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Göstergeler

Universal digital filter - MetaTrader 5 için gösterge

Yayınlayan:
Nikolay Kositsin
Görüntülemeler:
9961
Derecelendirme:
(20)
Yayınlandı:
2011.08.23 11:52
Güncellendi:
2016.11.22 07:32
dll.zip (1514.31 KB)
Bu koda dayalı bir robota veya göstergeye mi ihtiyacınız var? Freelance üzerinden sipariş edin Freelance'e git

Real author:

Sergey Ilyukhin, the author of the "Digital methods generator" method.

DFilter universal digital filter provides a common solution of the issue of the digital filters creation in the client terminal.

With this MQL5 filter you don't need to create any other digital filters using the tools of the client terminal. That fact gives new possibilities for the use of these indicators.

This indicator was thoroughly described in the article "Practical Implementation of Digital Filters in MQL5 for Beginners".

Place the DF.dll file to "\MetaTrader5\MQL5\Libraries\".

Attention! Three additional dll files are required for DF.dll operation: bdsp.dll, lapack.dll and mkl_support.dll. These files contain mathematical treatment block and must be placed in "C:\Windows\System32\" for 32-bit Windows OS or "C:\Windows\SysWOW64\" for 64-bit Windows OS.

Check the following things before use:

1. "Allow DLL imports" checkbox is marked in Tools->Options->Expert Advisors;
2. Bdsp.dll, lapack.dll and mkl_support.dll files (additional mathematical libraries) are placed in "C:\Windows\System32\" or "C:\Windows\SysWOW64\" folder.

Input parameters description:

  • Ftype - filter type:
    0 - LPF (FATL/SATL/KGLP);
    1 - HPF (KGHP);
    2 - band-pass (RBCI/KGBP);
    3 - rejection (KGBS).
  • P1 - P1 cut-off period, bars;
  • D1 - D1 transient process cut-off period, bars;
  • A1 - A1 attenuation in a rejection band, dB;
  • P2 - P2 cut-off period, bars;
  • D2 - D2 transient process cut-off period, bars;
  • A2 - A2 attenuation in a rejection band, dB;
  • Ripple - Pulsations in a pass band, dB;
  • Delay - Delay, bars.

P2, D2 and A2 parameters' values must not be considered for LPF and HPF.

Working conditions:

  • LPF: P1>D1
  • HPF: P1<D1
  • Band-pass and rejector: D2>P2>P1>D1

Digital Low Pass (FATL/SATL, KGLP) Filter indicator

MetaQuotes Ltd tarafından Rusçadan çevrilmiştir.
Orijinal kod: https://www.mql5.com/ru/code/418

FractalChannel_v1 FractalChannel_v1

The indicator shows the channel based on fractals.

FATL FATL

Fast Adaptive Trend Line (FATL) is based on the low frequency digital filter.

3D_Oscilator 3D_Oscilator

This oscillator generates market entry and exit signals based on RSI and CCI indicators.

PCCI PCCI

PCCI (Perfect Commodity Channel Index) is a high frequency part of the price fluctuations normalized using the standard deviation.