Filters indicators - page 31

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Sergey Golubev
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Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

Trading Strategies Based On Digital Filters

Sergey Golubev, 2017.10.31 07:17

Good article was published - 

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Practical evaluation of the adaptive market following method

The trading strategy presented in this article was first described by Vladimir Kravchuk in the "Currency speculator" magazine in 2001 - 2002. The system is based on the use of digital filters and spectral estimation of discrete time series.


A live chart of quote changes may have an arbitrary form. In mathematics, such functions are called non-analytic. The famous Fourier theorem implies that any function on a finite time interval can be represented as an infinite sum of sinusoidal functions. Consequently, any time signals can be uniquely represented by frequency functions, which are called their frequency spectra.


For non-random signals, the transition from the time-domain to frequency-domain representation (i.e., calculation of the frequency spectrum) is performed using the Fourier transform. Random processes are represented by the process' power spectral density (PSD), which is a Fourier transform not of the random process itself, but that of its autocorrelation function.


Sergey Golubev
Moderator
106708
Sergey Golubev  

Digital Filters' Trading Systems


The beginning

  1. Generator of filter's indicator for MT4 thread.
  2. Digital Filters (basic explanation) thread.
  3. (Digital) Filters indicators thread
    3.1 T3 Digitals indicators are on this post. These are using t3 smoothing, they are mtf, and have alerts, 1 has arrows, if you prefer no smoothing just turn t3 period to 1 or zero.
    3.2. T3 Dtm indicator is on this post. This is t3 dtm actually stlm and ftlm together they have mtf with alerts on slope change.
  4. Template with indicators - the post.
  5. Digital ASCTrend thread (Digital Filters with ASCTrend system combined).

After

  1. Trading Strategies Based On Digital Filters thread.
    1.1. T3Digital_Martingale EA (for MT4) is on this post and the trading results with the settings uploaded on this post. It is the first version of Digital Martingale: this EA is using some of the indicators posted a couple weeks ago, with the exception of normalized t3 rbci. The rbci was optimized so it being used in this Ea as a long term trend watcher, but it seems to work equally as well in hourly timeframe. This Ea version is using Satl,Fatl,Stlm, and the before mentioned rbci all indicators you have the ability to change timeframes as desired.

The Articles 

  1. Practical Implementation of Digital Filters in MQL5 for Beginners 
  2. Creating Non-Lagging Digital Filters

CodeBase

  1. The Moving Average Indicator, based on the Quasi-Digital Filter - indicator for MetaTrader 5
  2. Digital PCCI filter - indicator for MetaTrader 4
  3. Universal digital filter - indicator for MetaTrader 5
  4. FTLM-STLM - indicator for MetaTrader 5  
  5. AFIRMA - indicator for MetaTrader 5  
  6. JSatl - indicator for MetaTrader 5
  7. JFATL - indicator for MetaTrader 5
  8. FATL - indicator for MetaTrader 5
  9. RBCI - indicator for MetaTrader 5
  10. for more tools - use search.

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Sergey Golubev
Moderator
106708
Sergey Golubev  

It may be good filter - 

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Stochastic RSI - indicator for MetaTrader 5

In their 1994 book, "The New Technical Trader", Tushar S. Chande and‎ Stanley Kroll explain that RSI can oscillate between 80 and 20 for extended periods without reaching extreme levels. Notice that 80 and 20 are used for overbought and oversold instead of the more traditional 70 and 30. Traders looking to enter a stock based on an overbought or oversold reading in RSI might find themselves continuously on the sidelines. Chande and Kroll developed Stochastic RSI to increase sensitivity and generate more overbought/oversold signals.

This version deviates from their description in the fact that it uses a sort of a signal line to make it even more sensitive.

Sergey Golubev
Moderator
106708
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

Market Condition Evaluation based on standard indicators in Metatrader 5

Sergey Golubev, 2013.09.01 21:06

This my post? red dotted lines are for possible sell stop trade, blue dotted lines are are possible buy stop ...

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Anyway - I just copied some latest summary from this thread :

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Market Condition Evaluation

story/thread was started from here/different thread

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The beginning:

  1. Market condition indicators/tools thread  
  2. MaksiGen Trading system (light Paramon): many variations of the system - the thread
  3. How to use Support and Resistance Effectively - educational thread
  4. Market condition and EAs thread 
  5. Trend indicators thread  
  6. Forex Market Conditions, a graphic depiction - the thread 
  7. Evaluation of the market condition using six SMA indicators thread 
  8. Multi-indics indicators thread 
  9. Candle time tools thread

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Market condition

  • the theory with examples (primary trend, secondary trend) - read staring from this post till this one
  • Summary about market condition theory is on this post 
  • Practical examples about every market condition case by indicators: starting from this page till this one
     
  • trendstrength_v2 indicator is here,
     
  • AbsoluteStrength indicator new version is here
  • AbsoluteStrength indicator old version is on this post

  • AbsoluteStrengthMarket indicator is here to download.

  • good feature in Metatrader 5: moving  stop loss/take profit by mouse on the chart (video about howto) 

  • predictions are very different thing from technical/fundamental analytsis the post with explanation 

  • Technical vs. Fundamental; Short-Term vs. Medium-Term vs. Long-Term; Discretionary vs. Automated - the post

  • Market condition setup (indicators and template) is here
     

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3 Stoch MaFibo trading system for M5 and M1 timeframe 

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PriceChannel ColorPar Ichi system.

 

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MaksiGen trading system 

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 Merrill's patterns are on this page.

 

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Divergence - how to use, explanation and where to read about.

  

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Scalp_net trading system

  • template/indicators and how to use are on this comment.

  • scalp_net_v132_tf EA is on this post with optimization results/settings for EURUSD M5 timeframe
     
  • possible settings #1 for this EA for EURUSD M5 timeframe with backtesting results is on this post.
     

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MTF systems 

more to follow ...

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MA Channel Stochastic system is here.

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Ichimoku


The beginning

  1. Simple Ichimoku System
  2. Simple Ichimoku System - rules for the systems
  3. Simple Ichimoku Scalping 

After


Sergey Golubev
Moderator
106708
Sergey Golubev  

Forum on trading, automated trading systems and testing trading strategies

Digital Filters (basic explanation)

Sergey Golubev, 2018.10.13 13:32

Multi pass average filter - indicator for MetaTrader 5

Multi pass average filter - indicator for MetaTrader 5

Multi pass average filter - indicator for MetaTrader 5

In theory almost everything average like can be a digital filter too (it is just a matter of finding corresponding coefficients - sma , for example, has all "1" for coefficients), but this indicator goes directly into that category even though it does not use coefficients in this version. Avoiding coefficients in this version was done for 2 main reasons : simplicity and efficiency of code. The basis of this is the good old simple moving average a bit differently calculated than the usual "sum them all and then divide" in order to avoid nxn complexity (which would significantly slow down your PC when this indicator works) and that is why it does not look like "classical" digital filters.


Tomas_G
16
Tomas_G  

FRAMA

https://www.mql5.com/en/forum/287278

Fractal Adaptive Moving Average (FRAMA) Optimal parametrs to MT5 EA ?
Fractal Adaptive Moving Average (FRAMA) Optimal parametrs to MT5 EA ?
  • 2018.10.31
  • www.mql5.com
Fractal Adaptive Moving Average (FRAMA) Fractal Adaptive Moving Average Technical Indicator (FRAMA) was developed by John Ehlers...
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