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L1 Trend Filter Demo - script for MetaTrader 5

Quantum | English Русский
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Rating:
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Published:
\MQL5\Scripts\
TestL1TrendFloatDouble.mq5 (4.65 KB) view
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Description:

The L1 filter enables extraction of piecewise-linear trends that preserve essential market structure while reducing price noise.

The script shows the usage of L1 Trend Filter methods in MQL5 for float and double vectors on random walk simulated data.

The applications in trading can be found in "Applying L1 Trend Filtering in MetaTrader 5".

All codes from the article are also available in the public project "MQL5\Shared Projects\L1Trend".

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