Trading Strategies Based On Digital Filters - page 127

 
Fresh_Prince:
Please tell me why doesn't this indicator R-FTLM-STLM-Adaptive.mq4 work on my MT4?

It needs the indicator from this post (the "R-FATL-SATL-Adaptive") https://www.mql5.com/en/forum/173071/page35 in the indicators folder in order to work

 

I installed it like you said, but it still doesn't work. It's an empty screen only... I tried it on Win7, on Win XP - it doesn't show anything at all... Please help.

 
Fresh_Prince:
I installed it like you said, but it still doesn't work. It's an empty screen only... I tried it on Win7, on Win XP - it doesn't show anything at all... Please help.

Try setting the backwardBarsto to some number > than 0 (default is 0).

Here is an example with backwardBars set to 500 - without (that changed backwardBars) it not even the r-ftlm-stlm will work

Files:
fatl.gif  50 kb
 
Fresh_Prince:
I installed it like you said, but it still doesn't work. It's an empty screen only... I tried it on Win7, on Win XP - it doesn't show anything at all... Please help.

Fresh_Prince, in case you didn't get the files needed uploading everything needed in this rar file am attaching, also what I had to do to get it to work is change backwardBars to something like 250 or 500.

Files:
 

Great, THX!!! Now it works. I changed Backwards to 250 parameter

 
Fresh_Prince:
Great, THX!!! Now it works. I changed Backwards to 250 parameter

Just be careful with it : it can be very heavy on the CPU (for great backwardBars values)

 

It is because of the R-Mesa that is used in it. R-Mesa takes its time to be calculated

 

Could anyone please help me with the digital filters stuff? I know there're are some tables which recalculate your indicators in accordance with the market changes. I guess it's somehow related to the volatility changes. So is there any possible chance for me to get that tables, or to find out smth about them? Or maybe there're some stuff which can recalculate my indicators due to the market changes? It's also somehow related to cycles, i know - maybe some Fourier? And tables they recalculate coefficients of the digital filters.

 
Fresh_Prince:
Could anyone please help me with the digital filters stuff? I know there're are some tables which recalculate your indicators in accordance with the market changes. I guess it's somehow related to the volatility changes. So is there any possible chance for me to get that tables, or to find out smth about them? Or maybe there're some stuff which can recalculate my indicators due to the market changes? It's also somehow related to cycles, i know - maybe some Fourier? And tables they recalculate coefficients of the digital filters.

Fresh_Prince

There is no strict rule of thumb for digital filters

Let me elaborate a bit : almost everything can be a digital filter. Lets take a simple SMA as an example - it is a digital filter in which all the coefficients are equal (they are always 1/period). Or linear weighted ma (LWMA). It is a digital filter in which the current bar has a coefficient period/(sum of weights) and the last calculated value a coefficient 1/(sum of weights). And so on ...

So, more or less, almost all filters (which we usually call averages) can be made in a form of a digital filter. The way how coefficients are calculated can be anything (for example in the adaptive filters they are almost never the same - and that would be the case you are talking about when they are adapting to the volatility - but even that (adapting) can be done in a numerous differnt ways) so there is no one single way of making digital filters

What was used to calculate coefficients for fatl, satl, ftlm, stlm and similar digital filters is just one way how the coefficients can be calculated and were done by fitting the results to some sample. That is probably the biggest problem of such filters : since they were fitted to some sample, if the sample was from different set of data, or if the sample was different length, the results would have been completely different. And we are still using the same coefficients that someone somewhere quite some years ago calculated as if it still fits the best to today data and various sets of data

 

I'm talking about some adaptive filters. Is there any sample of pretty good system or really good indicators which don't repaint and fits to different volatility? You said about adaptive filter which can be recalculated (can be adaptive to the volatility) - could you name some really good indicators like that?

Reason: