bandwidth — and the ddof bug everyone hits
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Bollinger Bands: Standard Deviation Wearing a Trader's Hat
How the bands are built, and how to actually read them
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MACD in NinjaTrader — NinjaScript (C#) Source
A three-plot MACD with a coloured histogram for NinjaTrader 8
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MACD in EasyLanguage — TradeStation & MultiCharts
The MACD reserved word, the histogram, and a strategy version
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MACD on TradingView — Pine Script v5 Source
The built-in ta.macd and a coloured histogram
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MACD in MetaTrader 5 — MQL5 Source Code
A full MACD with the histogram MT5's built-in leaves out
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MACD in Python — Coding It from Scratch (pandas)
MACD line, signal, and histogram in a few lines
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MACD: Two Moving Averages Having an Argument (and What It Tells You)
The MACD line, the signal line, the histogram, and how to read them
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Gerald Appel and the Indicator That Ate Wall Street: A History of MACD
From Appel's late-1970s creation to Aspray's 1986 histogram
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SMA in EasyLanguage — TradeStation & MultiCharts
The Average reserved word and a from-scratch crossover
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SMA in NinjaTrader — NinjaScript (C#) Source
A custom Simple Moving Average indicator for NinjaTrader 8
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SMA in MetaTrader 5 — MQL5 Source Code
A custom Simple Moving Average indicator for MT5
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SMA on TradingView — Pine Script v5 Source
Two SMAs, a crossover, and coloured signals
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Before Computers, People Averaged Prices by Hand — A Short History of the SMA
From 1901 economic statistics to Donchian's crossover systems
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SMA in Python — Coding It from Scratch (pandas)
The one-liner, the from-scratch loop, and a crossover signal
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RSI in NinjaTrader — NinjaScript (C#) Source
A custom Wilder RSI indicator for NinjaTrader 8
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The Simple Moving Average: The Cheapest Indicator on Earth (It's Just Division)
What the SMA measures, how it lags, and how to read crossovers
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RSI in EasyLanguage — TradeStation & MultiCharts
A Wilder RSI study in the original systematic-trading language
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RSI on TradingView — Pine Script v5 Source
The built-in one-liner and a from-scratch version that matches it
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RSI in MetaTrader 5 — MQL5 Source Code
A custom Wilder RSI indicator you can compile and drop on any chart
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RSI in Python — Coding It from Scratch (pandas)
A correct, Wilder-smoothed RSI that matches every platform
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RSI Explained: The Overbought/Oversold Line You Can Draw Yourself
What the Relative Strength Index measures and how to read it
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How Welles Wilder Gave the World the RSI in 1978
The engineer-turned-trader behind the Relative Strength Index
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Crypto bear markets and leverage
Looking at the returns of leveraged crypto positions in a bear market
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Crypto bull runs and leverage
Looking at the returns of leveraged crypto positions in a bull run
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The Effects of holding ETFs with leverage
Leverage magnifies gains and losses - but by how much?
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The effects of dodging the worst days
In which we examine how our bottom line changes if we were able to avoid the worst trading days
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MetaTrader 4 Keltner Channel
Source code for a custom MT 4 Keltner Channel indicator
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