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Universal digital filter - indicator for MetaTrader 5

Sergey Ilyukhin | English Русский 中文 Español Deutsch 日本語 Português

Published by:
Nikolay Kositsin
votes: 15
2011.08.23 11:52
2016.11.22 07:32 (1514.31 KB)
dfilter.mq5 (7.89 KB)view

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:
    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

Translated from Russian by MetaQuotes Software Corp.
Original code:

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