develop a digital filter in the form of an indicator for MetaTrader 4, can you help me?

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I am developing a digital filter for the Meta Trader 4, it is an indicator, but so far not getting a good result here in the community there must be someone who knows.
 
what do you mean by digital filter? please explain in more detail
 
F01ia:
I am developing a digital filter for the Meta Trader 4, it is an indicator, but so far not getting a good result here in the community there must be someone who knows.
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Well done 7bit. Your reputation has spread far & wide.

The poster thinks that you're ready to progress to the next stage ... answering questions that haven't been asked.

 
Sorry for the incomplete question, I thought it would be easy. What I want to know is whether it is possible to eliminate the small damp oscillations in pairs (EURUSD for example), assume that EURUSD is following a trend and then quickly shifts back to follow the previous trend. An indicator that would work by drawing a line over the bars, as does the indicator that implements moving averages.

It is helpful to use the Fourier transform as a digital filter for forex?

It is helpful to use a filter-type Noise Spike for forex? this filter is used in electrical signals.

Does anyone have a code in MQL4 for Filter Moving Average?
 

I have a whole suite of MQL4 code using John Ehler's filter logic. It's not pretty to look at, but it does work. If that's what you're after I might make the effort to post it to the code base

*edit* it uses Object-Oriented-like code in MQL4 (yes, it can be done! I pass arrays-of-doubles around as 'objects' LOL)

 
We could work together!
 

All kind of different digital filters (FATL, SATL ... all typ of hi/low/band pass filters) are available on the net. Surely somewhere on forex tsd, but also easily findable trough google.

The main problem with all those digital filters is that they need to be adjusted for each symbol/timeframe. This can be done trough frequency analysis and so on. I assume you know about that. The problem i see here that after you have done the whole analysis you will get an optimized digital filter which of course does look nice on the chart, but for me the result is nearly the same as with an optimized SMA.

Regarding filtred moving averages, i personally like the gaussian filter, another famous indicator is jma. and of course the whole nonlag story.

@brewmanz: since you have said you can post the indis on the codebase, i assume they are freely available. If you can share them, drop me a pm or so.

cheers Michael

add: https://www.forex-tsd.com/digital-filters/71-generator-filters-indicator-mt4.html might be interest the OP and all intrested in digital filters.

 

It's my code, using John Ehler's ideas (and some of my own), and I'm happy to share.

Unfortunately Life is a bit busy ATM.

 
zzuegg, Thanks, as soon as possible I will analyze it.
 
brewmanz, Thanks, I'm beginning a study on these ideas.
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