# Filters indicators - page 31

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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.

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The beginning

1. Generator of filter's indicator for MT4 thread.
2. Digital Filters (basic explanation) 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

1.1. 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

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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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.

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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

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### The beginning:

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
6. Forex Market Conditions, a graphic depiction - the thread
7. Evaluation of the market condition using six SMA indicators thread

### ================================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

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

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• 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

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MA Channel Stochastic system is here.

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### Ichimoku

The beginning

After

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Digital Filters (basic explanation)

Sergey Golubev, 2018.10.13 13:32

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.

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FRAMA

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

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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ASCTrend system

Sergey Golubev, 2018.11.30 16:06

This indicator can be used instead of TrendStrength indicator for Ichimoku scalping (and for any Ichimoku trading systems), and for AscTrend system as well - TrendStrength onchart indicator.

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TrendStrength EMA variation - indicator for MetaTrader 5

"Trend strength" version of EMA variation (originally published here : EMA variation along with detailed explanation). In these cases trend strength is used more like a filter than anything else, but the original calculation is kept, and the logic is the original logic of the "trend strength" family of indicators.

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This indicator is having interesting explanation which can be found here (the explanation is related to EMA variation part of the indicator, because TrendStrength part of this indicator is working as a normal TrendStrength (means: as a filter to estimate the market condition for possible buy/sell trades based on the 'EMA variation color change')

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Hello people, how is it going? i am new in the trading business and i have a question to ask. what is the best instrument for scalping?
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Ibe Chidera:
Hello people, how is it going? i am new in the trading business and i have a question to ask. what is the best instrument for scalping?

No idea about the best but there are some of them -

Sergey Golubev, 2018.10.28 10:41

### Scalping

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Figure - indicator for MetaTrader 5

This is 3-in-1 indicator: FATL, RSTL and RFTL (3 lines on the main chart).

Three indicator buffers . Each buffer has its own calculation formula: 39 previous close prices are used for FATL, 99 for RSTL and 45 for RFTL. For each buffer, previous Close prices have their own factors. The coefficients themselves can be viewed in code.

Template file is attached.
Files:
figure.tpl  4 kb