Digital Filters

What settings are you using ? It is possible to adapt it for 15minutes thx

Digital Martingale EA?
Default settings (I used wth H1 timeframe).

Digital Martingale-2 600+ EA is on this post (premium section link).

Discussion thread about this EA is this one(premium section link).

Practical evaluation of the adaptive market following method

The trading strategy presented in this article was first described by Vladimir Kravchuk in the "Currency speculator" magazine in 2001 - 2002. The system is based on the use of digital filters and spectral estimation of discrete time series.

A live chart of quote changes may have an arbitrary form. In mathematics, such functions are called non-analytic. The famous Fourier theorem implies that any function on a finite time interval can be represented as an infinite sum of sinusoidal functions. Consequently, any time signals can be uniquely represented by frequency functions, which are called their frequency spectra.

For non-random signals, the transition from the time-domain to frequency-domain representation (i.e., calculation of the frequency spectrum) is performed using the Fourier transform. Random processes are represented by the process' power spectral density (PSD), which is a Fourier transform not of the random process itself, but that of its autocorrelation function.

Digital filters - separate - indicator for MetaTrader 5

A set of digital filters that are always drawn in separate window (due to their nature).
Supported types are:

• FTLM - Fast Trend Momentum.
• STLM - Slow Trend Momentum.
• RBCI - Range Bound Channel Index.
• PCCI - Perfect Commodity Channel Index.

Figure - indicator for MetaTrader 5

This is 3-in-1 indicator: FATL, RSTL and RFTL (3 lines on the main chart).

Three indicator buffers . Each buffer has its own calculation formula: 39 previous close prices are used for FATL, 99 for RSTL and 45 for RFTL. For each buffer, previous Close prices have their own factors. The coefficients themselves can be viewed in code.

Premium section news:
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AllClusterFilter_v1.1 indicator for MT5 is on this post. This is the AllClusterFilter indicator for Metatrader 5 which is based on Creating Non-Lagging Digital Filters article and with the new set of prices. Error fixing - read this post.

AllClusterFilter_v1.1 600+ indicator is on this post. This is the AllClusterFilter indicator which is based on Creating Non-Lagging Digital Filters article and with the new set of prices.

Fir filters - indicator for MetaTrader 5

Some of the digital filters in one place :

• Hanning
• Hamming
• Blackman
• Blackman / Harris

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Hann filter - indicator for MetaTrader 5

This is a variation of a digital filter using Hann windowing for filtering

• with "speed up" factor set to 0, it is the same as original filter
• any speed up factor > 0 makes it a bit more responsive