TF Currency Network Strength
Separate broad currency strength from isolated pair noise with a robust, auditable eight-currency network. No buy/sell signals.
Robust multi-pair decomposition
Closed-bar 1/5/20/60 log returns from 12 liquid FX pairs are scaled by 126-bar MAD and sqrt(horizon), solved by rank-7 weighted least squares, centered to zero, combined 20/25/30/25%, and cross-sectionally winsorized. Residual RMS measures disagreement with the single-currency model.
| Buffers 0–7 | USD, EUR, GBP, JPY, CHF, CAD, AUD, NZD |
|---|---|
| Buffer 8 | Residual RMS |
| Default timeframe | D1; H1 and H4 supported |
| Missing data | INSUFFICIENT_NETWORK, never a fabricated zero |
Controlled scope
Calculation timeframe, maximum bars, chart-currency-only display, dashboard and debug logging. Alerts are not part of this indicator.
1,000-row parity
MQL and independent Python matched 1,000 network rows; maximum absolute error 9.99200722163e-15. Inverse-pair and leave-one-out tests passed.
Dark and light chart QA
Use in MT5
- Copy the indicator files to
MQL5/Indicators. - Copy
TF_IndicatorstoMQL5/Include. - Refresh Navigator and attach the indicator.
- Allow MT5 to synchronize the requested broker pairs.
Auditable release
Build 6163: 0 errors, 0 warnings. Incremental access remained below the 15 ms gate. ZIP SHA-256: ede07e3d6e73b608e6ce11364b59d6b4bf18fc4f9abf1ffadc56b582f5cb8c81.
Diagnostic market context only. No promise of profit or personal investment advice.