Digital Filters (basic explanation) - page 6

 

Forum on trading, automated trading systems and testing trading strategies

Usefull links/threads/tools

Sergey Golubev, 2012.10.22 17:41

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 filters - separate - indicator for MetaTrader 5
  3. Digital PCCI filter - indicator for MetaTrader 4
  4. Universal digital filter - indicator for MetaTrader 5
  5. FTLM-STLM - indicator for MetaTrader 5  
  6. AFIRMA - indicator for MetaTrader 5  
  7. JSatl - indicator for MetaTrader 5
  8. JFATL - indicator for MetaTrader 5
  9. FATL - indicator for MetaTrader 5
  10. RBCI - indicator for MetaTrader 5
  11. for more tools - use search.

============


 

Forum on trading, automated trading systems and testing trading strategies

x-Liquidex Community V3

Sergey Golubev, 2017.12.03 07:13


To trade real/live account is same as to trade free demo account. Exactly same.
So, try on demo account first.

-----------------

MetaTrader 5 Help - Open an Account

MetaTrader 5 Android OS Help - Opening a Demo Account 

MetaTrader 5 iPhone/iPad Help - Connecting to an Account and Opening a Demo Account 

-----------------

Simplified way to request a real account in MetaTrader 5 Android 

-----------------

Find a Server by the Broker's Name

Another convenient new feature of MetaTrader 5 is adding brokers' servers by their names. With the previous version, you had to contact your broker to find out the IP address of the trade server or download a special client terminal. Now, you simply enter the name of the broker. The system automatically finds the server with the specified name and adds it to the list.


 

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.

Multi pass average filter
Multi pass average filter
  • www.mql5.com
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...
 

Phase accumulation adaptive RSX - indicator for MetaTrader 5

Phase accumulation adaptive RSX - indicator for MetaTrader 5

The Hilbert Transform itself, is an all-pass filter used in digital signal processing. By using present and prior price differences, and some feedback, price values are split into their complex number components of real (inPhase) and imaginary (quadrature) parts.

 

Forum on trading, automated trading systems and testing trading strategies

Digital Filters (basic explanation)

Sergey Golubev, 2017.06.29 07:32

As many people are asking about "How to open account with MT5" and "How to add the broker to MT5" so I want to remind the following links:

MetaTrader 5 Help - Open an Account

MetaTrader 5 Android OS Help - Opening a Demo Account 

MetaTrader 5 iPhone/iPad HelpConnecting to an Account and Opening a Demo Account 




Reason: