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Digital Filters

This is a discussion on Digital Filters within the Trading Systems forums, part of the Trading Forum category; What settings are you using ? It is possible to adapt it for 15minutes thx...

          
   
  1. #31
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    What settings are you using ? It is possible to adapt it for 15minutes thx

  2. #32
    Administrator newdigital's Avatar
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    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).
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  3. #33
    Senior Member mql5's Avatar
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    The article - Practical evaluation of the adaptive market following method

    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.
    Digital Filters-fatl1111.jpg


    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.
    Digital Filters-eurusd22222.png


    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.
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  4. #34
    Senior Member mql5's Avatar
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    Digital filters - separate - indicator for MetaTrader 5

    Digital filters - separate - indicator for MetaTrader 5

    Digital Filters-cb-1__24.png


    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.
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  5. #35
    Senior Member mql5's Avatar
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    Digital Filters indicator for Metatrader 5

    Figure - indicator for MetaTrader 5

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

    Digital Filters-figuresettings1.png


    Digital Filters-brentcrud-d1-fx-choice-limited-2.png


    Digital Filters-de30index-d1-fx-choice-limited.png


    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.
    Attached Files Attached Files
    Last edited by mql5; 05-19-2019 at 05:09 PM.
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